Data audialisation
Via Alea, ten years worth of stock price as an audio file. Isn't that nice? More details here.
Labels: Markets
posted by David Murphy at 06:57
Wednesday, 20 May 2009
About Me
- Name: David Murphy
- Location: London, United Kingdom
I'm a consultant working mostly with investment banks, hedge funds and insurance companies. My academic background is physics and theoretical computer science.
Previous Posts
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- When you want to come bottom of the list
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3 Comments:
Very soothing, in a modern classical kinda way, but quite restrained for a sonification - anyone fancy coding a crunch symphony?
What's fascinating meanwhile is the speed at which the takedown request on Alea's post happened...
Given the high comovement of stocks in times of trouble, there could be some nice harmonies. This would especially be the case if instead of basing the tune on the level of the stock, one used the (say one week) change in the stock price. I think rises should map low and falls high (so you get a nice screetch when there is a big fall). Longer term volatility determines volume, so low vol periods are quiet.
Actually even better, volume traded = volume, and volatility determines note length, so you sample more frequently when vol is high. Even with only 4 note lengths, this could be cool...
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