After a long night of learning how to code Three.js, I have had some success in rendering the contours created by The Bubble Index into nice WebGL displays. You can find them in the 3D Contours Page on this site. The process that created these consisted of several steps. First, I exported a contour 3D grid mesh as a DXF file from 3DField. Then I used JNetCAD to convert this into a WebGL json file. JNetCAD describes itself as: JNetCAD is a simple Java GUI for importing and exporting several CAD formats. I agree, it was simple and effective for my purposes. From this point, it was now about coding in Three.js. Three.js has some really nice examples to learn from. It gives users the potential to create some amazing visual displays. And after some debugging and tweaks, I ended up with a nice display.
Month: February 2015
3D Contour Map: TNX (1962 – 2015)
The 3D Contour of The Bubble Index Contour: TNX (1962 – 2015) displays an important prediction. As you can see from the graphs and contours, it appears to have peaked in the window range 7,200 – 8,200. This would indicate that the bubble in the US Gov’t 10 – Year Bond recently ended. That is cautioned by an unknown factor — that there is not a bubble forming on a much larger time window than I was able to calculate (13,200 days +).
3D Contour Videos
In order for viewers to have a better visual perspective of the 3D Contours, I have uploaded the videos below to YouTube. These are a test of potential routes for how the website could develop and serve to help me decided how to proceed in the future. Eventually, I think I will upload versions which contain narration and investing ideas based on the graphs. Once I figure out how to map the date axis from integers to Dates that should improve the visual experience. In addition, I hope to figure out and be able to overlay the underlying time series for the 3D Contour in the foreground and or background panel.
The Bubble Index 3D Contour: Gold USD (1968 – 2015)
Here are several pictures obtained in 3DField of The Bubble Index Contour: Gold USD (1968 – 2015).
3D Contour Map of S&P 500 (1950 – 2015)
Here are some graphs of The Bubble Index Contour: S&P 500 (1950 – 2015). The graphs are created in 3DField.
3D Contours of the Internet Dot-Com Bubble
Here are several graphs created from The Bubble Index Contour: S&P 500 of the Internet Dot-Com Bubble. Of course, the NASDAQ would probably be a better analysis of the Internet Bubble. Once I have that contour I will post the results.
3D Contour of 1987 Crash
The images in this post were obtained from The Bubble Index Contour: S&P 500 (1985 – 1990). The software used is 3DField. As you can see from the vertical black line drawn on the two contour maps, Black Monday, October 19, 1987 occurred near a mountain peak in the contour graph.
3D Contour Map of Geometric Example
I found a website, 3dfmaps.com which has the perfect software, called 3DField which creates great 3D contour maps. This is the next to step in displaying the results obtained with The Bubble Index. It is very exciting to use this software to display these contours! Hopefully, this improved visual aid will allow better monitoring and prediction of market movements.
The Bubble Index Contour: GSPC (S&P 500)
The Bubble Index Contour of the Standard and Poor’s 500 Index since 1950. There is a lot going on in this graph! My biggest concern is at the top of the graph. Looks like something big. I will have the DJIA from 1871 completed in about a month. That should clarify.
The Bubble Index Contour: TNX
After working on the contour map code and running TNX through the algorithm, I can now show you how I want you to think about the relationship between fractal geometry, LPPL Oscillations, and financial time series. With windows ranging from 52 days to 13,000 days, the output of The Bubble Index Contour for TNX (CBOE 10-Year Interest Rate) shows some interesting features currently in the process of development.
You can see that there is a growing bubble centred around the 9,000 day window; also, a sort of harmonic bubble around the 4,500 day window. This will be of immense importance in the upcoming months. Bill Gross has said bonds are safe in the short term, but watch out for long term; Martin Armstrong has been calling for 2015.75 to be a crucial phase transition in bonds worldwide.
Keep an eye on this TNX contour plot as that date approaches. (NOTE: As you can see from the plot, it contains artefacts along the diagonal due to interpolation over the grid of data. As there is not enough time to calculate every individual window, I had to calculate the windows in intervals. I will update this graph as I obtain more closely spaced intervals.) Credit and thanks goes to the bigmemory package and fread functions in R!