Affiliations: Center for Graphics and Imaging Technology, Division
of Software System, School of Computer Engineering, Nanyang Technological
University, Singapore-639798. | Center for Financial Engineering, Division of Banking
and Finance, Nanyang Business School, Nanyang Technological University,
Singapore-639798.
Abstract: Existing visualization techniques used by mutual fund managers focus
on the active portfolio management strategies. However, an important aspect of
mutual funds is to visualize and understand the fund composition observed at
specific points in time. Such a visualization will leverage the fund manager
with the power to investigate and to capture forecasting differences and future
performance. Our research here is to design a new visualization system that has
an Entity-Relationship (E-R) model at the heart of the system and reveals not
only the aggregate behavior of the mutual funds, but also the behavior of the
mutual fund managers who manage these funds. We find some preliminary evidence
that mutual funds in the world market represent a strong geographical pattern,
and some potential niche markets are now extracted that stands out in the
global scenario such as the returns from funds that belong to a specific
country. For the analysis of security distribution, it helps to distinguish the
most popular securities from other ordinary ones for an increased realization
of profit. Also based on our experience with such huge world fund data to
achieve a trade-off between time efficiency and graphics quality, we recommend
the approach of splatting visualization, which indicates the influence of a
particular security in a fund's portfolio.
Keywords: mutual fund, financial visualization, entity-relationship modeling, 3D interactive graphics