3D S&P 500 Cluster Visualization

This is an experiment in data immersion and data density.

The spheres represent SP 500 USD markets and their location in a 3D space spanned by 3 data dimensions: USD close price, 24H USD volume, and 24H change (%). Colors encode the membership of spheres to a cluster, with spheres in a cluster sharing the same color, except for gray spheres which do not belong to any cluster.

Please note that some of the features described in the following are only available in the full-screen UI of the cube experiment and not in the preview on the left.

The most important parameter for controlling the size and number of clusters is the Cluster Radius: To generally find more small clusters, decrease it; to generally find fewer large clusters, increase it.

Regression planes visualize how each of the 3 dimensions is predicted by the other 2 dimensions. The axis label of the predicted dimension and the corresponding regression plane share the same color.

The data is logarithmically transformed by default for price and volume. This can be controlled on an axis-by-axis basis.

The spheres representing the SP 500 USD markets can be hovered over to reveal more information in the top left corner of the screen. When hovering over them, lines appear that indicate the distance from the sphere to the sides of the cube and to the regression planes. The greater the distance from the regression planes, the more of an outlier the model is.

To improve performance and save battery power, the scene is rendered only when the camera is used, a candle is hovered over, or new data is received, rather than being rendered in a constant animation loop, as in most Three.js examples.

The material on this website is for informational purposes only and does not constitute investment advice or a recommendation to buy/sell any security.