D
Dam
Dear newsgroup member,
I am looking for a way to calculate different seasonal factors in an
easy way on financial assets.
The data I have is the date (MM/DD/YYYY) as well as the daily price.
I define today percentage change as the difference between yesterday
price and todays one
What I am looking for are:
The mean, median, top and bottom 5% mean, standard deviation and the
percentage of positive occurence (% of the time where the asset rose) for:
The days of the week (Monday to Friday)
The day of the month with trading taking place (for example the first
day in January with trading, the second day,...)
The day of the month with trading taking place but this time starting
with the last day(last day of the month, ....)
The trading day of the year (1st,2nd,...) (day where I have a price)
the week of the year (first week,...)
the month of the year (January, Febraury,...)
One of the problem is that the date varies depending on the asset as
some are not open a given day when other are,...
Really hope somebody can help me
Have a great day
Dam
I am looking for a way to calculate different seasonal factors in an
easy way on financial assets.
The data I have is the date (MM/DD/YYYY) as well as the daily price.
I define today percentage change as the difference between yesterday
price and todays one
What I am looking for are:
The mean, median, top and bottom 5% mean, standard deviation and the
percentage of positive occurence (% of the time where the asset rose) for:
The days of the week (Monday to Friday)
The day of the month with trading taking place (for example the first
day in January with trading, the second day,...)
The day of the month with trading taking place but this time starting
with the last day(last day of the month, ....)
The trading day of the year (1st,2nd,...) (day where I have a price)
the week of the year (first week,...)
the month of the year (January, Febraury,...)
One of the problem is that the date varies depending on the asset as
some are not open a given day when other are,...
Really hope somebody can help me
Have a great day
Dam