Security Trading Analytics

 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 ...

An Initial Evaluation of Buy on Proper Order and Sell on Dynamic Stop Loss Orders A well-constructed buy-sell strategy can help you buy securities when their prices are highly likely to continue rising until they don’t rise any more.  Self-directed security traders sometimes call this a “buy high, sell higher” strategy.  One way of implementing this kind of strategy is to buy a security when its price is rising, and sell the security through a sell order that protects accumulated returns from an imminent reversal or price gradually drifting lower from its entry for a position.  Another critical feature of the strategy is that sell order prices can be dynamic and rise in response to gains in the underlying security’s price. There are many ways to implement this kind of strategy.  This post implements the buy high element of the strategy based on the relationships between close prices and two or more exponential moving averages (EMAs) with different period lengths....