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Quant Coding > Seasonal Trading Strategy Analysis

Seasonal Trading Strategy Analysis

Our client asked us to examine the seasonal stocks trading strategy known as “Sell in May”. For this purpose, we analyzed data for 28 years and examined different days where the strategy would sell in may and come back in September. We also did a regression using a dummy variable to qualify the months in the year. The analysis included analyzing both the best performing strategy, the worst-performing strategy, and the average outcome. The analysis was done and presented in Jupyter notebooks using pandas and seaborn for visualization.

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