In this update, we added functionally requested by many as well as addressing bugs to ensure smoother navigation and functionality within our platform. These changes apply mostly to the institutional licenses, but also to the pro licence.
Enhancements
- Morningstar Equity Reports: Previously accessible through CPMS 5.9, we have partnered with Morningstar to continue offering these reports.
- Custom Factor Attribution Interface: Initially, we created factor attribution templates in our back-end for users, but they couldn’t edit them. We have now released an interface that allows users to both create and edit custom factor attributions.
- Green Color Added for Buys: To enhance visibility amidst extensive data, we have added a green color indicator for buys. This change aims to make data analysis easier in the strategies (All) and models sections (Holdings). The current green color is likely not optimal and will be adapted to improve visibility even more.
- Date Format for variables: In the strategies section, dates are now displayed in the “MM-YYYY” format to indicate data availability. This change was made to improve readability, as the minimum backtest frequency is monthly and therefore the day has no impact on the user.
Bug Fixes:
- Custom variable format: Using a custom variable that includes numerical numbers (e.g., PRNOW + 1) could trigger a visual bug. While the buy, sell, and ranking criteria were applied correctly, the color coding, variable format, and buy, sell, and ranking indicators were missing. This issue has now been resolved.
- Transaction tab in the backtest: Users can no longer select dates that precede the backtest start date.
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.
