A Relative Rotation Graph® (RRG®) is a complete top-down analysis technique. Developed by Julius de Kempenaer after many years of research, RRG will help you look at the relative performance of a Security, Index or even an Asset Class and determine how it is performing relative to the benchmark.
Optuma allows you to run RRGs on intraday time-frames down to 1-minute intervals. This is a fantastic way to monitor the relative movements of the securities in your universe during the day, and see them updating in real-time.
Are you a Portfolio Manager, Treasury Trader, Forex Trader, Pairs Trader, Prop Trader, Analyst or Strategist? Relative Rotation Graphs can show you what is happening, what the relative trends are and where the opportunities lie.
Can use this unique visualisation to help you correctly see not only market leaders but also under-performers which are turning into the next big thing. Also see over-performers which are starting to deteriorate before they drop from your overweight list.
See opportunities and risk in the yield curve shape.
(RRGs™) enable you to pinpoint potential (new) out performers and potential (new) under performers within a large universe quickly in a very visual way and then take the combination to any of your regular analysis techniques. Huge time saver!
Use (RRGs™) as a radar screen to visually scan (relative) developments of your universe, spot new trading opportunities in the time frame of your choice in their early stages or get alerted when it is time to say goodbye to an existing position.
Analysts and Strategists
Can see the early stages of changes in asset rotation, out of favour markets to follow, sector rotation, best likely individual equity performer within a favoured sector.
You will be able to visualize the relative rotation of a universe of currencies against the base currency of your choice, this will enable you to spot general strength or weakness of currencies against the majors but will also alert to trading opportunities in less popular and more difficult to spot crosses
RRG® in Optuma
Optuma has teamed with RRG Ltd to take the RRG® concept and produce an incredible implementation that allows you to easily create RRGs from Watchlists, Symbol Lists, even Market Scan Results. The best part is that in Optuma you can move back and forth through history—seeing not only where a security is today—but where it has come from and what it has done in the past.
We are excited to add in RRG to Optuma. We are always looking for unique ways that allow traders and analysts to have a completely different view of the market to provide an edge in analysis. RRG is quite simply one of the very best charting methods we have seen for revealing the relative strength of securities.
Thank you for your programming efforts with the RRG module. The layout of RRG’s, the functionality and the intuitive ease of use is really impressive. I purposely did not contact your support to see how long it would take me to set up the Market Analyst (Optuma) product from scratch and do some meaningful research. It took less that an hour to get fully familiar and get to work.P Wise
Relative Rotation Graphs
Relative Rotation Graphs (RRG) are an amazing technique of comparing a basket of securities against a benchmark. In this video we introduce the charts and show how securities tend to rotate around the benchmark.
About Julius de Kempenaer
Julius de Kempenaer is the creator of Relative Rotation Graphs which has been available in Optuma since April 2013. Within RRG Ltd., Julius will continue the further development of this revolutionary way of visualising market rotation and share his findings and ideas through various research (related) products.
Julius de Kempenaer graduated from the Dutch Royal Military Academy (KMA) in 1986. In 1990 he left the air force as a captain and entered the financial industry as a portfolio manager for Equity & Law (now part of AXA investment managers).
In 1992, Julius moved to IRIS/Robeco as a buy-side quant/technical analyst until 1997, when RABObank acquired Robeco. Julius then moved to RABObank International as head of technical analysis on the trading floor in Utrecht. Until June 2007 he served in a similar role on the trading floor of Kempen & Co. in Amsterdam.
Since June 2007, Julius is director of quantitative strategy at Taler Asset Management Ltd., where he works on development and maintenance of various asset allocation models that are used in the management of Taler funds and managed accounts.
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There is a 14 day trial available upon request by clicking on the Try Now button below. A staff member from one of our global support centres will contact you shortly to set up your trial. While the RRG™ add-on will work with any data provider compatible with Optuma, the module will work best with the Bloomberg data feed.