As the first quarter draws near, the Quant team has worked hard to improve our products. Particularly updates for AI GO, and Quant platforms.
New UI for AI Go
For starters, the AI GO proudly presents a new UI. The new Optimize button in PAT now generates a proposed portfolio from the current portfolio according to the fitness configuration, which is defined.
The AIGO platform also now features an optional parameter for the Sharpe Ratio Factor (SRF) to allow the configuration of the range of Sharpe ratios so that the optimization is sensitive. Furthermore, the addition of the Maximum Performance Factor is to allow optimizing performance to take the “expected return” parameter as reference. Other enhancements to the AIGO platform included:
- Addition of b2b/fitness endpoint
- Addition of a parameter for the rebalance interval within the backtest of the portfolios
- Addition of optional “amount” field to enable the user to define the asset allocation by an amount
- Addition of constraint on maximum concentration of individual assets, minimum and maximum number of assets, and variable optimization date
Enhanced Quant Platform
Additionally, enhancements have been made to the Quant platform as the Proxy Backfill can ignore FX for a particular proxy as a configuration. The returns from the backtest now do not consider fx rates when backfilling with a proxy in another currency. The Quant platform also some new features including:
- Beta Adjustment Enhancement to backfilled time series with a proxy
- Fee adjusted return enhancement in asset risk/return metrics
- Implementation of new MVaR methodology in portfolio insights and math library
- Calculation of backfill scaling factor using monthly data points
- Implementation of ETFs based proxy framework using Prive Asset Class, Asset Type, Region, etc.
- Equity-Region breakdown and Fixed Income -Region breakdown as the output from the Classification MS
- Callable Range Accrual Note (CRAN) Payoff is also now available
For users who want to manage their portfolios better with our Structured Product, you can look forward to the ability to generate past settlement information related to products, including coupon, maturity, and stock settlement.