Security Trading Analytics

  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...

  Backtesting an Automated Buy-Sell Model Based on Smoothing Factors for SPY and SPXL Buy-Sell models are among my favorite analytical techniques because they simulate what self-directed and institutional traders do on a regular basis – namely, buy and sell financial securities.  A buy-sell model can evaluate different strategies for profitably buying and selling securities. Over the past several months, this blog introduced and examined variations of a model for buying and selling financial securities based on exponentially smoothed security close prices.  Simple exponential smoothing and exponential moving averages are two different approaches available for computing exponentially weighted historical values of an underlying set of time series values – like ticker prices.  This post relies on securities prices smoothed by a combination of simple exponential smoothing and exponential moving averages.  The model evaluated in the post compares unsmoothed historica...