December 21, 2023

New features

• KPI Mapper: It is now possible to view mapping results for an entire KPI collection.
• Import Jobs: Added support to map relationships and time series to companies using CUSIP, and to securities
  using ISIN, MIC and ticker, or CUSIP.
• Import Jobs: Added support to replace all existing known times for provided data points.
• Portfolio Strategies: It is now possible to specify the maximum allocation to each company with a signal, so that
  the allocation limit can be given for example in terms of average daily trade volume or market cap.
• Portfolio Strategies: It is now possible to specify a delay that is applied to all alpha signals, to account for
  the delay in processing and delivering of the underlying data, as a convenience method instead of having to create
  separate signals that apply the delay in the DSL.
• Portfolio Strategies: It is now possible to specify the amount of forward fill that is applied to the alpha signals
  (previously, this was always 124 days).

Enhancements

• Charts: It is now possible to hide the company/entity in the legend. This is configurable in chart signal settings.
• Charts: It is now possible to select different legend layout options - "horizontal", "vertical", or "proximate".
• Portfolio Strategies: The factor analysis now calculates the exposure and the actual return contribution from each
  quantile of each style factor.

Bug fixes

• Charts: Fixed an issue where the current date was not included when using "today" as interval end.
• KPI Analyzer: Fixed an issue where unsaved mappings were not removed from charts when deleted.
• KPI Mapper: Fixed an issue when creating or editing a company specific KPI mapping when viewing a different page
  than the first page.
• Prediction models: Fixed the timestamp in the header for a model run to be in local time zone instead of UTC.