Building a trading model in Excel involves developing the trading rules or logic that drive the buy/sell signals, capital allocation, and risk management. There are several types of trading models, each requiring a different approach to the trading rules: Fully...
< Back to Part 4 The final option is significantly more “techie” than the previous ones. SQL calls from Excel to a database involve either embedding SQL code into Excel’s VBA, or purchasing an add-in that gives you a graphical interface to do the...
< Back to Part 3 Using Excel’s native Web Query capability to extract data from Internet pages, you can automatically import market data from free sites such as Yahoo! Finance, Google, MSN, AOL, etc. This works fine for delayed and end of day data. The...
< Back to Part 2 For large amounts of historical or intraday market data a DDE link is the best tool for Excel. DDE (Dynamic Data Exchange, sometimes called Active-X) is a simple and proven technology. It reaches out to a database and automatically populates your...
< Back to Part 1 Importing from text files is one of the most common ways to get price-volume data into your Excel spreadsheet. The import operation is usually done using some automated VBA code in Excel, or with a batch process which is run on a timer (for...
Importing market data into Excel is the first step in building a trading model. Market data such as prices, volume, spreads, dividends, etc. is needed to feed a trading model’s calculations. Manual entry or copy and paste is the most rudimentary way to get...
