Optuma Blog
Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.
Working with EDFs – Part 1
What’s great about EDFs is they allow you to import, or input, custom values on a code-by-code basis, which can then be referenced throughout Optuma. This article will provide several examples of what you can do using EDFs.
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ASX and US Market Breadth data
Tumultuous week on global markets. Here are some charts.
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Important Changes to the US Sector Classifications
Things you should know about the upcoming changes to the US sectors on September 21st
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New highs are nothing to be scared of
A quantitative look at what happens when the S&P500 index sets new all-time highs.
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These Are a Few of My Favourite Things (or Charts)
David Cox, a Portfolio Manager at CIBC Private Wealth Management, shares some of his favourite charts.
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Tweets of the Week
A round-up of our tweets, retweets, and mentions this week.
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Tools to help you measure price and time ranges
A look at some of the tools to measure time and price moves.
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Calculating Drawdowns
Learn how to create a custom tool to calculate average and maximum drawdowns, and download a workbook example.
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I’m a Survivor
Survivorship Bias is one of the most important issues that faces anyone doing quantitative analysis of technical models. Finally we have the ability to see how much it effects our results.
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ASX and S&P500 Sector Workbooks
Optuma clients can download and open their own copy of the sector workbooks for the ASX and S&P500, which includes lists of the companies within each sector and example Page Layouts.
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How to Calculate Quarterly Performance in Optuma Watchlists
Learn how to create watchlist columns to calculate quarterly performance statistics, and download a workbook example.
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Taking your custom technical ranking system further
The second part on creating a technical ranking system in Optuma. Learn how to create breadth statistics and adjust the weightings of your criteria.
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