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peaktotrough bond funkiness
Posted: Mon Mar 30, 2015 3:25 pm
by barrett
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.
Re: peaktotrough bond funkiness
Posted: Tue Mar 31, 2015 6:37 am
by Peak2Trough
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
Re: peaktotrough bond funkiness
Posted: Tue Mar 31, 2015 10:45 am
by MachineGhost
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?