Friday, October 15, 2010

A few words on the latest release

We've released version 1.7 of our website and of the Market Runner engine yesterday. Let me highlight for you some of the new features.

More indices
We've added a number of important indices, including S&P 500, NASDAQ Composite, Dow Jones Industrial Average, CAC 40, FTSE 100, FTSE 250, DAX, IBEX, Nikkei and Hang Seng. For the complete list of available indices, see here.

Filters on market data
We have added the option to select the filters applied to the market data. Those filters already existed internally, but they were all applied to the market data requested by the strategies (the "unfiltered" version of the data were necessary for various internal computations). We simply made them available to strategies.
A good reason for changing those filters might be that you are interested in the raw stock value, without automatic adjustment for corporations actions (in this case, you might want to explicitly omit the ADJUSTED filter). Or you want to know what happens outside the market hours (omit the MARKET_HOURS filter).

To see bars outside market hours, use the new filters parameter for the @MarketData annotation. For example:
    @MarketData(filters = { ADJUSTED, AFTER_INVALID_DATA_DATE, FIXES })
See our FAQ for details.

More information for strategies
Strategies now have access to the Net Asset Value.
    double netAssetValue = getPortfolio().getNav(CAC_40);
Also, their exposition is available:
    double shortExpositionForAllInstruments = getPortfolio().getShortExposition();
and
    double longExpositionForAllInstruments = getPortfolio().getLongExposition();
Helper methods & fixes
Finally, we have added a couple of convenient methods and fixed bugs (especially, the FTSE stocks are now correctly values in GBP).

See our release notes for details.

As always, feel free to comment on our support site.

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