Hi!
There are actionable trading opportunities based on cross-asset correlations and seasonal trends.
Has anyone identify leading indicators and correlations? If Asset A and Asset B historically move together, and A suddenly spikes, B also spikes!
I also want to factor in seasonality….essentially training the model to recognize how specific stock prices behave on certain days/weeks of the year based on historical macro data and calendar anomalies.
Anyone done it?
What data do you need?