Changelog

Unified XBRL Coverage

• European bank financials — Net Interest Income, Fee & Commission Income, Trading Revenue, and Net Banking Income.
• Foreign private issuers (20-F filers) — full IFRS tag coverage on the SEC-side path for ADR-listed names.
• Real estate investment trusts — Funds From Operations (FFO), Adjusted FFO, Net Operating Income, and rental income alongside GAAP fundamentals.
• Insurance carriers — Gross Written Premium, Net Earned Premium, Combined Ratio, and Investment Income.

• Sector-aware valuation — DCF models and revenue multiples now reserved for industrial-style sectors; banks, REITs, and insurers surface metrics appropriate to their financial structure.

Background Job Durability

• Durable AI workflows with automatic retries on transient upstream failures.
• Cross-region rate limiting on the public API.
• DeepSeek available as a routed AI provider for filing analysis tasks.
• Structured logging across the platform for faster operational diagnosis.

Research Hub & Insider Trading

• SEC filings, Form 4 insider trades, and 13D activist disclosures now lead the Research tab on every Equity Lab page.
• Institutional 8-column insider trading table — filer & role, trade date with lag, A/D direction, price, dollar value, % of holdings, 10b5-1 plan badge.
• Collapsible derivative-activity section for options exercises and equity grants.

Institutional Bond Analytics

• Hull-White 1F engine for OAS pricing alongside Black-Derman-Toy — institutional default for desk-quality work; CFA-curriculum default for learning.
• Key Rate Durations on /api/v1/compute/bond/krd and via the strata_bond_krd MCP tool.
• Cornish-Fisher VaR adjustment for skewed and fat-tailed return distributions.

• Professional vs Student persona system — per-account engine defaults, terminology, and disclosure level.

Equity Identity Layer

• SEC EDGAR identity surfaced on every Equity Lab page — SIC → GICS sector mapping, CIK, fiscal year end, exchange, and primary listing.

Portfolio NAV & Daily Bond Pricing

• NAV snapshots with high-water mark and management fee accrual.
• Daily bond price updates — Portfolio Manager bond holdings auto-price from BoE Gilt, JGB MoF, and BTP yield curves.
• ISIN-driven instrument lookup in the holdings editor.

API & MCP v2 — Phase 1

• strata_bond_scenarios MCP tool — bundled historical stress scenarios (Taper Tantrum, COVID, 2022 hiking cycle, SVB) with no curve required from the caller.
• Callable and putable bonds with YTC, YTP, and YTW on /compute/bond.
• strata_equity_dcf MCP tool — manual-mode discounted cash flow for any ticker.
• Skewness and kurtosis exposed alongside VaR for tail-risk awareness.

Developer Tier & Public Pricing

• Pay-as-you-go developer lane — Free (100/day), Plus (1,000/day), and Pro (10,000/day) tiers with per-minute caps.
• Historical FRED yields with extended maturity coverage — 2Y and 30Y added to the long-form rates cache.

Public API & MCP Server

• Public REST API at /api/v1 — bond pricing, options Greeks, Monte Carlo VaR, SEC financials, FX, and yield curves.
• MCP server @wynexlabs/strata-mcp — connect Claude Desktop, Cursor, or any MCP-compatible client.
• Public demo key — 50 calls per day per IP for trying the compute endpoints with no signup.
• /developers landing page with copy-pasteable examples for every endpoint.

Multi-Jurisdiction Equity Data

• Brazilian listings via CVM filings.
• UK listings via Companies House and FCA ESEF.
• Euronext Paris filings via the European Single Electronic Format.

Light Mode & Bloomberg Polish

• Full light theme across Bond Lab, Equity Lab, Portfolio Manager, and Derivatives Lab.
• Bloomberg-style design tokens; frosted-glass navigation and tab bar.
• Refreshed marketing landing page.