Genefish Hong Kong disappears for a few days from the top of Leading Trading Strategies. The same happens with Bob Dylan some weeks ago. What I saw was a huge new drawdown for these strategies, but when they return in the top the drawdowns were corrected. Is this pfenomenon caused by a software bug?
Do you mean the drawdowns were not recorded correctly?
Hi Guys -
Our data feeds returned “bad ticks” (incorrect quotes for open positions), so C2’s marked-to-market calculations were incorrect. They made it seem like the systems in question had very large negative drawdowns. (These incorrect marked-to-market valuations are pretty rare in general, but sometime can happen during holidays like Christmas or New Years, where markets shut down and no quotes are provided).
