Building Thirty-four Ticker Historical Price Datasets with Excel’s STOCKHISTORY and Sheets’ GOOGLEFINANCE Functions A prior post in this blog reported model results that showed three of four leveraged single-stock ETFs outperformed their underlying security counterparts. A reader of the prior post asked a very important question: does the outperformance apply to more than just three of four ticker pairs? The reader wanted the model results replicated for a larger set of tickers than just four pairs. Providing more results for more tickers depends on the easy availability of historical ticker prices for financial instruments, such as single-stock ETFs and their underlying tickers. To provide more empirical evidence about any trading strategy, self-directed traders and non-institutional analysts require easy ways to compile historical prices for custom sets of financial instruments. This post offers self-directed traders and non-institutional analysts step-by-step ...
