May 30, 2022

New features

• Prediction models: Download button on the model results page allows for easy downloading of model backtests & predictions. (Backtests are the out-of-sample predictions made by the intermediate models during the training & backtesting process, and are displayed in the results interface. Predictions are those made by the final trained model with all of the available input data.)
• Portfolio strategies: Display a mean benchmark deviation metric and chart of benchmark deviation over time, if a benchmark is selected. This is only applicable to new strategy backtests run since April 2022.
• DSL: added Factset Fundamentals advanced metrics. See the DSL reference for full set of available signals.

Miscellaneous improvements

• General: Show Bloomberg ticker instead of MIC and ticker when searching for companies, to provide identifiers that are more familiar to users.
• General: Add arrow and Enter key interactions to combobox UI elements, for improved user experience.
• Drill-down builder: Improve helper message about configuring combined chart types (Bar & line, Stacked area & line).
• Drill-downs: Update visual design for sidebar elements.

Bug fixes

• Drill-down builder: Fix signals with long names overflowing the column settings dialog.
• Drill-down builder: Fix renaming drill-down causing tags to be unset.

Security related changes

• Added security.txt with link to responsible disclosure policy.