Open nikolas-joyce opened 7 years ago
i think, cumulative sum of price changes of equities within selected range may be a solution.
for example, we have 2 series future and campaign.. initial data - 1) future - 200, 220, 240 2) campaign - 440, 480, 520.
step 1) transform this data to price changes, so 1) future - 0, +20, +20 2) campaign - 0, +40, +40
step 2) get cumulative sum from it, so in selected range we have next series 1) future 0, 20, 40 2) campaign 0, 40, 80 , which are easily comparable.
Here is the deal we wanted to be able to compare visually the performance of the campaign to the performance of the underlying futures. to accomplish this we are using our futures EXO series on the web.
Our ContFut EXO only has a close value so there is no way to visualize the range of the day. so this looks ok.
but when we zoom the lack of the high and low makes the comparison loose meaning.
![image](https://cloud.githubusercontent.com/assets/18488108/23566108/57099b0c-0005-11e7-9fe9-b644d7494a01.png)
Would it be better if we just use the Quandl continuous series to make the comparison? or is there a better solution.