This application demonstrates how to create a seasonality analysis study, and produce sample summary report using Shiny framework and Systematic Investor Toolbox . This example is based on the An Example of Seasonality Analysis post.

The idea is to first focus on returns in the month of January that are greater than given treshold and next study the returns for the whole year. This study is based on the S&P Annual Performance After a Big January post by Avondale Asset Management


Author

Michael Kapler Systematic Investor Blog


Code

Original source code for this application at GitHub


References