Release Notes

Change log for communicating new features, fixes, and revisions for Scenario Lab.
Scenario Lab, a new tool for Enhanced Scenario Analysis

1.1.0.10829 (2020-12-08)

More improvements just in time for the holiday season, warm wishes from the Windham Labs team!

Added

  • Expanded data set available for analysis.

  • Licensing and security improvements.

Updated

  • Optimized loading of instruments and economic variables, 10x improvement!

  • Improved database infrastructure.

1.1.0.10755 (2020-11-16)

The Labs team have been busy generating new modeling ideas and implementing them for your analysis needs. We've added our recent research insight into a different approach to regression - for mapping relative scenario probabilities onto asset class returns.

Added

  • Access the Partial Sample Regression as a regression model for mapping scenario probabilities onto asset class returns, and configure a relevance threshold.

  • Added a Help menu item under the user profile.

Updated

  • Improve administration panel configuration.

1.1.0.10710 (2020-10-28)

Added

Updated

  • Prospective change to reference anchor scenario when calculating expected scenario returns.

  • Squashed bug when creating prospective scenarios with the same name as anchor scenarios.

1.1.0.10661 (2020-10-07)

Hello World! Scenario Lab's first version gets introduced to the market today.

Added

  • Export diagnostics data for advanced and internal users.

Updated

  • Fixed asynchronous request conflict on View Historical Impact screen.

  • View Historical Impact now defaults to grouping by attribute across all portfolios.

  • Independent variables treatment (yearly changes) in multi-factor regressions.

  • Updated research portal reference.

  • Minor UI revisions.

1.1.0.10621 (2020-10-05)

You can now review historical events and their impact across your portfolios and use a new index of the business cycle, the KKT Index - a recession probability indicator.

Added

Updated

  • Improved server security.

  • Minor control behavior fixes across data selection screens.

  • Stability fix on Examine Scenarios screen.

1.0.0.10544 (2020-07-31)

Introducing Scenario Lab internally, we believe this is going to be a neat tool for analysts.

Added

  • Store and encapsulate case studies into "case files".

  • Select economic variable and asset data from a Windham-curated list of instruments.

  • Review timeseries and descriptive statistics about timeseries data.

  • Specify and customize prospective scenarios as projections of economic variables.

  • Analyze and update probabilities of prospective scenarios given anchor scenarios.

  • Inspect economic variable returns mapped onto asset class returns.

  • Observe each portfolio’s expected return based on (scenario) probability-weighted returns.