You are currently browsing the tag archive for the ‘Visualization’ tag.
John Paul Koning, 2010, History of the Fed, here. I’m thinking serious Tufte Jail time here, unless the unstated goal was to show the improbability of one person ever understanding what the Fed does. Maybe they get suspended sentence for being smart?
This is a free digital edition of a chart created by John Paul Koning. It has been designed to be appreciated
on paper as a 24×36 inch display. If you enjoy this chart please consider buying the paper
version at www.financialgraphart.com. Buyers of the chart will recieve a bonus chart “reimagining”
the history of the Fed’s balance sheet. The updated 2010 edition is also now available for purchase.
Alternatively, if you have found this chart useful but don’t want to buy a paper edition, consider
donating to me at www.financialgraphart.com/donate. It took me many months to compile the
data and design it, any support would be much appreciated.
MIT News, Economists find evidence for famous hypothesis of ‘comparative advantage’, here.
“The basic insight of David Ricardo holds up pretty well,” says Costinot, the Pentti J.K. Kourri Assistant Professor in MIT’s Department of Economics. “As simple as the theory is, it still has substantial explanatory power in the data.”
The Economist, More 2,000 years in a single graphic, here.
Wipe away the tears from your eyes if you’re an economist, or the frothy-mouthed rage from your face if you’re an infographic designer. As the chart below shows, the first increment of time is 1,000 years. The next, same-sized increment is compressed into 500 years. This is followed by increments of some 100 years, 80, 30, 20, even one of 13 years and 27 years. It ends with a few decades and an eight-year increment.
The Economist has developed its own infographics of 2,000 years of economic history with Mr Maddison’s data. One in 2010, nicknamed “GDP since Jesus” charts just that (below, with commentary here). We encountered the same layout difficulties as Mr Cembalest, so chose a bar chart to distinguish specific years, and fiddled with the spacing of increments on the x-axis to designate missing chunks of time. The result is imperfect, but we did as much as possible to disclose, not camouflage, the imperfections. (In retrospect, we should have done more on the right-hand side of the chart, such as perhaps making the bar widths proportionately thinner….)
Hovercraftdoggy, WE WOULDN’T. here.
Dr. Dobbs, Intel’s 50+ core MIC architecture: HPC on a Card or Massive Co-Processor? here. MIC vs. GPU seems to be the HPC Architecture Showdown 2012 main event.
Ars Technica, Netflix never used its $1 million algorithm due to engineering costs, here. File under programming is hard?
Zerohedge, Muppets Vs IG9 Tranches-Bernanke Puts Vs Portfolio Insurance, here. I notice one of Durden’s main Credit sources is Peter Tchir, here. I will start to read it and see where it goes. Durden’s got something looking for more legs on the London Whale story. The Whale isn’t done it’s just resting.
The Guardian, 18th Century shipping mapped using 21st Century technology, here. Nice movie of the paths of 18th century shipping. Suez Canal opened in 1869.
Business Insider, Joe Stiglitz presentation, here. INET presentation, Berlin, 13 Apr.
MathOverflow’s primary goal is for users to ask and answer research level math questions, the sorts of questions you come across when you’re writing or reading articles or graduate level books. Of course, individual questions don’t have to be worthy of an article, and they don’t have to be about new mathematics. A typical example is, “Can this hypothesis in that theorem be relaxed in this way?”
You answer the question, vote on the merits of the questions, and ask questions while the website logs the activity. Then you get a ranking like in a mmorpg with Tao, Gowers, and Thurston in the population. Like the concept, there should be one for applied FinQuant but I suspect the field is too proprietary and secretive. The Mathoverflow leader board reminds me of the IT Crowd when Jen exclaims delightedly “The elders of the internet know who I am?”, here.
Math Online, here. Comprehensive collection of texts and lecture notes classified by topic.
Noahpinion, Thursday Roundup, here.
Scale of the Universe, here. Cool app with new age background music. Don’t know why HFT doesn’t have a version of this app.
Farnam Street, Taleb’s reading suggestions, here.
Marketplace, ’London Whale’ taking big bets in debt market, here. Sounds like a JPM credit trader sold a bunch of CDX in size so he gets a tag. London Whale? How could that not have a happy ending? “And from that day forward everyone in The City reverently and awesomely called your grandfather “The London Whale,” goodnight sleep tight”?
