How To Backtest and Track A Calendar Spread Options Strategy In Google Sheets скачать в хорошем качестве

How To Backtest and Track A Calendar Spread Options Strategy In Google Sheets

Learn how to backtest a calendar spread options strategy and lookup historical options prices using Market Data's Google Sheets Add-On. Learn how to use the OPTIONDATA function to return a historical price for a calendar spread. Use the STOCKDATA function to get historical stock prices. Using SPY as an example, you'll learn how to combine these two functions to create a backtester formula that can track the price of a calendar spread position and see when was the correct date to exit the trade. ========================================== #calendarspread #marketdata #optiondata #stockdata #options #trading #stockmarket #googlefinance CHAPTERS 0:00 Introduction 0:32 Using the OptionData to Get Historical Options Data In Google Sheets 4:08 Single Cell Formula For A Calendar Spread in Google Sheets RESOURCES ► Download the Market Data Add-On For Google Sheets: https://www.marketdata.app/sheets-addon/ FORMULAS USED In the video, we used these formulas with cell references, but here are the complete formulas without cell references so you can copy & paste them into your sheet and see them work: ► Historical Stock Price (two column output): =STOCKDATA("SPY","updated,close","3/1/2022","3/16/2022") ► Long Option Price: =OPTIONDATA("SPY220520C00430000","bid,noheaders","3/1/2022","3/16/2022") ► Short Option Price: =OPTIONDATA("SPY220414C00430000","ask,noheaders","3/1/2022","3/16/2022") ► Calendar Spread In A Single Cell: =ARRAYFORMULA(OPTIONDATA("SPY220520C00430000","bid,noheaders","3/1/2022","3/16/2022")-OPTIONDATA("SPY220414C00430000","ask,noheaders","3/1/2022","3/16/2022")) Remember, you need the Market Data Add-On for these formulas to work.