Settings¶
Settings control the assumptions behind your analytics and a few application behaviors. They are split across three pages, and they change how results are calculated — so if a number looks different from what you expected, this is usually the first place to check.
| Page | Address |
|---|---|
| General settings | https://app.investlens.ca/settings_general |
| Portfolio settings | https://app.investlens.ca/settings_portfolios |
| Asset settings | https://app.investlens.ca/settings_assets |
1. General settings¶
- Performance lookback period (days) — the number of days used to rank asset performance in the Ranking System.
- Return Type — choose between simple historical averages (Historical Return) and a multi-factor approach (Fama-French Return). See Parameter Estimation for what each method assumes.
- Covariance Type — how the relationships (covariances) between assets are estimated (Historical, Constant Correlation, or Shrunk), which feeds the Asset Allocator.
- Display on-screen help prompts — turn contextual page tips on or off.
- Display JSON download prompts — turn the JSON-download confirmation dialogs on or off.
- Receive InvestLens Updates — choose whether to receive InvestLens email updates.
The expected-return and covariance choices are the two settings most likely to change allocation output. Switching expected returns to the multi-factor method also changes how holdings with an unreliable factor fit are handled — see Data quality and exclusions.
2. Portfolio settings¶
- Backtest period — the time window used when backtesting for optimal allocation.
- Alpha in style analysis — choose whether style analysis includes a measure of skill beyond the standard factors.
3. Asset settings¶
- Support and resistance lookback — how far back technical levels are computed from.
- Moving average lengths — the lengths of the short and long moving averages.
4. Timezone is not here¶
The timezone used for displayed dates and times is set on My Profile, not on these pages. Saving General, Portfolio, or Asset settings leaves a chosen zone untouched.