Basic Event-Driven Analysis using Date Conditions

Synopsis

Objectives

  1. Introducing studies.

  2. Using the time offset function.

  3. Introducing the condition connector.

  4. Using date files within the date condition.

Market Brief

Seasonality studies are commonly used as a research device to analyze price patterns surrounding certain time periods. For example, what happens to the price of the nearest to deliver natural gas contract during the high use winter season or what happens to stock prices during the month of January or at year end? Oftentimes, a researcher will employ a price graph to analyze price patterns surrounding certain significant dates. XMIM has the ability to supplement this technique by actually identifying certain significant dates through the use of the WHEN condition and analyzing the price movement for those dates using the SHOW attribute.