Charts of the Week: Backtesting and Analyzing Market Breadth
This week's webinar looks at back-testing Market Breadth of global indices to identify profitable overbought and oversold signals:
- Market Breadth in WEIB
- Creating a Custom Study of Overbought and Oversold conditions in STDY
- Backtesting this Custom Study in BT to see performance
- How to Optimize this Strategy in BT
- Creating a custom Backtesting Worksheet to compare our Custom Study against the S&P 500
Speakers
Will Gunn
Senior Equity and Technical Analyst Specialist
BLOOMBERG/ 731 LEX
Will Gunn is a Senior Equities and Technical Analysis Specialist within Bloomberg Analytics. He works closely with both buy-side and sell-side players to support their different workflow needs, such as creating complex BQL queries to perform statistical analysis in Excel, leveraging Bloomberg's data visualization tools and creating custom technical studies to backtest. Will graduated from Lehigh University with a major in Finance, along with playing Division 1 lacrosse for the Lehigh Mountain Hawks as well.