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Showing posts with the label RunGroup Identifiers for TimeSeries
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Programming and Backtesting Demonstrations for a Buy-Sell Model for Eight Tickers A prior blog post introduced building and backtesting a buy-sell model for a pair of tickers (SPY and SPXL).  The prior post demonstrated how to manually implement and backtest the model in a Google Sheets worksheet.  The current blog post illustrates how to build key elements of the model programmatically for eight tickers (SPY, SPXL, QQQ, TQQQ, MSFT, NVDA, GOOGL, and PTIR).  Programming the model makes it easier and faster to evaluate more tickers and more time periods than with manual data processing.  The programming for this post is implemented with T-SQL, the SQL Server scripting language.  After implementing the model programmatically, this post demonstrates how to backtest model outcomes for different tickers in a Google Sheets worksheet.  The backtest analyses in this post are more detailed than in the prior blog post because the programmed version of the model mak...