Optuma Blog
Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.
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
Learn how to create a custom tool to calculate average and maximum drawdowns, and download a workbook example.
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
How to Calculate Quarterly Performance in Optuma Watchlists
Learn how to create watchlist columns to calculate quarterly performance statistics, and download a workbook example.
read more
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.
read more
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.
read more
How to create a custom technical ranking system
Learn how to create your own technical ranking system using the Optuma Scripting Language
read more
Now Presenting the Bear Case – Sierra Alpha Research
David Keller, CMT from Sierra Alpha Research is long-term bullish, but in this article he takes a bearish look at the US markets.
read more
Scripting Guide for Relative Rotation Graphs®
How to use our powerful scripting language with Relative Rotation Graphs®
read more
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.
read more