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.
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.
How to Calculate Quarterly Performance in Optuma Watchlists
Learn how to create watchlist columns to calculate quarterly performance statistics, and download a workbook example.
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.
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.
How to create a custom technical ranking system
Learn how to create your own technical ranking system using the Optuma Scripting Language
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.
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.
Stall Speed and the S&P – Sierra Alpha Research
David Keller, CMT from Sierra Alpha Research discusses how his training as a pilot helps him view the markets.
Using the Show Bar tool to verify scripting formulas
A 4 minute video on how to use the Show Bar tool to quickly verify that scripting formulas are working exactly as expected.
Copper and Emerging Markets – All Star Charts
JC Parets, CMT founder of All Star Charts takes a look at the copper chart and discusses how it may impact emerging markets.
Experts agree this one habit is essential to investor success
Maintaining a trading journal, while not a new concept, has evolved over the years, from a pen and pad, to detailed portfolio logs of every entry and exit made.