Option trading log excel

Spreadsheet used to demonstrate how stop levels work and how much risk various decision rules let you take as referenced in the June story by Burton Rothberg. These spreadsheets include the LLP Pricing models referenced in the May Trading Techniques story by Paul Cretien. LLP call pricing model Log put pricing model. These spreadsheets include the models referenced in the March Trading Techniques story by Paul Cretien.

They should also be used in place of log sheets previously associated with Cretien's Trading Techniques stories. Black Scholes Option Model LLP Call Option Model LLP Put Option Model. This spreadsheet include the models referenced in the February Trading Techniques story by Michael Gutmann. These spreadsheets include the models referenced in the June Trading Techniques story by Paul Cretien.

They should also be used in place of work sheets previously associated with Cretien's September Trading Techniques trading. These spreadsheets include the models referenced in option September Trading Techniques story by Paul Cretien.

Option spreadsheets include more of log performance statistics referenced in this article on option systematic trading. First spreadsheet showing full performance summary of system discussed in article. Second spreadsheet showing full performance summary of system discussed in article.

This spreadsheet included calculation sheets for each of the naked options and the covered call. This spreadsheet uses the Black-Scholes model to provide theoretical prices for put and call options.

The entire correlation matrix depicting the relationships of returns among same- and cross-sector equities. Spreadsheet for calculating the expected results, mathematical advantage and annual return for an options trade, given the input assumptions. Excel for determining the "state" of the market, as defined in "Listening to the markets, note by note," July Spreadsheet for analyzing price "streaks," as explained in "Streaking prices can be revealing," April A tool for applying Fibonacci analysis to both futures and equities.

This spreadsheet automatically trading the retracement calculations described in "The Elliott-Fibonacci connection," October A spreadsheet that lets option create customized rankings of the trading software reviewed in "Day-trading software shootout," Special Excel Spreadsheet showing techniques for playing both option and short-term market strength.

Spreadsheet applying repeated measures analysis detailed in "Out of sample, out of touch," January These spreadsheets include the charts and data used for this article on evaluating systems using ratio-adjusted data.

This spreadsheet includes the charts and data used for "Working in a coal mine," January log, as well as additional out-of-sample data not shown in the article. Calculations for the z-score, correlation and optimal f methods of money management, as described in "Scoring high and low," April Spreadsheet that calculates Bollinger bands. Spreadsheet that calculates the price for tomorrow that would cause the MACD to cross tomorrow.

Spreadsheet that calculates the price for tomorrow that would cause a nine-period exponential moving average and an period EMA to cross tomorrow. Spreadsheet that calculates the relative strength oscillator. Spreadsheet that calculates the stochastics oscillator.

Spreadsheet that calculates the momentum oscillator. Spreadsheet that calculates the rate-of-change oscillator. Spreadsheet that calculates the moving average convergence-divergence oscillator. Option Newsletter Modern Trader Follow.

Trading asked traders what FBI Director Comey's testimony means excel stocks and other markets. Low crude prices may cure themselves. Retail is in trouble because of economic conditions. What does this mean for the markets? Election play in gold options. Excel Spreadsheets Below are spreadsheet files that should be compatible with Excel 97 and higher versions.

Setting stops the Bayesian way, June Spreadsheet used to demonstrate how stop levels work and how much risk excel decision rules let you take as referenced in the June story by Burton Rothberg. Bayesian Stops The put and call comfort zone, May These spreadsheets include the LLP Pricing models referenced in the May Trading Techniques story by Paul Cretien.

LLP call pricing model LLP put pricing model Building a better strangle, March Excel spreadsheets include the models referenced in the March Trading Techniques story by Paul Cretien. Black Scholes Option Model LLP Call Option Model LLP Put Option Model Calibrating profit and log strategies, February This spreadsheet include the models referenced in the February Trading Techniques story by Michael Gutmann.

LLP call pricing model LLP put pricing model Comparing option pricing models These spreadsheets include the models referenced in the September Trading Techniques story by Paul Cretien. Performance summary I First spreadsheet showing full performance summary of system discussed in article. Performance summary Log Second spreadsheet option full trading summary of system discussed in article. Option pricing spreadsheet Log spreadsheet included calculation sheets for each of the naked options and the covered call.

Option pricing excel This spreadsheet uses the Black-Scholes model to provide theoretical prices for put and call options. Correlation table The entire correlation matrix depicting the relationships of returns among same- and cross-sector equities. Mathematical advantage calculator Spreadsheet for calculating the expected results, mathematical advantage and annual return for an options trade, given the input assumptions.

Market state calculator Spreadsheet for determining the "state" of the market, as defined in "Listening to the markets, note by note," July Streaks calculator Spreadsheet for analyzing price "streaks," as explained in "Streaking prices can be revealing," April Fibonacci calculator A tool for applying Fibonacci analysis to both futures and equities.

Retracement tool This spreadsheet automatically performs the retracement calculations described in "The Elliott-Fibonacci connection," October Software ranking table A spreadsheet that lets users create customized rankings excel the trading software reviewed in "Day-trading software shootout," Special Issue Market strength calculator Spreadsheet showing techniques for playing both long-term and short-term market strength.

Repeated measures tool Spreadsheet applying repeated measures analysis detailed in "Out of sample, out of touch," January Ratio-adjusted data, charts These spreadsheets include the charts and data used trading this article on evaluating systems using ratio-adjusted data.

Datamining example This spreadsheet includes the charts and data used for "Working in a coal mine," Januaryas well trading additional out-of-sample data not shown in the article. Trading size calculators Calculations for the z-score, correlation and optimal f methods of money management, as described in "Scoring high and low," April Bollinger band spreadsheet Spreadsheet that calculates Bollinger bands. MACD crossover forecaster Spreadsheet that calculates the price for tomorrow that would cause the MACD to cross tomorrow.

EMA crossover forecaster Spreadsheet that calculates the price for tomorrow that would cause a nine-period exponential moving average and an period EMA to cross tomorrow. RSI calculator Spreadsheet that calculates the relative strength oscillator. Stochastics calculator Spreadsheet that calculates the stochastics oscillator.

Momentum calculator Spreadsheet that calculates the momentum oscillator. Rate-of-change calculator Spreadsheet that calculates the rate-of-change oscillator. MACD calculator Spreadsheet that calculates trading moving average convergence-divergence oscillator.

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