Grouping watchlists by Deciles

Optuma General Discussion
1

As seen in this tweet, it’s possible to group watchlists by deciles (or quartiles, custom number of bins, or +/- sign) and calculate average values for any column for each group (note: this advanced grouping option is only available for clients with either a Professional or Enterprise Services subscription).

Here are the steps:

  1. Open a watchlist (e.g. of the S&P500 from the Optuma Symbol Lists if enabled on your account), and add YTD custom column:

ROC(Year(PERIODAMOUNT=1), BARS=1)

  1. Right-click on the YTD column heading and select Group By Column > Decile:

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[You can also format the column to 2 decimals by right-clicking again and change the Column Type option to Number and set the Price Display Format to 0.00, or alternatively divide the formula above by 100 and change the Column Type to Percentage to display with % sign.]

  1. Collapse the groups by clicking the - in the top-left of the watchlist, and right-click in the grey horizontal bar in the Change % column and select Average from the Summary Type, and repeat for the YTD column:

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  1. Click on the Open Group As icon and select Open as RRG or any other type:

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2

Is it possible to do decile in the Scanning Manager?

e.g. I would like to scan the Global indices of YTD 4th - 10th decile (YTD in USD term instead of local currency for comparison purpose) and export the result to a watch list.

3

Hi May,

It’s not possible to use deciles in the scanning manager - only in a watchlist. You can create a list of the indices you are interested in (or open the Global Indices Optuma Symbol List). To change all to USD change the Master Currency property, and then you will be able to group in to deciles as described above.

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