peaktotrough bond funkiness

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barrett
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peaktotrough bond funkiness

Post by barrett » Mon Mar 30, 2015 3:25 pm

Anyone else notice that the bond data on peaktotrough.com has been funky? For example, from 3/23 to 3/26 bond values for the HBPP remained unchanged, though that is not what was actually happening in the bond market. I just started referring to this site recently and find it to be a great tool for understanding how the PP assets work together.
Last edited by barrett on Mon Mar 30, 2015 4:49 pm, edited 1 time in total.
Peak2Trough
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Re: peaktotrough bond funkiness

Post by Peak2Trough » Tue Mar 31, 2015 6:37 am

Thanks for the heads up, I had a look at this and it appears that the backend script that updates bond prices (actually yields) did not update during the 3/23-3/26 period.  That could happen for a number of reasons - website where I get the data was down, network problems between servers, etc. 

As a consequence, when the yields don't change, the bond prices don't change, and thus aren't reflected in the returns.  I expect this kind of thing will happen from time to time, though it appears to have healed itself and the prices are now updating as normal.

As long as you select start and end points that don't fall within that exact range of dates, you still get accurate return (and risk) results from the site.  If you *do* choose a date within that range, the return/risk results will be slightly off in one direction or another.

Hope this helps,
P2T
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MachineGhost
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Re: peaktotrough bond funkiness

Post by MachineGhost » Tue Mar 31, 2015 10:45 am

Peak2Trough wrote:
Thanks for the heads up, I had a look at this and it appears that the backend script that updates bond prices (actually yields) did not update during the 3/23-3/26 period.  That could happen for a number of reasons - website where I get the data was down, network problems between servers, etc. 

As a consequence, when the yields don't change, the bond prices don't change, and thus aren't reflected in the returns.  I expect this kind of thing will happen from time to time, though it appears to have healed itself and the prices are now updating as normal.

As long as you select start and end points that don't fall within that exact range of dates, you still get accurate return (and risk) results from the site.  If you *do* choose a date within that range, the return/risk results will be slightly off in one direction or another.

Hope this helps,
P2T
It's nice to see that you're still alive!  So could you tell us about the source and composition of the stock returns that you're using?  Are they dividend and split adjusted, i.e. total return?  And what are you using pre-1977 when 30-years did not exist?
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes

Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet.  I should not be considered as legally permitted to render such advice!
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