Optuma Blog
Articles of interest & reports on trading, technical analysis, money management, and all things Optuma.
ASX and US Market Breadth data
Following a tumultuous week on global markets, here ere are some market breadth charts for the ASX and US.
Important Changes to the US Sector Classifications
Things you should know about the upcoming changes to the US sectors on September 21st
New highs are nothing to be scared of
A quantitative look at what happens when the S&P500 index sets new all-time highs.
These Are a Few of My Favourite Things (or Charts)
David Cox, a Portfolio Manager at CIBC Private Wealth Management, shares some of his favourite charts.
Tools to help you measure price and time ranges
A look at some of the tools to measure time and price moves.
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.