Release Notes

feedback do not hesitate to provide us with feedback using the contact form on the main page (or from the support section on your mantatrade account) roadmap mantaapi coverage for warrants / options q2 2025 mantawealth factor based hypothetical portfolio stress testing mantawealth expected returns according to black litterman mantaapi coverage for futures mantawealth / mantaapi suggested instruments for diversification mantatrade portfolio monitoring unusual price action mantawealth ai risk strategy construction to combine long term and short term risk mantatrade ability to save and monitor setups all coverage for additional crypto currencies mantawealth non linear optimisation engine for preference driven investment 2025 06 16 release 3 2 6 update of /analytics endpoint introduction of additional calculations for expected return sample based expected returns factor based expected returns both are available either equally or exponentially weighted and over daily, weekly and monthly timeframes 2025 06 03 release 3 2 mantaapi backtesting performance improvements mantaapi additional equities data coverage mantaapi new "data coverage checker" endpoint allowing rapid translation of isin / currency pairs into our instruments mantaapi introduction of hierarchical multi asset class attribution as an alternative to brinson fachler for multi asset portfolios 2025 03 04 release 3 1 mantawealth performance attribution analysis ui mantaapi performance improvements for loading portfolios 2025 02 23 release 3 0 mantaapi short positions mantaapi leveraged instruments mantaapi coverage and model for fixed income 2025 01 30 release 2 0 mantaapi performance attribution analysis now available see swagger for more details performance attribution analysis 2025 01 26 release 1 4 all new account management system subscriptions can now be directly purchased online through stripe integration all improved historical pnl calculation pnl is now calculated against historical capital available as opposed to max capital required mantawealth minor ui improvements, security improvements (introduction of single use tokens) 2024 11 22 release 1 3 all private instances ability to run our engine privately i e within your own architecture mantawealth performance improvements 2024 10 14 release 1 2 introduction of pure maximum diversification algorithm (choueifaty and coignard) mantawealth instrument search ui fixes 2024 10 05 release 1 1 introduction of benchmark tracking algorithm new mantarisk website multiple bug fixes 2024 09 08 release 1 0 release of mantawealth our portfolio construction application constraints based optimisation ability to constaint portfolio construction based on geographies, sectors, currencies and individual instruments integration with wealtharc 2024 06 30 release candidate 0 5 improvements to api health monitor 2 mins heartbeat, additional tests extensive functional testing pass 2 out of 3 completed backtesting fx conversions issue fixed stale historical data issue fixed improvement in exposure determination alpha caculation now follows capital asset pricing model performance improvements historical data for daily timeframe pre loaded exposure pre calculated portfolio management application mvp available 2024 06 02 release candidate 0 1 introduction of api health monitor to ensure fast response from support team extensive functional testing pass 1 out of 3 completed 2024 04 24 beta 3 2 publication of new endpoint for portfolio level analytics including correlation based exposure to sectors, countries and currencies cvar over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles var over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles volatility over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles diversification ratio metric used to quantify the level of diversification within a portfolio mantarisk uses the definition according to choueifaty and coignard (2008) where this ratio considers both the number of assets in the portfolio and the correlations between them a higher diversification ratio indicates a more diversified portfolio, meaning the assets are less likely to move in the same direction, reducing overall portfolio risk expected return defined as the average return over 5 years on a daily, weekly or monthly timeframe r squared proportion of the variance explained by the risk factors 1 r^2 is therefore equivalent to the idiosyncratic risk i e the portion of the portfolio which cannot be explained by the risk factors 2024 04 06 beta 3 1 benchmark endpoint given two time series (actual and benchmark), provides alpha, beta, idiosyncratic risk etc 2024 03 31 beta 3 0 1 bug fixes (single character instrument search, data source page) increase of the memory pool from 4gb to 20gb to allow for large portfolios calculations (500+ instruments) 2024 03 21 beta 3 0 explainable risk factors instrument analytics now provide the exposure of a specific instrument (or price curve) to sectors / countries / currencies new api users screen for strategy construction 2024 03 04 beta 2 0 1 new endpoint to provide instrument (or price curve) level analytics given a time serie, provides (correlation based exposure to sectors, countries and currencies) > next release cvar over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles var over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles volatility over daily, weekly and monthly periods for the 2 5%, 5% and 10% quantiles 2024 03 03 beta 2 0 new data source added, now covering 162,435 instruments across stocks, forex, crypto, funds, indices and etfs global coverage including eu market at intraday level performance improvements (co location of services, local instrument search) new day trading ui available for platform users 2024 02 02 beta 1 9 draft ui to analyse a portfolio management strategy made available to api users 2024 01 27 beta 1 8 migration of tactical engine to target state infrastructure with high cpu capacity removal of 30 second timeout constraint (504 / h12 error) on all endpoints 2024 01 26 beta 1 7 backtesting performance improvement migration of the portfolio risk engine to target state infrastructure with high cpu capacity rebalancing methodology tuning statistical testing of mantarisk's risk management methodologies has started and has alread led to multiple algorithmic improvements portfolio analysis performance improvement pre loading of latest prices various bug fixes 2024 01 07 beta 1 6 release of the backtesting engine to allow the testing of risk management strategies for a given portfolio and period of time improvement of portfolio analysis (get /portfolio/analysis) to include advanced rebalancing (reduction of transaction costs caused by high number of trades) introduction of order management within portfolio analysis open positions can now be added to the portfolio description (put /portfolio) these will be taken into account by the portfolio analysis (get /portfolio/analysis) when suggested orders are sent back minor performance enhancements various bug fixes 2023 12 17 beta 1 5 release of the atr portfolio methodology (see volatility based optimization docid\ xk j 8xrkpttquqibniod ) release of the risk parity portfolio methodology (see volatility based optimization docid\ xk j 8xrkpttquqibniod ) release of the volatility portfolio methodology (see volatility based optimization docid\ xk j 8xrkpttquqibniod ) portfolio risk engine performance improvements various bug fixes