In a couple of hours, I got this crude but working rendering complete with a d3.js brush to get the scale. Then since this is sort of a finance blog, I imagined we found an old correlation heatmap like the one in Pretty Correlation Map of PIMCO Funds. Although, we could guess at the correlation values, I thought it would be a lot more fun to get live values. Try it out below.
- Brush over the scale / legend
- Input scale min and max
- Mouseover color areas in the chart
As I said, it is rough, but it works. It needs a little UI work :)