In this update, we added functionalities requested by many as well as addressing bugs to ensure smoother navigation and functionality within our platform. These changes apply to the institutional license.
Enhancements
1. YTD/1M/3M/6M values for backtest:
- Added YTD (Year-to-Date), 1 Month, 3 Month, and 6 Month values to the PDF generated by the backtest.
- Removed the 15 and 20 year return from the backtest interface.
- Modified the backtest interface to accommodate these changes.
- Created a dedicated section for periodic returns and another for annualized performance metrics.
2. Buy/sell list behavior:
- Users can now smoothly switch between buy/sell list options (period and qualified VS. all) without losing their selections.
- Selections remain preserved even when moving to the factor attribution or backtest sections.
- Note: Selections reset upon exiting the strategy. Integration of “freeze pane” feature from table functions into the remembered selection is planned.
3. Expended Universe
- The S&P 400 and S&P 600 are now available as universes.
Bug Fixes:
1. Custom variable date:
- Sometimes, the start date was not consistent with the underlying variables.
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 don’t hesitate to reach out with any suggestions or concerns.
