Interactive Visualization in Human Time

Visualizing large amounts of data interactively can stress the limits of
computer resources and human patience.  Shaping data and the way it is
viewed can allow exploration of large data sets interactively.  Here we
will look at how to generate a large amount of data and to organize it
so that it can be explored interactively.  We will use financial
engineering as a platform to show approaches to making the large amount
of data viewable.

Many techniques in financial engineering utilize a co-variance matrix.
A co-variance matrix contains the square of the number of individual
data series.  Interacting with this data might require generating the
matrix for thousands to millions of different starting and ending time
combinations.  We explore aggregation techniques to visualize this data
interactively without spending more time than is available nor using
more storage than can be found.