How to Set Up and Test a Binary Trade
Learn how to set up and backtest a binary trading system in Optuma
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Why are people worried about the US Yield Curve?
The financial media is full of stories about the inverting US yield curve, but what does it mean?
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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.
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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.
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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.
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