In this new article I will present you my new tool that you can find on my website at this address you can watch this short demonstration video
Analyzer
This tool was born from my need to analyze in detail the tools I’m going to trade in the real market in order to find new trading opportunities. Let’s start now..
As soon as it opens, on the left you will find an input where you can enter the tickers of your shares or other instruments that you prefer, the data is taken from yahoo finance, so rely on it
afterwards you will have a slider, the tool automatically downloads all the history available, but you can still select the years as you like
after which you can choose between four sections:
Let’s see them in detail…
PRICE SECTION
It is the first section that appears as soon as you open the tool, the first graph shows the value of the selected underlying
The second chart will show a series of price averages over time, you can choose between two types of normalization:
The last chart will show you each year separately
RETURN SECTION
This part is dedicated to returns, interesting trends and price biases can be found.
The first row of the two columns will show you these 2 graphs:
Annual returns and monthly returns, no simple and effective explanation
the second line shows us the returns by day of the week and day of the month:
the third line shows the normal distribution, qq plot and box plot with brief explanations
last line KS Test:
SEASONALITY SECTION
This section analyzes the selected underlying and shows you some very useful information about its seasons and cycles. In the left column you can select the type of data normalization and the rolling period
First graph divided in turn into 4 sub-graphs:
- price
- trend
- cyclic
- residuals
2 graph the average of seasonality
last chart separate years:
VOLATILITY SECTION
This section is entirely dedicated to volatility, the first graph presented to us is historical volatility:
2 graph the average volatility:
3 annual volatility chart
4, 5, 6, 7 graphs: annual, monthly, weekly and day of the month volatility
8 charts: volatility distribution
9 chart: cycles and trends
10th chart: seasonality of volatility
11th and last chart: separate years
I hope this tool will be useful in your analyses, if you encounter problems do not hesitate to contact me, if you have any questions, doubts or perplexities I am at your disposal just contact me in the links below! Ciao
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