Release Notes

Feedback

Do not hesitate to provide us with feedback using the contact form (or from the support section on your MantaTrade account).

Roadmap

1. Q2 2026 - MantaTrade - eToro integration
2. Q2 2026 - MCP server
3. Q2 2026 - MantaWealth - UI for mass rebalancing (currently only available on the API)
4. Q2 2026 - MantaAPI - Additional coverage for derivatives
5. Q2 2026 - MantaWealth - Creation of investment proposals
6. Q3 2026 - MantaAPI - Additional coverage for structured products
7. MantaWealth - Expected returns according to Black-Litterman
8. All - AI based country exposure
9. MantaAPI / MantaWealth - Transaction-based performance attribution analysis
10. MantaWealth / MantaAPI - Suggested instruments for diversification
11. MantaTrade - Portfolio monitoring: Unusual Price Action
12. MantaWealth - AI Risk Strategy Construction to combine long term and short term risk.
13. MantaTrade - ability to save and monitor setups
14. MantaWealth - Non-Linear Optimisation engine for preference driven investment

2026-03-14 Release 5.1

• MantaWealth - Factor based hypothetical stress testing

2026-03-10 Release 5.0

• MantaWealth / MantaAPI - backend performance improvements
• MantaAPI - Factor based hypothetical stress testing

2026-02-21 Release 4.2

• MantaAPI - Coverage for private assets (proxy)
• MantaWealth - UI performance enhancements
• MantaWealth - upgraded diversification screen
• MantaAPI - support for CUSIPs
• MantaAPI - new endpoint to calculate a portfolio's PnL
• MantaAPI - ability to automatically adjust for dividends and splits on portfolio upload

2025-12-14 Release 4.0

• MantaAPI / MantaWealth - Cashflow forecasting

• MantaAPI - Composite benchmarks made of 2 or more sub-benchmarks
• User configurable asset classifications
• Portfolio Analytics: VaR, CVaR, and expected return aggregated by asset class and sector
• Portfolio Analytics: contribution to portfolio VaR and CVaR broken down by asset class, sector, and individual securities
• Updated billing endpoint with client breakdown for distributors
• Performance Improvements

2025-09-04 Release 3.6

• UI Integration with WealthArc

2025-08-26 Release 3.5

• New /portfolio/benchmark endpoint to correlate an entire portfolio to a specific price curve (alpha, beta, idiosyncratic risk, CVAR). Allows for calculations of exposures to custom factors.
• Faster instrument search functionality

2025-07-26 Release 3.4

Integration with Portfolio Management System Addepar. Our clients can now use their Addepar API keys to have direct access to their portfolios from MantaWealth.

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.

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)
• Release of the Risk Parity portfolio methodology (see Volatility-based Optimization)
• Release of the Volatility portfolio methodology (see Volatility-based Optimization)
• Portfolio risk engine performance improvements
• Various bug fixes