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Overview
This Online Course 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 Excel model with a DDE link from your market data provider (a DDE link is advised if you plan to trade more than 3 spread pairs).
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 free source.
Also included is a pre-built Excel backtest model -- simply import historical data and see statistical and graphical results for your chosen spread strategy.
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