Readme file for stock_maket_DOTW.ipynb
Last updated Feb 21, 2021 by John Goeltz, [email protected]

This code is intended to serve as an example of my ability to extract insight from raw data using Python.
It uses a csv file I downloaded from Yahoo! Finance.
It contains data for the S&P 500 from the end of 1927 to early 2021.
To run the code, you must add the csv file to the local directory for Colab or Jupyter.

The code uses a variety of Python packages to analyze the data in an attempt to answer the following question:
Are any days of the week more appropriate for buying in a simple investment strategy such as dollar-cost-averaging an index fund?

After manipulation, the results are tabulated and plotted.
In brief, the last 90 years of data say that Monday afternoon is the best time to buy.