Catching a Falling Knife
So far in this series, we’ve been looking at long term general market conditions with an overall bullish sentiment coming through.
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Low Vix Analysis
Despite all that is going on in the world (wars, inflation, natural disasters, & Taylor Swift’s latest album), Stock Markets around the world have just continued on their merry way seemingly oblivious to everything.
Optuma Labs
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Presidential Cycles
The Presidential Cycle is a four-year cycle where the US Stock Market seems to make similar returns in each of the four years. I.e. We compare all the years of the election (2020, 2016, 2012…) and the results seem to align.
Optuma Labs
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Want to know a better way to determine Trend?
A few years ago I picked up an old copy of a book by Michael Gur called The Symmetry Wave Trading Method. Gur introduced the concept of using a series of swings based on the Average True Range of a chart, or the ATR.
Optuma Labs
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Momentum and the GoNoGo Oscillator
In this article, Alex explains the concept of momentum used in the GoNoGo Oscillator.
Commentary
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Introducing GoNoGo: Avoiding Analysis Paralysis
Introducing the GoNoGo indicators: eliminate analysis paralysis to keep your focus on price, without losing sight of the complete technical picture.
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Scripting and Anchored VWAPs
Learn how to create scans and tools based on the Anchored Volume-Weighted Average Price (AVWAP) tool.
How to
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IPO Performance
A quick look at the performance of this year's IPOs on the Australian and US markets. Optuma clients can download and open the workbook and add their own analyses.
Commentary
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Measuring price and time ranges
A look at some of the tools to measure time and price moves.
How to
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An easy way to find breakouts
As you may know, Optuma has several tools to help identify significant turning points, such as the various swing overlays, but one tool I’ve started to use more and more is the Pivot Label tool.
How to
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Optuma Swing Charts: Finding Patterns
Use the scripting language to identify swing patterns (e.g. higher highs & lows), changes in direction, and swing gaps.
How to
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Optuma Swing Charts: Trend vs Direction
Use the scripting language to identify swing trend versus direction in scans and watchlists, and to create a swing ranking value.
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Introduction to Optuma Swing Charts - Identifying Trends
An introduction to Optuma's swing chart capabilities, including how to easily identify trends using colour schemes and scans.
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Optuma - 25 Years and a look at what's next
With the imminent release of Optuma 2 - most likely the largest single upgrade we have ever done - now is a great opportunity for me to take time to reveal the major directions we are taking with Optuma.
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Using Optuma to Test Historical Events
Use the Signal Tester to quickly test how often certain events occur, and what happens after.
How to
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Optuma Swing Charts and Scripting
Scripting for swing patterns can be difficult and there are a few important nuances to be aware of. In this article Mathew explains some of the complexities involved.
How to
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Identifying Divergences
Optuma’s scripting language allows you to create any number of scans and tests on any number of tools and values. But when we were asked if we could create a scan to identify divergences between price and a momentum indicator, such as the RSI, I wasn’t sure how this could be done.
How to
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How to Set Up and Test a Binary Trade
Using the Backtester to build and test a binary arbitrage strategy.
How to
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Optuma Testing Errors
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.
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New highs are nothing to be scared of
A quantitative look at what happens when the S&P500 index sets new all-time highs.
Optuma Labs
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I'm a Survivor
For the last couple of years I’ve routinely stated how important dealing with survivorship bias is in testing. I hope you agree with me that it’s a critical issue that makes it nearly impossible to run a historical test and then being able to repeat those results in the future.
Optuma Labs
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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.
Optuma Labs
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Market Update - The sky is falling....or is it?
Many analysts are crying that the markets are overextended. Are they? An accidental look at previous recoveries may tell a different story.
Commentary
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Bitcoin - The perfect technical market
I am the first to admit that I ignored Bitcoin (and other crypto-currencies) for too long. The first time I really paid any attention was back in October 2017 when Bitcoin just broke $5,000.
Optuma Labs
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Andrews’ Pitchfork: Application and Analytical Methods Using Median Line Analysis
In this second installment of the Andrews’ Pitchfork series Tim and Kyle walk through the ease at which Andrews’ Pitchfork analysis can be used in Optuma, and then proceed to share some examples of how this underutilized tool can be used in your trading.
How to
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A Brief History of the Development of Median Line Analysis - A.K.A. Andrews’ Pitchfork
Although the technical methodology known as Median Line Analysis as we know it today is rightly attributed to Dr. Alan Andrews, it should be known that it found its genesis hundreds of years before his time. That said, it was Andrews who brought it forward to the study of stocks, bonds, currencies, and commodities.
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Andrews’ Pitchfork: Advanced Analytical Methods Using Median Line Analysis
In this third and final article in the Andrews' Pitchfork series Tim and Kyle walk through some of the advanced pitchfork methods to create a support and resistance frequency grid in price and time.
How to
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Optex Bands Part 2
Last week I wrote about the journey I took with the Dynamic Market Profile tool and how it showed some promise as a mean reverting strategy. I performed a number of “back tests” (getting the computer to run the simulation with a model portfolio), but could never get the consistent results I was seeing by observing charts.
How to
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Optex Bands Part 1
Optex Bands is a new tool we created to measure potential extremes away from the “consensus” price. To explain the how and why of Optex Bands, we have to first take a journey through the evolution of this tool. In this post, we cover Market Profiles and POC's.
How to
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