Optuma BlogArticles of interest & reports on trading, technical analysis, money management, and all things Optuma.
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.
Learn how to create watchlist columns to calculate quarterly performance statistics, and download a workbook example.
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
David Keller, CMT from Sierra Alpha Research is long-term bullish, but in this article he takes a bearish look at the US markets.
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.
David Keller, CMT from Sierra Alpha Research discusses how his training as a pilot helps him view the markets.
A 4 minute video on how to use the Show Bar tool to quickly verify that scripting formulas are working exactly as expected.
JC Parets, CMT founder of All Star Charts takes a look at the copper chart and discusses how it may impact emerging markets.
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.