Taking control of your trading numbers is very important. Here is an example of how straight forward it can be to run backtests in Excel. If you want to follow along in the article series, follow the link: Taking Control of Your Trading Numbers
Trading Like a Hedge Fund Manager Spreadsheet
This spreadsheet goes in tandem with the article on Trading Like a Hedge Fund Manager. The charts are replicated in here, as well as the calculations, so you can follow along. The data is taken from finance.yahoo.com for the ETF products SPY, AGG, and GSG. Kelly betting is applied to maximize the returns.
Solar Eclipse Strategy Backtest
This XLS accompanies the article on Effects of Lunar Phases and Solar Eclipses on Currency Markets. It includes the relevant astronomical data as well as the currency data and the backtest so that you can experiment with the data yourself.
Short EURUSD Option Backtest Spreadsheet
This XLS accompanies my guest article on RectitudeMarket.com describing the performance of short option strategies on EURUSD. It includes the relevant formulas and data so that you can replicate the results or apply them to your own option strategies.
Kelly Criteria Spreadsheet
This XLS shows the calculations which were performed in the Kelly Criteria article. The data included are the SPY ETF historical prices as well as the backtest results from the London Breakout Strategy applied to the EURUSD. Here you can see how to calculate the optimal leverage on your favourite asset class or your favourite […]