An online course that teaches you step-by-step how to build an automated Spread Trading System in Excel!
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.
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 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
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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