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.

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

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

Blog Signup

Pin It on Pinterest

Share This

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.