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November 6, 2022 22:56
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| "date": "2020-01-07", | |
| "open": 8857.139648, | |
| "high": 8872.469727, | |
| "low": 8821.679688, | |
| "close": 8846.450195, | |
| "adjClose": 8846.450195, | |
| "volume": 2352850000, | |
| "logreturn": 0.9997661376015784 | |
| }, | |
| { | |
| "date": "2020-01-06", | |
| "open": 8713.889648, | |
| "high": 8849.980469, | |
| "low": 8713.889648, | |
| "close": 8848.519531, | |
| "adjClose": 8848.519531, | |
| "volume": 2788120000, | |
| "logreturn": 1.006211025548561 | |
| }, | |
| { | |
| "date": "2020-01-03", | |
| "open": 8755.169922, | |
| "high": 8843.650391, | |
| "low": 8755.169922, | |
| "close": 8793.900391, | |
| "adjClose": 8793.900391, | |
| "volume": 2567400000, | |
| "logreturn": 0.9911725206983255 | |
| }, | |
| { | |
| "date": "2020-01-02", | |
| "open": 8802.219727, | |
| "high": 8873.629883, | |
| "low": 8786.900391, | |
| "close": 8872.219727, | |
| "adjClose": 8872.219727, | |
| "volume": 2848370000, | |
| "logreturn": 0 | |
| } | |
| ] | |
| }, | |
| "$schema": "https://vega.github.io/schema/vega-lite/v5.json", | |
| "width": 300, | |
| "height": 300, | |
| "title": "Nasdaq 100 (NDX) Log Returns, 2020", | |
| "mark": "area", | |
| "transform": [{"density": "logreturn"}], | |
| "encoding": { | |
| "x": { | |
| "field": "logreturn", | |
| "title": "Logarithmic Daily Return", | |
| "type": "quantitative" | |
| }, | |
| "y": { | |
| "field": "density", | |
| "title": "Probability of Return", | |
| "type": "quantitative" | |
| } | |
| } | |
| } |
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