October 2020 Features Update
Faster Load Times
With the latest version of the application, released this week, we made a number of changes to improve load time. The application should load at least 20% faster and much faster in some instances.
Election Stress Tests
With the 2020 US presidential election fast approaching, we have added two stress tests, “Biden Surprise Win” and “Trump Surprise Win”. For more on how to interpret these stress tests, and how we designed them, read more online.
Online Help
We have moved the application help (accessed from the “?” at the top-right of the application) to an online platform. This will allow us to update content more frequently and to add richer content. Video tutorials on in the works. If you have a topic you would like us to cover, let us know.
High-Water Mark
In a previous update, we mentioned the drawdown analysis add-on. More recently we added a High-Water Mark add-on, and high-water mark fields. The high-water mark can be calculated using daily or month-end data. You can read more here.
New Factors
Our election stress tests required some new factors. If you did not already have them, we added “Metals & Mining Excess”, “Mexico Excess”, and “Guns Manufacturers Excess” to your application environment. Metals & Mining and Mexico are based on popular ETFs. As described in our Election Stress Tests post, creating a factor for gun manufacturers was a bit more complicated.
New Security Types
We have added two new security types, Equity Swap and Equity Rights. In the past, the former was modeled using Equity or CFD, and the later Equity Option. This change will make the setup and identification of these security easier.