Dow Jones Volatility Chart

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A couple of months ago Ajay at DATABISON posted about replicating a very interesting chart he found in the NY Times. Here is a link to the NY Times website where the original chart is located:



Volatility_small.png

The first thing you'll notice is that this is not a typical Excel-style chart. In fact, I'd wager it was created in Illustrator. Since the chart has flair I set about creating an Excel version. I grabbed the data from Yahoo Finance. I wanted to be faithful to the look and feel. I sent my first attempt to Ajay and he was kind enough to post it on his blog.

While I think I succeeded in capturing the look and feel, I was not happy at all at the hit it put on Excel. It took over 30 seconds to render on my computer and my computer is no slouch. I was compelled to improve this performance. The new version renders the chart in less than 1/2 a second. A massive improvement, and remarkable when you consider that over 20,000 days of data are being graphed.

The performance was good enough that I added a scroll control so that the user can zoom into the data. Right now the zoom point is fixed at the year 2010. I added this just to show the speed of the chart. I'll leave it to the reader to enhance the chart so that the user can scroll through the years as well as zoom in and out.

I really like how true outliers fly off the main section of the chart. You never see this on Excel charts because if your chart has grid lines, the grid fills the entire Plot Area so all data including outliers will be on the grid. The solution here was to not use the built-in grid lines, but instead to draw them with chart series.

The years along the horizontal axis are interesting and are not plotted by the Axis.

The colored bar behind the daily fluctuations represents how volatile each year was and visually gives an interesting backdrop to the chart. Can you figure out how it was charted?

Tearing the chart apart can be very instructive.

Here's the chart:


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2 Comments

Hey dude I've really loved reading up your post I've found them rather awesome, Can't wait for your next post! Speak again soon =]

Thanks dude, I never knew this, thanks.

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This page contains a single entry by Daniel Ferry published on March 4, 2010 1:31 PM.

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