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...

A Model to Lock-in Gains When Trading Single-stock ETFs A prior post titled “ What are Single-stock ETFs and Should I Invest in Them? ” introduced readers of this blog to leveraged single-stock ETFs.  The focus of the prior post was leveraged ETFs that return up to two times the daily return of their underlying tickers. This ratio of a two-to-one daily return for a single-stock ETF applies to both increases and decreases in the underlying stock.  Single‑stock ETFs are most commonly offered for tickers that experience high trading volume, strong retail interest, and episodes of fast‑paced price growth.  This practice entices traders/investors to buy single-stock ETFs, even though there is the risk of losing twice as much on a single trading day as with the underlying security.  In addition, there are other considerations that can negatively impact the prices of single-stock ETFs, such as daily rebalancing costs and volatility drag. Rebalancing costs are primarily for ...