Virtually every active trader or investor uses Microsoft Excel. During the past few years, however, Excel has evolved into a powerful analytical tool that can be used for complex statistical analysis and to create new indicators and custom charts. Few investors understand how to exploit these capabilities. This book is designed to show average investors how they can use the power of Excel to gain an advantage in the marketplace by designing their own analytical tools and indicators. This book is 100% focused on using Excel for trading and investing, and delivers many useful programs and macros…mehr
Virtually every active trader or investor uses Microsoft Excel. During the past few years, however, Excel has evolved into a powerful analytical tool that can be used for complex statistical analysis and to create new indicators and custom charts. Few investors understand how to exploit these capabilities. This book is designed to show average investors how they can use the power of Excel to gain an advantage in the marketplace by designing their own analytical tools and indicators. This book is 100% focused on using Excel for trading and investing, and delivers many useful programs and macros that can be directly copied and implemented. Augen discusses specific approaches for creating and testing new custom indicators, provides step-by-step guidance on creating new statistical analysis techniques and new data visualization strategies that any investor can utilize with just a few simple commands.
Augen also walks investors through constructing massive price history databases that exploit Excel's 1,000,000-row capability-and using them to pursue data-mining strategies and statistical analyses.
Jeff Augen, currently a private investor and writer, has spent more than a decade building a unique intellectual property portfolio of databases, algorithms, and associated software for technical analysis of derivatives prices. His work, which includes more than a million lines of computer code, is particularly focused on the identification of subtle anomalies and price distortions. Augen has a 25-year history in information technology. As cofounding executive of IBM’s Life Sciences Computing business, he defined a growth strategy that resulted in $1.2 billion of new revenue and managed a large portfolio of venture capital investments. From 2002 to 2005, Augen was President and CEO of TurboWorx Inc., a technical computing software company founded by the chairman of the Department of Computer Science at Yale University. His books include Trading Realities, Day Trading Options, Trading Options at Expiration, The Option Trader’s Workbook, and The Volatility Edge in Options Trading. He currently teaches option trading classes at the New York Institute of Finance and writes a weekly column for Stocks, Futures and Options magazine.
Inhaltsangabe
Preface 1 Chapter 1: Introduction--The Value of Information 7 Chapter 2: The Basics 63 Chapter 3: Advanced Topics 153 Index 187
