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...

How to Populate a Trading Database with Refinitiv, Excel, and SQL Server—Update 1 The Excel STOCKHISTORY function downloads historical market data—such as stock prices and index values—directly into Excel worksheets from LSEG Data & Analytics (formerly Refinitiv).  The “ How to Populate a Trading Database with Refinitiv, Excel, and SQL Server ” post summarizes and demonstrates a three-step process for building a data source inside SQL Server for historical stock  prices and/or indexes.  The three steps are as follows. Populate one worksheet tab per ticker with historical prices using Excel’s STOCKHISTORY function. Save each worksheet tab as a CSV file—one CSV per ticker. Bulk insert the CSV files into a tall SQL Server table indexed by ticker and date. While the three steps worked when properly executed, it was found that Excel formatting issues could lead to processing errors if not manually resolved.  Additionally, the T-SQL code in the third step required ...