stock filtering / mathematical formulas
Posted on 2012-09-04
I have a program which contains a stocks/equities universe of 1,000 odd securities and the daily stockprice data associated with those companies for the last few years.
Can anyone think of a mathematical formular which I can use to program to certain for annual cyclical periods of growth and decline.
For example: Company X every year for the last few years increase in share price around (but not exactly the same day or week) the 3rd week of June slowly increasing and leading up to the company's annual general meeting or financial results around end of July.
In actual fact there are two questions here, one is where a defined period is know i.e. tell the software to search one particular stock on one particular month over X number of years but the harder question is how to tell the system to detect several companies out of the database for certain periods of "cyclical growth" each year for the last few years.