I have some financial time series that need to be analysed for seasonal patterns. In a nutshell, I want to see if there are any seasonal patterns that might be used as profitable trade signals.
This method should be applied: [url removed, login to view]
Also, a logistic regression according to month should be applied (regressing to see if, e.g., June returns are higher to a statistically significant extent.
Will provide the time series. Output are the scripts used and a PPT with the results. Delivery time: 24hrs. Please outline your qualifications in the proposal.
Can be done in R, Python, or Matlab, though the above link contains some R code that may be useful.