| Additional Information: Building an Automated Spread Trading System in MS Excel | ||
| Requires Excel for Windows |
Buy Online $79.95 |
 |
Building an Automated Spread Trading System in MS Excel
This Guide shows you step-by-step how to build and utilize
an effective automated spread trading model using Microsoft
Excel. The System captures the price difference between
security pairs of any type -- indexes, stocks, futures,
options, LEAPs, etc. Spread returns are typically
non-correlated with other investment and trading strategies,
making the model an excellent addition to an overall asset
management strategy. The System uses three proven technical
indicators--exponential moving averages, Percentage Price
Oscillator (PPO), and Donchian Channels, to filter and capture
situations where spread movement (and hence risk-adjusted
profits) are likely to be greatest. Also presented are three
real-world spread strategies, including Swiss Franc - Japanese
Yen futures spreads, Nasdaq Composite - S&P 500 E-Mini
spreads, and 10-Year vs. 5-Year U.S. Treasury Note spreads. The
System is optimized for use with daily or hourly data, but can
be used on virtually any time interval. Data can be imported
into the model with a DDE data link available from most market
data providers. You are shown how to build a data "hub" with a
DDE link, or run the model with free .csv data files available
from Yahoo! Finance or another source. A complete PDF Guide is
provided along with a step-by-step Online Course so you can
choose how to learn in the most comfortable way. Also included
is a complete backtesting model -- simply import historical
data and see statistical and graphical results for your chosen
spread strategy.
What You Get: A TREMENDOUS 3-IN-1 VALUE!
- A complete PDF Guide showing you how to build and use the
model
- A complete Online Course including everything in the PDF
Guide PLUS VBA Code and FAQs sections
- A complete pre-built Backtesting Model in MS Excel with
graphs and trade statistics for your historical analysis
- 30 days of online access to download the materials and learn
how to build and use your new Spread Trading Model
Benefits
- Instantaneous access to the PDF Guide, Online Course, and
Backtesting Model with your own login and password provided at
time of purchase
- Learn to integrate Excel, VBA, formulas, and data sources
into a profitable trading tool
- Acquire unique knowledge applicable to any Excel modeling or
analysis project
- Save money by eliminating recurring software costs
- Calculate Buy/Sell signals on multiple spread pairs within
seconds
Table of Contents
Introduction
Basic Technical Requirements
Three Profitable Spread Trading Strategies
- Strategy 1: E-Mini S&P500 vs. Nasdaq 100 futures
- Strategy 2: Swiss Franc vs. Japanese Yen futures
- Strategy 3: 5-year vs. 10-year Treasury Note futures
3 Technical Indicators
- Exponential Moving Averages
- Percentage Price Oscillator (PPO)
- Donchian Channels
- Combined Trading Rules
System Architecture
Setting Up the Excel Workbook
- Building the Directory and File Structure
- Building the Spreadsheet Structure
- Building the Indicator and Spread Formulas
Writing the VBA Macro Code
- Visual Basic Editor window
- Code Module
- Writing the VBA Code
- The VBa code Explained
- Checking the Code for Errors
Building the \Signals/ Sheet
- Labels and Formulas
- Build the Ranges and Enter Tickers
- Add a Control Button and Assign a Macro
Building the Data Source File
Loading Data from Other Sources
- Loading .CSV or .TXT Files
- Getting FREE Historical Data from Yahoo! Finance
Running the Model
- Signals and What They Mean
- Entry and Exit Techniques
- Risk Management and Limiting Losses
Macro Errors
Frequently Asked Questions
Backtesting the Model
Frequently Asked Questions
What will I learn in this course? Is it something I can
learn somewhere else?
This course teaches you how to build the components, code,
formulas, and data handling architecture for a functioning
spread trading model. While it is possible to learn each part
individually, no book shows you how to integrate all of these
skills into a functioning trading model. The Course provides
tremendous savings in time and money by alleviating the need to
discover and implement the knowledge it takes to build
institutional-level trading models in Excel. The Course focuses
directly on building trading models without the unnecessary or
over-generalized content found in most Excel and Visual Basic
books. The knowledge is transferable to any type of trading,
investment, statistical, or economic models.
Does the model have graphs or visual indicators?
Yes, the models contain graphs to show historical performance
and trade signals versus price. The automated trading model you
build is calculation-based, rather than a graphical charting
tool. The greatest strength of the model is its ability to
calculate trading signals on multiple spread pairs
rapidly.
Can the model backtest using different scenarios and
indicators?
Yes. In addition to the course materials, a separate
backtesting model is provided for download so you can test
various spread pairings with historical data.
Do I have to build the model from scratch or does the
course come with a finished model?
The purpose of the Course is to teach the skills and
techniques of building trading models in Excel. You are
required to build the model as part of the course. For
convenience, the Course includes a complete pre-built
backtesting model incorporating the same indicators and logic.
There is no substitute for building a model from the ground up
in terms of knowing how it works in actual market conditions.
This is especially important for investment professionals, who
must know all the details and nuances of their tools in order
to meet risk and disclosure requirements.
Are the trading rules and logic provided?
Yes. The course discusses the trading logic in significant
depth. The model is not a "black box". You are taught how the
system logic works so its strengths and weaknesses are clearly
evident.
Does the course come with technical support?
Yes. Two methods of support are available: 1) An online
Frequently Asked Questions section is included within the
course, and 2) If the FAQs section does not answer your
question, email support is available at no charge. The FAQs
section is updated on a regular basis to ensure it addresses
all issues related to building and operating the model.
Technical Requirements
- Microsoft Excel for Windows
- Adobe Acrobat Reader
- 5 megabytes disk space
- Date-Time-Close price data on your chosen time
interval
- (OPTIONAL) DDE data import link for Excel
Order
Goto Developer Web Site for more information
| Additional Information: Building an Automated Spread Trading System in MS Excel | ||
| Requires Excel for Windows |
Buy Online $79.95 |
|