Seasonality-Visualizer

Interesting ideas. Maybe we can get Day of Month (Trading or Calendar), Expiry / Triple Option Expiry to show in the list. Adding Fed Days to the visualizer also sounds feasible as we could leverage our existing dynamic FOMC indicator for that.

I think we should get rid of the existing dynamic FOMC indicator. Make it a resource file - we already know all the past dates and all the meetings for the next year.

Yes, it's a good idea for potential enhancement of the FOMC indicator.

I would make a couple of modifications and add option expiry week(s) as there is a seasonality component for the weeks leading up to option expiry and following.

Also somehow showing the combination of the cumulative p&l and the individual trades. For example, the strategy loses money on trades taken on monday but you look into the details and it is actually 1 trade that makes up most of the loss on monday. There a rule excluding mondays makes no sense.

Activated this item for B42, adding Day of Month and Trading Day of Month.

Boolean metrics like Option Expiry Day or Presidential Year do not really fit the concept, not allowing themselves to be elegantly plotted by the visualizer. Each metric is a Position metric so a position was either entered on an option expiry day (in a presidential year etc) or not. While the two bins on the X axis may help discover some dependency, visually it would be a mess.

I'm afraid Fed Meetings would look the same mess either.