Seasonality Analysis - Full Python Code
$30
$30
https://schema.org/InStock
usd
10+ hours in the making. Allows you to:
- Scan a list of assets and automatically see which ones exhibit the strongest seasonal tendencies for a particular month
- Test thousands of cross-asset variables for seasonality
- Assess statistical significance by calculating KS statistic, skewness, & kurtosis
- Automatically avoid overlapping observations of the dependent variables of interest
This code is built from scratch and only uses mainstream python packages.
You'll be able to:
Bulk import csv files obtained from popular sources (investing.com, etc)
Correctly format the time series with proper indexing
Efficiently compare statistical distributions and output results
Examine all cross-asset relationships in a universe of interest
Size
40.6 KB
Length
2 pages
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