Build an Automated Spread Trading System in Excel

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

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.

A complete PDF Guide is provided along with a step-by-step Online Course so you can choose how to learn in the most comfortable way. 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 A complete PDF Guide showing you how to build and use the model (includes most course content for your choice of learning material) 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

Features & Benefits

• Instantaneous access to the course materials with your own login and password provided at time of purchase (if purchasing through CCBill, otherwise course password is emailed to you)
• 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)

  Technical Requirements

• Microsoft Excel
• Adobe Acrobat Reader
• 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

Order 

MS Excel 97 or later

Platform: Windows XP / 2000 / Me / NT / 98 or Mac

Additional Information: Build an Automated Spread Trading System in Excel
$79.95	Buy Online

 

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