Topic Starter
Wed Aug 31, 2022 - 22:48
Not sure what the problem might be.
8 RESPONSES
0
Thu Sep 1, 2022 - 09:06
Yes, we're looking at it. Working on it.
-1
Topic Starter
Fri Sep 2, 2022 - 20:21
Did you ever get a chance to look at this Cone?
-1
Topic Starter
Tue Sep 6, 2022 - 22:51
Just checking back Cone
0
Wed Sep 7, 2022 - 07:07
Because you alerted us precisely at the time we were working the problem with erroneously filling Limit orders, I had assumed your issue was same.
I quickly looked just now at Janus 3 and 4 and nothing incorrect is popping out at me. What are you seeing? Be specific.
I quickly looked just now at Janus 3 and 4 and nothing incorrect is popping out at me. What are you seeing? Be specific.
0
Topic Starter
Wed Sep 7, 2022 - 07:20
Cone, on that particular day all of the models showed losses between 8%-16% when in actuality the performances were in the range of -0.5%-+1% (if I remember correctly)
0
Wed Sep 7, 2022 - 18:43
Okay, probably that was another symptom of what caused our erroneous limit order fills that day. One of our data providers sent us a bunch of zeroes for prices that were processed as valid.
0
Topic Starter
Thu Sep 8, 2022 - 08:08
Understand. Quite unfortunate. Has this been corrected for my models?
0
Thu Sep 8, 2022 - 08:36
Let's go back. Be specific. What error are you seeing *now*?
Performance is recalculated every 30 minutes during market hours, but we're still talking about something that happened last week?
Performance is recalculated every 30 minutes during market hours, but we're still talking about something that happened last week?