Dealing with higher dimensions

Visualizing Time Series Data in R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

Multiple time series

  • Identify how they interact
  • Eg.: single stock price reaction to interest rates change
  • Eg.: stock price reaction of several stocks to interest rates change
  • Identify patterns
Visualizing Time Series Data in R

10 time series

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Visualizing Time Series Data in R

100 time series

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Visualizing Time Series Data in R

Let's practice!

Visualizing Time Series Data in R

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