Abstract

The main purpose of this project is to present a sonification system for stock market. Sonification is the use of non-speech audio to convey information or perceptualize data. It translates prices and volumes of target stocks into frequencies and amplitudes. It provides both visual and auditory display of stock market data. Each pair of one frequency and one amplitude could generate one specific sound signal with periodic function. In this way, users could generate sound with different pitches and volumes by setting parameters in the periodic function. This project shows two ways on the sonification process: historical data sonification and real-time trade data sonification.

Researchers:

Research Group (2015 Spring):
    Bowen Zhang, Master in Financial Engineering, Graduated in May 2015
    Pei Zhang, Master in Financial Engineering, Graduated in May 2015
    Qing Yang, Master in Financial Engineering, Graduated in May 2015

Advisor:
   

Research Topics:

Stock Market Sonification, Historical data Sonification, Real-time data Sonification, Returns, Volume, Tunes

Main Results:

We first do historical stock sonification on Apple 1 year stock prices:

Then we do real-time movement (return) sonification on IBM stock prices:

Conclusions

As can be seen from above, stock sonification can help user to be more effective and consistent in monitoring the movement of volatile market indices. It also suggests a way to interpret the market with sounds instead of graphs.