Optuma Blog

Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.
Working with External Data Fields – Part 1

Working with External Data Fields – 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.

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Calculating Drawdowns

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

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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Volatility Breadth

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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