Security Trading Analytics

A Multi-Decade Framework for Comparing Ticker Prices from Two Spreadsheet Data Providers This post presents a framework for collecting daily historical ticker prices from two spreadsheet-based data providers over multiple decades for six tickers.  The providers are the GOOGLEFINANCE function in Google Sheets and the STOCKHISTORY function in Microsoft Excel.  Subsequent posts will track and analyze price trends for the six tickers as well as illustrate how to use multi-decade historical prices for evaluating a collection of buy/sell models, such as the Proper Order and Gain Lock-In (POGL) model for programmatically specifying trade entry and exit dates for tickers. See two appendixes to this post for titles and links to prior posts covering both data providers and the POGL model. Tickers and Spreadsheet Expressions Tracked in This Post The following table includes tickers with matching security names whose historical prices are downloaded in this post.  All the trading ins...

 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 ...