7.4
March 24, 2024
Add links to related Medium articles.
7.2
October 19, 2022
Fix crash on startup on older OS versions.
7.1
October 14, 2022
Clean up tab bar icons.
7.0
October 12, 2022
Add additional model settings to the output text for reference, the flags for normalize, daysWithheld, allowShorting, and the risk free rate.
6.9
October 11, 2022
Change export button on light green output window (which is visible when you expand the window using the + button) to the standard share out icon. Add share out icon and feature to the plots screen to share out plots. Fix crash exporting output window on iPad.
More6.6
October 11, 2022
Add ability to withhold a number of days of data from the most recent end of the raw data set when building models. This is done by changing the number in the dayswthld field on the main screen of the app. For example, to hold back 5 trading days, set this value to 5. This lets you build models "in the past" instead of using all available data. Then when you forecast one day ahead, it forecasts one trading day into this withheld data block. You can use this feature to re-run similar models that you built on previous days with the exact same end point. And you can use this feature to check the forward one day forecasts separately from the built-in backtest features. E.g. you can forecast one day ahead and check the results on that day from another source such as Yahoo finance historical data. The app will tell you which particular day the "one day ahead forecast" refers to, adjusting for the new days withheld setting.
More6.5
October 5, 2022
Add ability to normalize X variables (on Tune screen). This is mostly useful when daily price changes in dollars of the assets specified (related to the nominal price level of the asset) are vastly different among the symbols you specify.
More6.2
September 28, 2022
Allow a new optimization method to be applied to model 1: BFGS. This is an oft-used method for nonlinear solvers; see https://en.wikipedia.org/wiki/Broyden–Fletcher–Goldfarb–Shanno_algorithm for more details. This is much faster than slow annealing in most cases, and may give better results in some cases.
More6.1
September 23, 2022
Report out the Sortino+ ratio for the paper trade backtest, which ratio is computed similarly to Sortino, but choosing only positive returns (instead of negative). This is annotated as "so+" in the model output window. This number is more directly comparable to the Sortino ratio than is the Sharpe ratio. For more information on this topic, see Section 6 of our technical whitepaper (sub section: A note on Sortino computations), accessible from the Help tab of the app.
More6.0
September 20, 2022
Report out Sharpe and Sortino ratios at the end of the backtest for the basic trading systems built on top of the 3 models. Allow the user to enter the risk free rate to use for these ratios (this is located on the Tune screen of the app). Since the model is based on daily data, all numbers are converted to daily units before computing the ratios, with approximations such as daily risk free rate = entered risk free rate divided by 252 (trading days per year). This is coded for the stock market; you can make appropriate adjustments for the 365 trading day/year crypto market until we generalize this. Sortino ratio downside volatility is estimated using the method of zeroing out positive returns before computing the standard deviation of the (now all non-positive) return set (e.g. rather than deleting positive returns, we set them to zero per standard practice). This may not be ideal for comparing Sortino to Sharpe, but seems to be somewhat standard practice, so we present it as a start. 2,995 Keywords
MoreYes, the MVAR software is iPad-compatible.
MVAR was released by differential enterprises.
The minimum iOS requirement: 14.0.
MVAR has no ratings yet.
Finance Is The Primary Genre Of The Mvar App.
7.4 is the newest version of MVAR.
The date of the last MVAR update is September 29, 2024.
The MVAR app was initially released on February 5, 2023.
The MVAR app is rated differential enterprises: Contains no objectionable material.
MVAR currently features the following languages: American English.
Unfortunately, MVAR is not on Apple Arcade.
Unfortunately, in-app purchases are not part of MVAR.
Unfortunately, MVAR is not tailored for compatibility with Apple Vision Pro.
No, you can not expect ads while using MVAR.