Summary of our progress
We currently believe that 99% of users can successfully emulate their Canadian or U.S. strategies. By the end of the year, we won’t be able to support variables associated with index levels (e.g., S&P 500 1-month performance) and economic factors (e.g., T-Bill interest rates). If you need additional features to replicate the buy/sell rules of your strategy, please reach out to one of our Account Executives.
Production Overview:
Nothing was released in production.
Testing Environment Overview:
Backtesting Update: Following our second week of efforts, we have successfully conducted a backtest dating back to 1985 in Canada, producing results that closely mirror CPMS 5.9 or are identical. While our investigation is ongoing, these initial results are promising. In our testing environment, we now have the factor attribution report available, which can be applied to a strategy (buy/sell rules) or a portfolio.
We plan to release this feature on Tuesday, November 28th.
Plan until the end of the year
Following the feedback we received, we have slightly changed the plan for the rest of the year:
- Release the attribution report
- Release the backtest
- Release a strategy (“backtest”) PDF Report
- If the time allows: generate recommended transactions from a strategy buy/sell rules
Analyst report: We’ve received requests from some clients to make analyst reports available. These reports are generated using data sourced externally from CPMS. Currently, we are collaborating with Morningstar to integrate this feature into our platform. We are confident that these reports will be accessible on our platform within the next month.
Transaction emails for the professional (advisor edition) license: The transaction email from Inovestor for the models (predefined strategies) will be activated at the end of November.
