When I try to run the ranks for ranking system on some dates in mid-2003, I randomly get a “Mismatch in stocks ranked” error. Sometimes the error is displayed on the webpage and the results never appear. Sometimes the results show up on the site, but when I download the csv all it contains is that error text. Sometimes no error is reported. When no error is reported, sometimes “IMCL.1^08” is included in the list of ranked stocks and sometimes not.
ranking system: 355634
universe: -218985
date: 05/17/2003
Andrew, it looks like StaleStmt is not stable for a few stocks. I’m looking into the exact cause. Thanks for reporting it.
It looks like we’re not currently handling stocks with actuals that have out-of-order report dates properly (e.g. actuals for 2003-03-31 with a report date of 2003-05-15, and actuals for 2002-12-31 with a report date of 2003-06-23). We’ll work to find a workable solution to this problem soon.
Sounds good. Thanks Aaron
It should be good to go now. Let me know if you still have problems with this.
Is the fix expected to affect simulation results?
Walter
Yes, this change affects the actuals resolution for up to 165 US stocks. Some of the 165 stocks may not be affected by this change; that is just the number of US fundamental stocks that were found to have actuals with report dates in an unexpected order.
Thanks Aaron. Looks great on my end.