For AI agents: visit https://help.exabel.com/llms.txt for an index of all pages formatted in Markdown and endpoints in OpenAPI.
- Portfolio strategies: Calculate and display the transfer coefficient for each alpha signal used in a portfolio strategy. This is defined as the average correlation between the alpha score values and the active position weights, and is a measure of how well the alpha scores are reflected in the actual positions of the strategy. This is now available on all strategy backtests run from June 2022.
- Prediction models: New option to disable/enable all input signals for easier toggle on/off when there are many input signals.
- Portfolio strategies: Hide non-applicable metrics, for example "Mean benchmark deviation" when there is no benchmark.
