Hedge Module loses Rules

P123 Team
Something weird is happening in the Hedge Module. The hedging rules get lost.

  1. First run a simulation with some hedging rules.
  2. Then run the same simulation with hedging disabled.
  3. Set up the same sim again with hedging enabled and you will see that all the hedging rules have been lost.

That is a new bug which we did not have before.

As far as I can tell, it has been working this way for at least 3 years. I’ve slightly tweaked the logic which persists these fields to achieve the expected behavior. You can expect this change to be live some time this week.

Thanks Aaron.
I guess I have not run a sim with hedging for a while.

BTW: Can we please get a hedge module for ETF models. Marco promised this years ago.

Agreed, this would be very nice!

Related, is there a way to save changes to simulations without actually needing to run the simulation? It is possible to save changes to a screen or a live portfolio, for example. It would be nice to be able to do the same with simulations, too.

Hugh

Hugh, if you need this behavior, I’d suggest using the ‘Convert to “Live Portfolio”’ option under the cog menu (to the left of the model name in the header) if you plan to do this. After you’re ready to run it as a simulation again, just use the ‘Stop Live Updates’ option under the cog menu to convert it back to a simulated portfolio.

For I have years run my Hedged Sims with the hedge enabled and disabled to compare the effect of the hedge. This is the first time that rerunning the hedge enabled after running it disabled that the hedge rules are no longer there.

In that case, after looking further into it, it looks like the change which broke this behavior was released on April 10th. Thanks for letting us know about it.

Thank you very much, Aaron. I hadn’t thought of that.

If possible, I’d like to add this as a low priority request: To be able to save changes to sims directly without needing to rerun.

Thank you for fixing this small bug.
The hedge rules do not disappear anymore. Much more convenient this way.