I was looking at this several years ago, importing all the ASX data into a SQL data base and then running my own advanced querys over it trying to find new ways to "pick a winner".. . to get live data you need to pay for it, so i ender up finding a website where i could download all the history year by year.. etc.
If you want to analys data, Excel is the wrong product, you need to use a database.
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