I’m getting a big performance difference running my port on the original site (portfolio123.com) versus the beta site (beta1.portfolio123). Any ideas why?
portid=1499005
Also, hedging on beta site is not working - if I run my sim for 10 years on portfolio123.com, hedges activate, but if I run the same sim on the beta site, hedge never activates, it gives the same result as if I had disabled it.
Thanks!
Rod
Aaron told me that the hedging thing should have been addressed in a fix last night. Let me know if you still see that.
The performance difference, near as we can tell, is caused by an improvement to the dividend timing that is on the beta server and not live yet. The effect is small but present, and it will snowball over time. Your live and beta portfolios start diverging in 2000 due to a bit of extra earned cash at that time.
To add to that, there were also minor adjustments made to how the portfolio Weight factors work to always reflect the same basis after sells. Specifically, they are initially computed according to (shares * previous close) and then when selling positions would be decreased according to the transaction amount, causing the factor to exhibit inconsistent behavior after sells. The new server now applies transactions according to the same (shares * previous close), which reflects a single point in time, and makes the Weight factors more consistent with the approach taken elsewhere in our system. In your case, [font=courier new]SecWeight[/font] could be teetering on 30% after selling ECA:CN on 10/02/00, causing a cascading effect on transactions, since the production system did not buy it back.