Skip to main content

May 12, 2022

New features

  • DSL: breaking change to the <signal>.z_score() function to be more intuitive in returning a Z-score by default (this was previously returning p-values by default). We have also added a new <signal>.p_value() function to return p-values. See the DSL reference for more details. We had communicated this in advance to affected users, provided instructions for migration, and only released this after the affected users were comfortable with the change.
  • DSL: new portfolio_results() function to retrieve backtest results from Alpha Tests and Portfolio Strategies, such as daily returns, turnover, etc. See the DSL reference for more details.
  • Dashboards: new "Add model" button to add model predictions on a dashboard table - users will no longer have to manually create separate signals to retrieve model predictions.
  • Drill-downs: chart exports now include the widget title and a subtitle of charted entities for better contextualization of the chart content.
  • Drill-downs: charts may now also be viewed fullscreen.
  • Drill-downs: new in-page navigation sidebar to more easily navigate to a widget.
  • Drill-downs: non-company entities may now be compared, as long as they are in the tag defined on the drill-down.

Miscellaneous improvements

  • Signal Explorer: default end date is now 1 year in the future - to simplify charting of consensus signals with data points in the future. The plotted charts are still truncated to the actual signal date range, so this will not impact charting of signals that only have historical data.
  • Signal Explorer: enable syntax highlighting by default - we will look to remove the syntax highlighting toggle soon, as it has now been in production use for several months.
  • Drill-downs: all chart widgets now have an "Open chart" link to Signal Explorer, for consistency.
  • Drill-downs: configuration UI for signal tables now shows the custom name on a column, if this has been defined.
  • Drill-downs: streamline configuration UI for adding signals by allowing 'enter' keypress to submit changes.
  • Portfolio Strategies: display attribution tables as collapsed by default for simplicity.
  • General: Made navigation blocking consistent across configuration pages.

Bug fixes

  • Portfolio Strategies: fixed issue with older strategies that showed the benchmark as being market-cap weighted when they were actually run as equal-weighted.
  • Dashboards: fixed columns that were named "Hidden" being incorrectly hidden.
  • Signal Explorer: removed 'undefined' suffix showing up for certain signals in the chart legend.
  • Signal Explorer: fixed scatter plot failing when selecting a specific entity within a tag.
  • Drill-downs: fixed chart ticks not showing when a chart is configured to place ticks at data points.
  • Drill-downs: fixed bug where removing one company from the comparison list removes all.
  • Drill-downs: fixed table filters not showing correctly.
  • Dashboards: fixed popup chart titles overflowing outside of the popup.
  • Dashboards: fixed checkbox styling with long column names.