Arkady M

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Arkady M
Created May 6, 2020

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Arkady left a comment on Data for VXX adjusted for splits contains an error

"Alexandre,I appreciate your prompt response.I have a workaround in place - you probably have seen it..."

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7 years ago

7 years ago


Arkady left a comment on Data for VXX adjusted for splits contains an error

"I did not keep the test which demonstrated the "price jump" and will try to reproduce this..."

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7 years ago

7 years ago


Arkady left a comment on Data for VXX adjusted for splits contains an error

"It looks like a margin call and forced cover of the short position. Size of the position went from -..."

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7 years ago

7 years ago


Arkady left a comment on Data for VXX adjusted for splits contains an error

"Probably there is a bug in the algo, but I do not see it immediately.In my log I see the following&n..."

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7 years ago

7 years ago


Arkady left a comment on Data for VXX adjusted for splits contains an error

"I disabled the margic calls model. Now I am getting "AlgorithmManager.Run(): Portfolio value is..."

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7 years ago

7 years ago