A small informal effort like Pink Iguana needs to lean heavily on curation for a specific audience. How narrow is the audience? Take the entire massive EcoFin community of DeLong, Wilmott, and Mankiw then subtract most of the folks who: don’t care if a 22nm semiconductor fab is competitive in 2012, haven’t compiled their code –O3 recently, or are sort of meh to the idea that there is a RDMA transport to L3. Those folks remaining might be the Pink Iguana audience if they also like: buying credit protection from AIG stories, P=NP speculation, and IEEE754. It’s the far side of the long tail.
So why curate for such a specific audience? Despite The End of Blogging, in 2012 there are remarkable and reasonably frequent publication streams from Gowers, Lipton, and Tao. The thing that is different in the last five years is the public availability of unfiltered, authoritative, and lucid commentary on specific topics. The keys are unfiltered, authoritative, and lucid. DeLong, Mankiw, Cowen, and Krugman run similarly authoritative and lucid publication streams that are more informed by their partisan backgrounds than Gowers, Lipton, and Tao. Intel, NVIDIA, and IBM have authoritative and lucid information as well, but they also have a day job to do. If folks like Gowers, Lipton, and Tao are regularly publishing there might be more, right? You just have to go look around, and maybe you figure out how something (e.g., ETP Arbitrage, Credit Derivatives, HFT, a specific floating point computation) actually works. So, Wisty curates on Pink Iguana.
Why are these folks in the Pink Iguana Hall of Heroes (listed below the Blogroll) and why should you read the Heroes?
A Credit Trader hasn’t published since 2009, he went to do other stuff, but wow what got published there was magnificent. Read Getchen Morgenson at NYT, for example this, then read The AIG Fiasco or Bond-CDS Negative Basis or How to Lose a Billion Dollars on a Trade, it is like a teenage lucidity head rush.
Avellaneda – 2010 Quant of the Year posts regularly from his NYU faculty page and covers Research and market commentary, Stochastic Calculus, PDEs for Finance, Risk and Portfolio Management.
Bookstaber – Author of the book A Demon of Our Own Design, ran Firm Risk at Salomon back in the day, and now is Senior Policy Advisor at the SEC. See Physics Envy in Finance or Human Complexity: The Strategic game of ? and ?
DeLong – Even with the constant bitching about the press and Team Republican plus the liveblogging of World War 2, I have never seen a better EcoFin website, see DeLong and Summers: Fiscal Policy in a Depressed Economy or Econ 191: Spring 2012. DeLong’s blog really is the model for curation and commentary to a large audience.
Gowers – Rouse Ball chair, Cambridge U, Fields Medal 1998, see ICM 2010 or Finding Cantor’s proof that there are transcendental numbers, and he was piqued to comment Re: Steig Larsson, or perhaps the translator Reg Keeling in Wiles meets his match. So, Salander’s picture perfect memory, capacity to defeat armed motorcycle gangs in hand-to-hand combat, and assorted other superpowers pass without comment but she thinks she has a proof of Fermat, you gotta call a mathematician to check yourself before you wreck yourself. Gowers is on the Heroes list forever, check.
Kahan – doesn’t publish so much anymore but he is the Edgar Allen Poe of floating point computations gone wrong horror stories, and they are all here. He did IEEE 754 floating point standard and won a Turing Award. When and if he has something to say, I will probably want to listen, see How Java’s Floating-Point Hurts Everyone Everywhere and Desperately Needed Remedies for the Undebuggability of Large Floating-Point Computations in Science and Engineering.
Lipton has a gloriously unique perspective presented in Godel’s Lost Letter. He provides the descriptive narrative for algorithm complexity in a public conversation typically dominated by proofs and expositions of computational models. If algorithm complexity was professional sports, its kind of like Lipton figured out there should be color commentators broadcasting live from the game. Top posts include: Interdisciplinary Research – Challenges, The Letterman Top Ten list of why P = NP is impossible, and The Singularity Is Here In Chess; its John Madden, Dick Vitale, and Andres Cantor meet Kurt Godel, John von Neumann, and Andrey Kolmogorov in the best possible way.
Tufte is “the guy” for the visual display of quantitative information. He has been the guy at least since the early 1980s and does not really publish the same way as Gowers, Lipton, or Tao. Tufte kind of figured out his publication flow before the internet, so you buy his books and if you want to know what he is thinking about now, you go to his course. He has stuff on line, lots of it, for example see his notebooks, or about ET. The Tufte course attendance is sort of mandatory, not sure but I think that’s in Dodd-Frank Title VII, so just do it before they find out.
D3 allows you to bind arbitrary data to a Document Object Model (DOM), and then apply data-driven transformations to the document. As a trivial example, you can use D3 to generate a basic HTML table from an array of numbers. Or, use the same data to create an interactive SVG bar chart with smooth transitions and interaction. see http://mbostock.github.com/d3/