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Build an Automated Spread Trading System in Excel 1

Build an Automated Spread Trading System in Excel Build an Automated Spread Trading System in Excel 1

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Build an Automated Spread Trading System in Excel Publisher's Description

This online course shows you step-by-step how to build and utilize an 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. 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 With Each Course: A Tremendous 3-in-1 Value!

-A complete Online Course PLUS VBA Code and FAQs sections -Detailed instructions on importing prices using eSignal QLink and Yahoo!Finance -A complete pre-built Backtesting Model in MS Excel with graphs and trade statistics for your historical analysis -60 days of online access to access the course materials and learn how to build and use your new Trading Model

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