January 2022 update

Point-in-time support for Alpha Tests and Portfolio Strategies; a new model option (LightGBM) for Prediction Models; easier exports of full historical allocations and a new option to constrain benchmark deviations for Portfolio Strategies; and many improvements and fixes.

New features

Point-in-time support

Point-in-time allows you to avoid look-ahead bias in your alternative data analysis workflows.

In January, we rolled out new point-in-time capabilities to Alpha Tests and Portfolio Strategies, allowing you to enable point-in-time evaluation of their signals and screens at each rebalance date. Click here to learn more.

Prediction models

We've added LightGBM as an additional model option under modelling techniques.

Portfolio strategies

You may now export the full historical allocations for a portfolio strategy, by going to the allocations page and clicking "Download". An option is also available to only export the latest allocation.

For long-only portfolio strategies, we have also added a new configuration option to constrain the maximum allowed benchmark deviation, defined as the sum of individual overweights and underweights relative to the benchmark:

Improvements

Overall: now allow empty values in inputs that take percent values, and apply min and max checks on blur for all numeric inputs.
Dashboards: now support filtering of columns with no values for parent rows and values only for child rows
Dashboards: column descriptions are now more accessible, showing as a tooltip (previously
Signal picker: updated the list of "suggested signals" for Alpha Tests and Portfolio Strategies, with updated price momentum signals
Charts: improved closest point detection in line graphs. (Previously, for charts with time series of different frequencies, such as daily share price + monthly/quarterly data, it was hard to hover & see the quarterly data points.)

Bug fixes

Overall: fixed content overflow issues on small screen sizes
Dashboards: for popup charts on dashboards with different parent and child row entities, we now correctly show only a single time series plot, filtered for both the parent row & child row entities.
Dashboards: fixed buggy filtering and column show/hide when a signal is used as both a value & a rank in 2 separate columns
Dashboards: fixed searching for dashboards with a space in label
Dashboards: fixed a bug where applied filters didn’t not reflect updated column names
Dashboards: prevent overlap in dashboard header on smaller screens.
Dashboards: disabled popup charts for column options with nothing to plot.
Entity views: fixed inconsistent y-axis behavior when using actual/relative toggle
Entity views: fixed bar charts not displaying correctly
Prediction models: fixed input signal previews (sparklines) that were being cut off
Prediction models: fixed a bug preventing users from configuring input signals to "Use data from a specific tag"