Plotting multiple variables

Introduction to Data Visualization with Julia

Gustavo Vieira Suñe

Data Analyst

Exploring our dataset

Invesco QQQ Trust historical prices

price_date	open	high	low	close	volume
2020-01-02	214.4	216.16	213.98	216.16	30969400
2020-01-03	213.3	215.47	213.28	214.18	27518900
2020-01-06	212.5	215.59	212.24	215.56	21655300

Define volatility

qqq[!, "volatility"] =  100 * (qqq.high - qqq.low) ./ qqq.open

Customizing a scatter plot

# Plot volume versus volatility
scatter(
    qqq.volatility,
    qqq.volume,

    title="QQQ Daily Traded Volume",
    xlabel="Daily Range (%)",
    ylabel="Volume",

    # Hide the legend
    label=false

    # Change marker color
    markercolor=:ivory2
)

A scatter plot of the daily traded volume versus the volatility for the QQQ ETF fund. The graph shows that an increase in volatility leads to an increase in traded volume.

Commonly used colors: :blue, :red, :green, :yellow, :black, :gray, :white

¹ http://juliagraphics.github.io/Colors.jl/stable/namedcolors/

Exclamation mark notation

# Plot volume versus volatility
scatter(qqq.volatility,
    qqq.volume,
    label=false
    markercolor=:ivory2
)

# Add title and axis labels
title!("QQQ Daily Traded Volume")
xlabel!("Daily Range (%)")
ylabel!("Volume")

A scatter plot of the daily traded volume versus the volatility for the QQQ ETF fund. The graph shows that an increase in volatility leads to an increase in traded volume.

Correlation

Relationship between variables

Three scatter plots displaying two variables that are either positively, negatively or not correlated. The corresponding regression lines are also shown in each plot.

Adding a regression line

# Plot volume versus volatility
scatter(qqq.volatility,
    qqq.volume,
    title="QQQ Daily Traded Volume"
    xlabel="Daily Range (%)",
    ylabel="Volume",
    label=false
    markercolor=:ivory2,

    # Add regression line
    smooth=true,

    # Customize regression line
    linewidth=2.5,
    linecolor=:magenta3,
)

A scatter plot of the daily traded volume versus the volatility for the QQQ ETF fund with a regression line added. The positive slope of the regression line indicates a positive correlation between traded volume and volatility.

Multiple line plots

# Plot high and low prices
plot(
    qqq.price_date,
    # Pass both variables
    [qqq.high qqq.low],

    # Assign both labels
    label=["High" "Low"],

    # Assign widths
    linewidth=[4 2]
)
title!("QQQ Daily Prices")
xlabel!("Date")
ylabel!("Price")

Lines plots of the daily high and low prices for the QQQ fund as a function of time for a period of fifty days. The prices exhibit fluctuations around a positive linear trend.

Multiple plots done differently

# Plot high price versus time
plot(qqq.price_date,
    qqq.high,
    label="High",
    linewidth=4)

# Add low prices to the figure
plot!(qqq50.price_date,
    qqq50.low,
    label="Low",
    linewidth=2)
title!("QQQ Daily Prices")
xlabel!("Date")
ylabel!("Price")

Lines plots of the daily high and low prices for the QQQ fund as a function of time for a period of fifty days. The prices exhibit fluctuations around a positive linear trend.

Cheat Sheet

label to set or hide legend
Exclamation mark notation: modify current plot
Customize plot()
- linewidth
- linecolor
Customize scatter()
- markercolor
- smooth to add regression line (linewidth, linecolor to customize regression line) → good way to display correlation

Let's practice!

Introduction to Data Visualization with Julia