Optuma BlogArticles of interest & reports on trading, technical analysis, money management, and all things Optuma.
This week we have experienced the day that unleashes an avalanche of tweets, posts, and air-raid sirens. It is the day the perpetual bears have been waiting for. It’s the day of the death cross! Many commentators will make a huge deal about this, they will tell us this is the beginning of the end and we are due for a long bear market correction. They could be right – but is that likely?
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.
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.
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.
Things you should know about the upcoming changes to the US sectors on September 21st
A quantitative look at what happens when the S&P500 index sets new all-time highs.
David Cox, a Portfolio Manager at CIBC Private Wealth Management, shares some of his favourite charts.
Learn how to create a custom tool to calculate average and maximum drawdowns, and download a workbook example.
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.
The second part on creating a technical ranking system in Optuma. Learn how to create breadth statistics and adjust the weightings of your criteria.
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.
Learn how to create your own technical ranking system using the Optuma Scripting Language