Seasonal Patterns Software

[ocean5]

Hi all,

Is there any sort of a software that would generate seasonal pattern,so i could plot the real time data vs 15 year or 34 years pattern,rather then 15 vs 34?

please see the link:

http://www.transworldfutures.com/pdf/historicalcharts.pdf

Thanks to all in advance!

 

[dtrader98]

It can be done in R.

If you want them to line up as in his illustrations, you have to be careful how you want to handle rescaling the real time data, because you can't scale 0 to 100 in advance. As the series unfolds, they may not align nicely.

 

[ocean5]

Quote from dtrader98:

It can be done in R.

If you want them to line up as in his illustrations, you have to be careful how you want to handle rescaling the real time data, because you can't scale 0 to 100 in advance. As the series unfolds, they may not align nicely.

What contracts do you need it performed on? And what historical data are you using?

Hi DT98,

What is ''R'',you are talking about?

Yes,i realize there can be any discrepancy,but it`s ok if i have the end month/begining of month/,or end the day/begining of the day data,that would be enough for me.

I use it with whatever contracts you can see in the link above.Not sure what you mean by ''what historical data are you using?''

Thanks

 

[dtrader98]

Quote from ocean5:

Hi DT98,

What is ''R'',you are talking about?

Yes,i realize there can be any discrepancy,but it`s ok if i have the end month/begining of month/,or end the day/begining of the day data,that would be enough for me.

I use it with whatever contracts you can see in the link above.Not sure what you mean by ''what historical data are you using?''

Thanks

http://www.r-project.org/

Do you have all of the back adjusted contract data for his examples (40 yrs or max)? What source are you using to obtain them?

 

[ocean5]

Quote from dtrader98:

http://www.r-project.org/

Do you have all of the back adjusted contract data for his examples (40 yrs or max)? What source are you using to obtain them?

Thanks for the link.No i didn`t have such data,i`m pretty much new to it that is why i`m asking where to get such sofware,if any.If don`t,then what are the steps to create my own?I mean where to get the data,where to plot this data(the link you provided) etc,etc...

So far i just using the data from the link i`ve posted.Not that sophisticated and precise,but for the pattern sake would suffice.

DT 98,any suggestions are appreciated!

 

[etemtezcan]

hi
subscribers of MRCI (50 usd pm) can see the current price of the intrument versus the historical averages you have posted. However there is a very important point to consider when looking for seasonal patterns in commodities. Most of those 40 years was in high interest environment where holding the cash commodity is greatly penalized due to high interest rates. Nowadays with historic IR lows, holding the cash commodity is not penalized in such levels.
just my 2 cents