Security Trading Analytics

 Posts On Single-Stock ETFs and Modeling Buy-Sell Decisions My personal blog, Security Trading Analytics, aims to empower visitors who seek examples and demonstrations of quantitative methods for tracking, analyzing, and projecting security prices.   Another blog goal is to present methods and resources that are practical and useful for individuals and small consulting practices that wish to improve their trading, investing, and analysis skills via quant methods.  Additionally, my blog does not shy away from disruptive stances, such as for single-stock leveraged ETFs. This post highlights a recent Security Trading Analytics post titled “Should I Trade Single-Stock Leveraged ETFs?”.  You can learn here about the origins of single-stock ETFs for public trading in the United States.  Around the date that single-stock ETFs initially became available for public trading in July 2022, the Securities and Exchange Commission (SEC) Office of Investor Education and A...

  A Blog for Traders Who Like to Analyze Their Trades and Data Analysts Who Like to Trade The Security Trading Analytics blog focuses on practical, data‑driven analysis for traders.   You’ll find posts ranging from collecting historical stock prices to backtesting buy‑sell models across different strategies and asset classes.   Current posts cover single‑stock ETFs, leveraged and unleveraged index ETFs, bitcoin‑related stocks, semiconductor stocks as well as a host of other assets. Most examples use spreadsheets and T‑SQL programming, but you’ll also see PowerShell scripts and metrics such as compound annual growth rate, overall percentage change, and cumulative growth rate across trades. The blog is authored by Rick Dobson, who operated his own national seminar practice, worked on finance and healthcare development projects, and contributed regularly to MSSQLTips.com.  His work was recently recognized with the MSSQLTips.com Leadership Award .  He is also the...

An Initial Evaluation of Buy on Proper Order and Sell on Dynamic Stop Loss Orders A well-constructed buy-sell strategy can help you buy securities when their prices are highly likely to continue rising until they don’t rise any more.  Self-directed security traders sometimes call this a “buy high, sell higher” strategy.  One way of implementing this kind of strategy is to buy a security when its price is rising, and sell the security through a sell order that protects accumulated returns from an imminent reversal or price gradually drifting lower from its entry for a position.  Another critical feature of the strategy is that sell order prices can be dynamic and rise in response to gains in the underlying security’s price. There are many ways to implement this kind of strategy.  This post implements the buy high element of the strategy based on the relationships between close prices and two or more exponential moving averages (EMAs) with different period lengths....