Systematic Investor Toolbox (SIT) is a collection of tools that we use in everyday quantitative investment research. SIT is an open source collection of tools written in R. Please visit our blog, Systematic Investor Blog, to view practical examples of using Systematic Investor Toolbox (SIT).
Seasonality Tool is a user-friendly, point and click, application to create seasonality statistics and reports. Seasonality Tool does not require any knowledge of programming, and uses R to do all computations. Seasonality Tool will only work on Windows.
To start using Seasonality Tool please first install R. Next download and unzip Seasonality Tool. Finally execute Seasonality.exe to launch the program.
To get started please read:
SPY Seasonality graphs for current and next month, updated daily. The step by step instructions to create this type of graphs are presented in the Happy Holidays and Best Wishes for 2012 post.