EXCEL TOOLS FOR TRADERS AND INVESTORS

From Algorithm Science

1. HistoricalPrices ADD-IN

Download Historical Prices into Excel

The HistoricalPrices Add-in, our most popular product, allows you to download historical price data into Excel. It can import data for all major stock exchanges. It works for many different types of security--stocks, ETFs, mutual funds, indices, commodity futures, currencies and cryptocurrencies. Also, there are no subscriptions to pay.

HistoricalPrices Add-in is an Excel tool for traders and investors for importing historical prices

2. JEX FINANCIAL

Download Financial Data into Excel

800 types of financial data on 80 exchanges and over 200,000 ticker symbols. JeX Financial is a spreadsheet which extracts financial data from the Yahoo! JSON streams straight into Excel. It includes many different types of security including stocks, ETFs, mutual funds, indices, commodity futures, currencies and cryptocurrencies. Prices, balance sheets, options, news and many more. No subscriptions to pay.

3. SIGNALSOLVER

A backtester to find trading signals

Our flagship product, SignalSolver, is a backtesting program for finding trading signals. You can develop trading systems for each of your investments in a separate Excel document. Below is an example using FNGU daily data with a $10,000 investment. You can see the buy-hold (white) return was $51,901 and the SignalSolver return (yellow) was $352,656. Such returns are generally unattainable moving forward.

Backtesting uses hindsight to find exploits of past price movements but lacks the foresight to fully exploit future price movements. Strategies found this way can work quite well, but tend to have a limited and unpredictable lifetime. They also have value as sentiment indicators as we shall now explain.

SignalSolver Sentiment

A new feature in SignalSolver is the ability to take the pulse of multiple algorithms. On the day the above graph was made, the algorithm was long (bullish). If most other top algorithms were bullish on that day, then its a fair indication that you should be long (own) the security. We call the percentage of bullish algorithms the SignalSolver Sentiment.

As time progresses, algorithms move in and out of the rankings, and the sentiment adapts automatically to algorithms as they strengthen or weaken. No need to pick and choose algorithms, it's automatic.

The graph below shows the result of using SignalSolver Sentiment to trade FNGU. The Sentiment for the top ten algorithms is shown as a blue histogram. The white line is buy-hold. The yellow line is the simulated result of trading according to the daily sentiment reading.  The trading system is simple, read sentiment after the close and buy at the next open if Sentiment crosses above 50%, but short sell if Sentiment crosses below 50%.

FNGU Traded on SignalSolver Sentiment

FNGU trading simulation using SignalSolver Sentiment

This result in this case was 10x better Reward/Risk than buy-hold. Its not always quite so easy to find a winning strategy without a little tweaking. But this example demonstrates quite well what the indicator is capable of.