Changelog

Follow up on the latest improvements and updates.

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You've loved using empty branches in QuantMage—whether it's subtly slipping out of the market entirely or cleverly boosting your participation through equal weighting magic. But we've heard your requests:
partial cash-outs
are finally here!
Now, you can seamlessly incorporate empty branches into your favorite
distributor
incantations like
Weighted
,
Filtered
, and
Mixed
to fine-tune exactly how much you want to cash out:
Here's the scoop:
  • For
    Weighted
    and
    Filtered
    incantations, partial cash-outs are now a breeze using empty branches combined with either
    custom weighting
    or
    inverse volatility weighting
    .
  • Keep in mind, the market participation maximization trick still applies whenever you use empty branches with
    equal weighting
    .
QuantMage is all about empowering your creativity when crafting your investment strategies. We hope this update sparks fresh inspiration—and new possibilities—for your portfolio!
Happy strategizing! 🚀
We’re excited to announce that QuantMage now supports price ratios as indicator symbols!
Ever wish you could track one ticker’s performance directly against another without juggling separate indicators? Now you can. Price ratios let you apply your favorite indicators to the ratio itself, giving you a sharper look at
relative momentum
. Think of it as putting two stocks in a head-to-head match and instantly seeing who’s got the edge—perfect for those elusive alpha opportunities that slip through standard comparisons.
Curious how it works in practice? The key is the
/
key. Check out this quick demo video to see how easy it is to get started. Once you’re up and running, you’ll wonder how you ever lived without comparing symbols this way.
Give price ratios a spin in your next analysis session and watch how they transform your perspective on market trends. It’s all about that fresh angle—and a better path to alpha. Have fun exploring, and let us know what discoveries you make!
We’re thrilled to announce that QuantMage now supports a new set of macroeconomic indicators from FRED, taking your strategy development to the next level! You can now harness the power of key economic signals like the
High-Yield Spread
(BAMLH0A0HYM2),
10-Year Treasury Yield minus 3-Month Treasury Yield
(T10Y3M), and
10-Year Treasury Yield minus 2-Year Treasury Yield
(T10Y2Y) directly within the platform:
These indicators are famed for their role as market “canaries,” helping investors spot potential economic shifts before they happen. Whether it’s the inverted yield curve or high-yield bond spreads, incorporating these signals can provide valuable insights into market dynamics.
By integrating these macroeconomic tools, QuantMage empowers you to craft even more sophisticated and creative strategies. Dive in and start exploring the new possibilities today!
Managing your portfolio just got a whole lot smarter with QuantMage’s new rebalancing features!
Previously, rebalancing your portfolio meant opening multiple tabs, comparing backtest results, and doing manual calculations if you'd like to do something fancier & mathier than equal weighting. It was a hassle, to say the least. But now, QuantMage has taken the complexity out of the equation with our enhanced rebalancing dialog.
We now support multiple weighting modes like
Inverse Volatility
and
Inverse Volatility + Low Correlation Boost
. This means all those tedious calculations can be automated, saving you time and effort.
You can even fix certain weights and let the system compute the rest. Plus, you have the option to withdraw a portion of your investments while redistributing the remaining weights across your trading spells.
Check out this video to see the new feature in action:
For more details on automated portfolio weighting, visit our guide here.
QuantMage is dedicated to streamlining your investing process over the whole life cycle, from strategy creation to portfolio management. Happy investing!
In the fast-paced world of portfolio management, the ability to rebalance your strategies seamlessly is crucial. That’s why we’re excited to announce that QuantMage’s rebalancing feature just got a major upgrade!
No more juggling multiple steps to adjust your investments. With our new and improved rebalancing tool, you can now contribute more funds, withdraw some, or introduce a new strategy — all in one smooth operation.
This enhancement is designed to make your investment process even more frictionless and efficient.
Say goodbye to the hassle and hello to smarter, streamlined portfolio management with QuantMage!
We hope you enjoy this new feature and find it helpful in achieving your investment goals. Happy investing!
QuantMage’s
Live Preview
gives you instant feedback on how your spell is performing, but sometimes you need a fuller picture that only a complete backtest can provide. No more scrolling around to get to the run button — just press
Ctrl+R
and you’re off with a backtest triggered. Easy, right? Happy testing!
QuantMage's
Live Preview
with
Ctrl
key
has made it easy to zoom in on specific periods during backtesting, providing instant performance comparisons. But sometimes, you need to dive even deeper.
We're excited to introduce a new feature that lets you remember and reuse custom periods for backtest performance comparisons. Now, you can easily switch between different periods without having to redefine them each time, making your analysis more efficient and effective.
This update is all about saving you time and enhancing the precision of your backtest analyses. Give it a try and streamline your strategy evaluation process like never before!
Consider these two cases below, each showing a 52% return over a 1-year period:
Which price path do you think shows a clearer trend? Most of us would agree that it's the first one (
Price Path A
). Our new indicator in QuantMage,
Trend Clarity
, measures how closely prices cluster around a trend line, giving you a clearer understanding of trend strength.
In the chart above, Trend Clarity returns 85.6% for
Path A
and just 7.57% for
Path B
. It’s all about how snugly prices hug that trend line. It is the perfect sidekick to existing momentum and trend indicators, giving you an edge in assessing the strength and potential longevity of trends. Want to dive into more details? Learn more about this game-changing indicator here.
Happy trend following!
We've made some exciting updates to the
Correlation Matrix
in
Cast Spells
, a crucial tool for understanding the synchronization between the daily returns of your trading spells. Previously, the matrix displayed correlations over the longest period available, providing a broad overview. However, to offer more nuanced insights, we've now introduced the ability to select a trailing period for analysis.
Want to see how your spells have interacted over just the last month? You can easily set the matrix to display data from this shorter timeframe, giving you a more immediate view of correlations:
For those who prefer the comprehensive perspective, the original method—computing correlations over the maximum available period—is still accessible and labeled as the
Max
option.
These enhancements aim to equip you with more detailed, actionable data, helping you better understand and refine your portfolio over time. Dive in and discover how these changes can assist in fine-tuning your investment strategies!
We're excited to announce a fresh update to QuantMage that enriches your understanding of asset allocations during backtests. While our
Allocation History
tab has always offered a clear view of the number of days each asset was active, we understood that mere activity doesn’t always correlate with positive returns. To address this, we've introduced a pivotal new metric:
Return Contributed
.
This new feature in the
Allocation History
tab now displays the exact contribution of each asset to the spell’s overall cumulative return. This allows for a more nuanced analysis and strategic adjustments to enhance your investment spells.
Curious about specific periods within your backtest? We've got you covered. Simply click the
Branch To Highlight
combo while holding down the
Shift
key after selecting your desired period with the green rectangle below the plot:
With its dropdown, you'll gain access to a detailed breakdown, showing each asset's active days as a percentage alongside its contribution to returns for that period. Moreover, when you hover over an entry, the active days for that asset are visually highlighted on the plot, allowing for an intuitive and interactive exploration of your data.
These enhancements are designed to provide you with deeper insights and more control over your investment strategies. Dive into these new features and start optimizing your spells with even greater precision!
We hope you find these updates valuable. Happy investing!
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