August 2022 update

Revamped Library with search, starred folders, improved item previews and navigation; table and correlation views in Signal explorer; prediction model support for non-company targets; and many more improvements and fixes.

New features

Library

We have revamped the Library interface, now allowing for searching for items in the Library itself, new starred folders for your top folders, new item previews, better navigation through a long list of folders, and improved handling of long folder and item names.

Signal explorer - table view

We have introduced a new table view for your signal data, on popular request! Simply click on the "Table" button at the top-right of the screen; all data points on your chart will be shown in the table.

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Coming soon - even better tables

We will shortly also be improving table scrolling through large tables, and allowing users to copy tables (paste-able into Excel).

Over the next few months, we will also be bringing these chart & table improvements into drill-downs and dashboards.

Signal explorer - correlation view

We have also brought the scatter plot (correlation) functionality from the old Signal explorer, as a correlation view in the new Signal explorer. Simply click on the correlation icon on each signal group to run correlation analysis. Note that correlations can only be run on one signal group at a time, though we aim to lift this limitation in future.

Other

• Prediction models: support non-company entities as targets - you may now pick any non-company entities that are part of a defined data set, that you have either created yourself from your own data or subscribed to.
• DSL: Add signal.surge(...) function (reference) to calculate surge, which is a statistical transformation that calculates the ratio of a signal's moving averages (simple or exponetially weighted) over a short vs long time window (eg 14 day vs 91 day) to identify fast-moving trend changes.

Improvements

• DSL: Improved signal.change() (reference) and signal.relative_change() (reference) with smarter defaults to better handle irregular quarterly calendars (more details)
• DSL: Switch to using Factset FX rates when doing currency conversions for Factset prices, actuals, fundamentals, and estimates data. This adds support for more currencies (eg TWD) than our previous data source (ECB, via Quandl).
  The converted values may change slightly as the sources have slightly different ways of determining the closing FX rate for each date. This only impacts signals that explicitly convert Factset data into a different currency.
• Signal explorer: Switch to the new Signal explorer by default. The old Signal explorer will still be available while we conduct further user testing.
• Signal explorer: Add more signal transform menu options for absolute change (YoY, QoQ etc), delay, and surge.
• Signal explorer: Tweaked signal editing interface for easier expand/collapse of a signal, and cleaner warnings & errors interface.
• Prediction models: Improved interface to more cleanly identify the target companies/entities and target signal.
• Dashboard tables: Improved pagination behaviour by keeping the existing data and pagination controls visible while loading the next page.
• Dashboard tables: Introduce a check for the maximum number of rows (20k) and columns (50) while editing a table. This was previously enforced when saving and pre-calculating a dashboard table; we now surface this check sooner in the editing interface.
• Dashboard tables: The leftmost column showing companies/entities is now fixed in place, to better handle horizontal scrolling through large tables with many columns.
• Tags: Show the count of companies/entities when using a tag in various Exabel features (Signal explorer, Prediction models, etc).
• UI: Improved user interface for picking companies, entities, and tags
• Tickers: Switch to using Bloomberg tickers in dashboards, tag editor & drill-down header
• Drilldown charts: Improved handling of signals that return multiple time series to, by default, use the time series labels in the chart legend. This is still user-configurable.
• Drill-down charts: new chart widgets now default to "Include in comparison mode", which makes them visible when adding a comparison company/entity to the drill-down
• Portfolio strategies: Move 'Return by days' charts

Deprecations

• DSL: Deprecate the relative_change(signal, ...) function, which is now superseded by signal.relative_change() (more details)
• Prediction models: remove the "exclude companies" field, which was not used by customers.
• Price models: remove from the modelling wizard, as this was not used by customers.

Bug fixes

• Signal explorer: Fix styling issue with syntax highlighting for some edge case expressions
• Signal explorer: Fixed issue with signals not being able to be plotted without specifying a company/entities, even if the signal does not require companies/entities for evaluation.
• Signal explorer: Fix loading spinner height in Safari.
• Prediction models: fix issue where backtesting of models with multiple non-company entities failed.
• Prediction models: Fix incorrect validation check preventing models from being run when using user-uploaded signals
• DSL: Fix an edge case where relative_change(), signal.change() and signal.relative_change() did not handle NaN values in the input data correctly when evaluated for multiple entities. This could lead to incorrect results if the different entities had data with different indices.
• Analytics API: fix an issue where model runs created with the CreatePredictionModelRun method did not respect the settings for controlling the number of backtests.
• Analytics API: ignore name in CreateDerivedSignal and throw an appropriate exception when an invalid name is given in UpdateDerivedSignal.
• Dashboards: Fix dashboards failing to load due to an incorrect sort being applied
• Dashboards: Fix infinite loading bug
• Dashboards: Remove confusing error message in numeric filter, fix clear filter not working correctly
• Dashboards: Hide entity column filter when there are no companies
• Dashboards: Fix default tag filter not selected
• Dashboards: Fix crash when deleting a column that is sorted/filtered on
• Dashboards: Show the selected sector in the table filter, if a table has been filtered for a particular RBICS sector.
• Dashboards: Fix decimal rounding display issue in column filters
• Drill-down builder: Hide "Add widget" menu when clicking menu item
• Fix page scrolling to top when query string changes