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June 9, 2022

New features

  • 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.

Miscellaneous improvements

  • 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.