Optuma Blog
Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.
Optuma Testing Errors
This post is an update on some errors we have found with our testing tools. Being open about issues like this is very important to us.
read more
Working with EDFs – Part 2
In Part 1 we saw how External Data Fields (EDFs) can be used throughout Optuma. This week I want to show you how EDFs can be used to setup your own mini Portfolio Manager.
read more
Working with EDFs – Part 1
External Data Fields (EDFs) 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.
read more
ASX and US Market Breadth data
Following a tumultuous week on global markets, here ere are some market breadth charts for the ASX and US.
read more
Important Changes to the US Sector Classifications
Things you should know about the upcoming changes to the US sectors on September 21st
read more
New highs are nothing to be scared of
A quantitative look at what happens when the S&P500 index sets new all-time highs.
read more
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.
read more
Tweets of the Week
A round-up of our tweets, retweets, and mentions this week.
read more
Tools to help you measure price and time ranges
A look at some of the tools to measure time and price moves.
read more
Calculating Drawdowns
Learn how to create a custom tool to calculate average and maximum drawdowns, and download a workbook example.
read more
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.
read more
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.
read more