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Requesting advice on how to describe financial data (stock charts) as tabular data.

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Elijah Requesting advice on how to... 07-07-2017, 04:24 PM
Elijah Re: Requesting advice on how... 07-08-2017, 06:17 AM
Elijah Re: Requesting advice on how... 07-09-2017, 07:53 AM
Elijah Re: Requesting advice on how... 07-10-2017, 12:51 PM
come2me Re: Requesting advice on how... 07-10-2017, 01:01 PM
Elijah Re: Requesting advice on how... 07-10-2017, 06:46 PM
Elijah Re: Requesting advice on how... 07-12-2017, 04:38 AM
Elijah Re: Requesting advice on how... 07-17-2017, 06:23 AM
Elijah Re: Requesting advice on how... 08-06-2017, 07:45 AM
  1. #1
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    Requesting advice on how to describe financial data (stock charts) as tabular data.

    Hi all,

    I was hoping someone could assist me in finding a smart way to describe/organize financial data in tabular format, i.e. in Excel. In fact, I already have something set up, but I'm wondering if there can be smarter ways to do this? Since one might get tunnel vision working alone, I was hoping I could gain some new perspectives from you guys.

    I'm attaching a chart of a day trading session in the S&P 500 index starting at 15:30 and ending at 22:00 (6 1/2 hours). Actually, my times are in Europe, so in the U.S., it would be 09:30 to 16:00.

    As you can see on the picture, the main moves on this day are:

    1. + 9,25 points UP right from the market open at time 15:31

    2. - 10,50 points DOWN starting at time 16:02

    3. + 10,50 points UP starting at time 17:17

    4. - 6,50 points DOWN starting at time 20:56 and ending at the market close time 22:00

    Now, my desire is to be able to describe this entire day session in a smart way that I can easily perceive and read in a database (Excel). The way I have it set up now is as one row per each day. I have 100s of days. Ideally, I can set things up such that I can easily find similar days through sorting my data.

    The logical way for me to perceive this data is to consider the day session as made up of swings such as I've annotated that chart, but there might be smarter ways. I don't know...

    I could attach my personal mock-up right away, but maybe it's better to keep it unbiased for now and I'll post it a little later.

    It would be great if anyone had any input on this! If not, I understand, but figured I could ask just in case there are some creative minds here that feel like sharing some thoughts on this.

    Thanks in advance!
    Attached Images Attached Images
    Last edited by Elijah; 07-07-2017 at 04:35 PM.

  2. #2
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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Another day might look like this:
    Attached Images Attached Images

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    My suggestion looks like this. Please see attachment.

    So, I was wondering if there might be smarter ways to organize/present this data. But this was what I came up with...
    Attached Images Attached Images
    Attached Files Attached Files

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Any ideas...?

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Hi,

    You can use charts like this ...
    Attached Files Attached Files

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Hi,

    That's a very interesting idea for actual charts. A problem I see here though is that the charts are subject to the first and last swing's start and end time, so the charts aren't of equal length. I suppose that could be solved by inserting 15:30 and 22:00 as a static number as the first and last value for each day?

    Would also appreciate input on how you created that chart, although I might be able to create it myself.

    Anyway, I'm also interested in primarily how to represent my data in tabular format in Excel. But maybe my initial suggestion ain't that bad after all...

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Bump...?

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Final bump.

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    Re: Requesting advice on how to describe financial data (stock charts) as tabular data.

    Okay. Maybe one more bump then.

    I would appreciate advice on:

    1. Ways to describe this data in my tables. Maybe my initial proposal is as good as it gets? Or might there be smarter ways that makes it 'easier' to read and sort the data?

    I don't have any immediate ideas myself as this was the best I came up with on my own.


    2. Ways to visualize the data on charts.

    I liked the suggestion by come2me, but was unable to create it myself...

    Every day starts at 09:30 and ends at 16:00. I suppose I would have to add both these time values to my tables in order to get consistent charts of the same length/magnitude?

    Another idea I like is to simply plot the up moves as vertical bars above a zero line and down moves below. Something like what I'm attaching.

    Thanks a lot in advance!
    Attached Images Attached Images

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