The statistical analysis as presented in iM-Best(SSO-TLT) Switching System was done in a MS Excel Workbook. This workbook can be downloaded here for educational purpose and perusal only.
This workbook makes use of macros to download the historical price and dividend data from Yahoo each into a separate worksheet, a useful feature in itself. Separate sheets calculate the performance of the trading series and also the variance in performance when trading at random prices between the days high and low.
By downloading you acknowledge and agree:
- To accept the MS Excel Workbook as is,
- that you are aware that VBA macros are being used,
- that there is no recourse for any consequence in using this MS Excel Workbook.
You can investigate the VBA macros by entering the password: iMarketSignals when asked.
Note this workbook turns of automatic calculations. Use F9 to recalculate the workbook or shift-F9 to recalculate the sheet only. Automatic calculation is switched on/off in the Formulas Tab, look for Calculation Options; irrespective of the set calculation mode, when closing the file and restarting excel the calculation mode is set to automatic.
Warning: This workbook is calculation intensive and can cause in poorly ventilated laptops the processor to overheat and the laptop to shut down