Going Visual on GBP-USD With an Interactive Google Calendar Heat Map….

I stumbled on a few snippets of code that allows to display data into a really neat interactive calendar heatmap and line chart. I merged some of my own code to calculate rolling T-Stats which I then bound within a -1/+1 interval by using a normal probability density function and here is the results applied to the GBP-USD historical rates published by the bank of England/

The line charts shows the historical price of the GBP-USD whereas the calendar heatmap shows the rolling 21-day color coded T-stat of the GBP-USD daily logarithmic returns… Not rocket science but a quite visual way to illustrate when the GBP-USD was historically overbought/oversold….