Hello everyone.
I am a Quantitative Trader, specializing in the forward-modeling of historical market pricing data to calculate future stock valuations. My approach is entirely quantitative and based particularly in short to longer term simple moving averages, ranges, etc.
Although this work is limited to historical stock pricing data, I am looking to branch out and create simple charts in Excel based on options market activity. My goal is to automatically import Option Market Data into Excel to generate simple graphical changes in that underlying data.
The variables I'm interested in, in particular, are Implied Volatility (IV), Call/Put Open Interest, and Call/Put Volume.
All I need to chart are these above variables' closing daily totals. This information is available in .xls format on barchart.com, finance.yahoo.com, etc.
I can manually download that information every day and import into Excel, but I conduct analysis on 155 different stocks, ETFs, etc. Doing this manually every day is far too time consuming.
Does anyone know how I can import this live .xls data into Excel with the goal of maintaining ongoing charts to visualize this market data?
Your help is greatly appreciated!
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