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.
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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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How to create a custom technical ranking system
Learn how to create your own technical ranking system using the Optuma Scripting Language
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Scripting Guide for Relative Rotation Graphs®
How to use our powerful scripting language with Relative Rotation Graphs®
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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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