Our goal is to advise traders on buying opportunities in seasonal lows and shorting in seasonal highs.
In this repo you will find timeseries analytical tools for predicting seasonal patterns in commodity markets.
We focused on Corn futures and found a significant seasonal pattern in both 5 years and 20 years of historical analysis.
- Presentation: Executive_Summary.pdf
- Technical Analysis: Technical_Notebook_Futures_Analysis.ipynb
- Analytical Tools: data_processing/timeseries_analytical_tools.py
- Data loading: data_processing/load_mrci_eod.py
- Data: clean_data/