Introducing SliceMatrix: a tool for the exploration of large matrices

Screenshot from SliceMatrix

Screenshot from SliceMatrix

For a lucky few MKTSTK readers, today you found a surprise in your email inbox. You see, way back in April we hinted at the forthcoming release of a software tool for visualizing large correlation matrices. We initially named it Corexplore and to gauge interest we put out some feelers in the form of a signup via our storefront. The response was pretty immediate: the idea sounded great so we thought about a time-line and got to work… As we worked we realized that this could be more general than just looking at correlation: these data visualizations would be useful in representing ANY large matrix in an intuitive way. Thus we changed the name to SliceMatrix.

Zoom forward three months later and its kind of obvious that we were WILDLY optimistic about the amount of effort it would take to even get to the Beta testing stage. We realized slowly that we had to learn quite a bit to get the project done. Then the free price tag encouraged spammers. Sorry. Not only did we make you all wait too long but it also took us away from publishing. Sorry again. The upside is that we have accomplished a lot of the heavy lifting already, and incremental improvements to the SliceMatrix platform should be less all-engrossing for our work-flow.

All that aside, what we have created is pretty cool, and is going to get unrecognizably cooler as time progresses. To start, we have created a viewer for Minimum Spanning Trees and Filtered Correlation Networks. Right now the datasets are limited to static views that we have created, but in the future we will allow you to visualize your own datasets.

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Filtered Correlation Network for the S&P 500 in SliceMatrix

Heatmaps and Treemaps are the next viewers coming down the pipe, followed by portfolio simulators and something we are calling “herd networks”. Eventually we would very much like to incorporate real time datasets to make SliceMatrix able to hook up to arbitrary data feeds.

To check out the fun for yourself, visit our SliceMatrix signup page. It costs $0.01 in order to keep out fake account creation. 75% of the accounts were fake when it was free. Presumably the price is still more than fair. Please report any bugs in the process to FUBAR@slicematrix.com

Network Graph from SliceMatrix

Network Graph from SliceMatrix

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