Financial Market Data Analysis - Seasonal Patterns

We have end of day data (csv format) for the financial markets going back on average around 10- 20 years. This data includes the daily open, high, low and close for each trading day of the year.

We would like to automatically analyse this data for a wide range of markets in order to produce a summary.

Initially we would like the programme you create to look for periods of time where historically the market chosen has shown a bias to move higher or lower (just as important)
The initial periods of time to analyse include trading days, weeks, months, quarters and longer periods of time. For example there is often a Christmas rally that starts in October and ends in later December. There is also historically a bias for some markets to rise from the middle of the summer to year end. There may also be patterns where markets move significantly either higher or lower from October to the following February.
Many markets will vary in these seasonal trends and we would like your programme to find these and then display them easily. The report that is produced when the market data is added should be easily adaptable so we can quickly display for example the trading days and which trading days for each month. For example the 1st trading day of June may have a 85% record of closing higher over the last 15 years.. Whereas the 3rd trading day of June may have a 90% record of closing lower.

The report summary would be able to identify and display clearly trading days, weeks, months, quarters and longer periods and list the results in terms where the market has closed higher or lower in total number eg 13 out of 17 higher plus the percentage ie 76.4 and the total number of points the market has moved up or down over the chosen time period and we can therefore identify the strongest trends. We are ideally looking for definitive seasonal patterns.

The programme could be created and built within excel or as a standalone windows 10 compatible software programme which ever is easier for you to create and is easiest for us to use. We expect to be analysing many markets over the next few months so the easier it is to use and display the output the better please.

A csv file for the DJI (Dow 30) market is attached in order that you can see the type of data that your programme would need to read and work with.

Please contact us if you require any clarification.