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Build an Automated Spread Trading System in Excel

Price: $89.95
Buy Now
Click here to view Screenshot images
Click here to view Backtesting results
Click here to take a Tour of the Course

 

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 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.

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 price data into Excel with eSignal QLink or Yahoo!Finance
  • A complete pre-built Backtesting Model in Excel with graphs and trade statistics for your historical analysis

    Features & Benefits

  • 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 trading signals on a large number of stocks, funds, or spreads within seconds (limited only by Excel's data capacity)
  • Instantaneous access to the course materials provided at time of purchase (if you buy through PayPal course is emailed to you)

    Screenshots

    Control Panel



    Backtest Model



    Technical Requirements

  • Microsoft Excel
  • 5 megabytes disk space (for data storage)
  • Date-Time-Close price data on your chosen time interval
  • Internet access (high speed DSL or cable modem suggested, but not necessary)
  • OPTIONAL: DDE data import link for Excel through your data provider (advised for more than 5-10 securities, otherwise free price data from Yahoo!Finance or other source works fine)

    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
    • Directory and File Structure
    • Spreadsheet Structure
    • Building the Indicator and Spread Formulas
  • Writing the VBA Macro Code
    • Visual Basic Editor window
    • Code Module
    • Writing the VBA Code
    • 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

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