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 risk-adjusted profits are likely to be greatest. Also presented are
three real-world spread strategies covering S&P500 vs. Nasdaq 100 futures, Swiss Franc vs. Japanese Yen futures, and 5 year vs. 10 year U.S. Treasury Note Futures.
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 or free data available on the Internet. 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.
A separate pre-built Backtesting Model is also included for historical analysis and testing -- simply import historical data and see statistical and graphical results for your chosen spread strategy.