In this update, we
have incorporated functionalities that have been frequently requested, along
with addressing bugs to enhance navigation and functionality within our
platform. These changes primarily apply to institutional licenses but also
extend to the pro license.
Thank you for your
continued support and feedback, which have been instrumental in shaping these
improvements.
Enhancements
1. Trim boundary: Trim boundary allows the user
to customize the trim range. Existing strategies that had nothing will continue
to function as it was. “Nothing” is translated as “33” (%) by the system.
However, if the user change this setting one time, the box will require to have
a value. The trim boundary is applied to both the trim up and trim down. If a
value of 40 is inputted and the target weight is 5%, it means that the
rebalancing will occur if the weight if outside of [3%, 7%]. The values are
found by doing this calculation: 5% ± 40% of 5%.
2. Export to CSV Trading ideas: Trading ideas are now
exportable in CSV.
3. Market size algorithm: Our models display market size
based on an algorithm to reflect the size (giant, large, medium, small and
micro). We updated the algorithm as the following which we think better
reflects reality and closer to what CPMS 5.9 used. The values are in millions
(250 means 250 millions) and apply to both Canadian and US models:
a. Giant: >=100000
b. Large: [10000, 100000[
c. Medium: [2000, 10000[
d. Small: [250, 2000[
e. Micro: < 250
4. Transaction limit in the backtest results: A large backtest with a lot of transactions could slowdown the
interface. For instance, hitting the “transactions” tab could lead to a
significant delay before the screen refreshes. This happens because, in some
cases, up to 50,000 transactions could be loaded simultaneously in the
interface.
To avoid loading time and target an efficient management of our cloud infrastructure, the interface now shows a range of 10 years which can be manually changed by the user. All data is still downloadable with the export to CSV feature.
We will continue to explore ways to improve the user experience
given the new restrictions.
Bug Fixes
1. Ordering of date fields: Date fields are now sorted
based on the calendar order instead of the alphabetical order.
2. Trading ideas – number of holdings limit:
We had a limit of 500 stocks to protect our systems in case of a bug that would
display too many holdings. However, this limit was not enough to cover all the
qualified stocks in the US. We adjusted the limit to 600 stocks. After the
update, 502 U.S. stocks were shown as qualified instead of 500.
3. Pooled strategies rebalance parameter: we
removed the daily and weekly choices as they were not usable.
4. OTC stocks links in the model section: The
link generated an error instead of redirecting the user to the correct page.
Final Words
We appreciate your ongoing support and encourage you to explore the enhanced features and improvements in this latest version. As always, we value your feedback, so
please take this time to book a meeting with your account executive or by
contacting us at service@inovestor.com to discuss any suggestions or concerns.
