Optuma Blog

Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.

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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Volatility Breadth

At the core of any Market Breadth measure is the idea of counting stocks in an uptrend verses those in a downtrend. Most measures totally ignore volatility. In this post we explore a volatility adjusted breadth measure with some interesting results.

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Correlation Cycles

Correlations are an important tool in portfolio construction. But are you aware of the dangers that nearly every analyst ignores? In this post we will review what correlations are, how it can be used to diversify risk and what the dangers are that you have to be aware of.

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