This is a minor nit, and forgive me if this has been addressed or if I’m posting in the wrong place(I couldn’t figure out how to post my question as a new thread and instead have to post it as a reply), but on all of my screen results, after the ticker symbol it has “:USA”. Is there a way to make the “:USA” disappear? It’s just kind of annoying, visually distracting when trying to read results, and completely useless and superfluous for me since every single one of my results has it and always will. Thanks.
We have not changed the compositions of the All Fundamentals and All Stocks universes. They’re exactly the same as they were, just given new names. All Fundamentals USA is now United States (incl. ADRs & dual listed) while All Stocks USA is now United States (all listed stocks). The same goes for the Canadian universes.
The North American database is based on the US and Canadian universes formerly called All Fundamentals but excludes companies whose primary listing is not in North America. There are a few bugs regarding which companies are included and excluded, and we’re working on fixing those.
Don’t worry, Hugh. We deal with GICS and RBICS changes quite often and, in my opinion, quite well. We stay current.
Thank you, Yuval. I agree that p123 has handled GICS changes very well in the past.
But if the universes are the same, then a) why are my screens including different companies than they did last week? and b) what could be causing my loss of alpha when running sims?
Do you think it’s a coincidence - it could be - that the models I’m using that employ more rule-based “Frank” functions seem to have suffered more that those that use fewer Frank functions?
If I could identify what is causing the change, I could focus on those factors or functions involved.
Under the circumstances, it’s very hard to know what changes to focus on or try to adjust for, or even whether I should be working on the old or Beta site.
I was mistaken about the taxonomy series. It does not affect the series parameters. The taxonomy series only affects charting and the Industry and Sector pages. It should not affect screens, simulations, or ranking systems.
So what are best guesses at this time for issues on the rolled back site that could be still be causing some models’ sims to degrade and/or screens to return a different set of stocks than the week before when p123 initiated the changes?
Sorry folks that is not correct from Yuval. Taxonomy series do include holidays at the moment for stock pages, screens, sims, etc. You can see this by running this screen with as-of date of 2/22/2022 (around prez day holiday)
What do you want us to do with the beta site? Do you want us to test the changes and give feedback so you can decide which changes will be implemented in the production site?
Which leads to the second question: What will be permanently be rolled back in the production site?
What changes are in effect in the production site (as a summary, I am really sorry, I am getting lost tracking the answers).
I am also confused, and don’t trust any of my models at the moment. This means that despite P123’s heroic efforts over the weekend I am unable to trade or make any progress this week.
Marco, why not just roll back all the changes that were made instead of trying to develop a new solution on an abbreviated timeline?
We’re coming up with a solution that should please everyone. As I mentioned in the other thread here I think we have a solution that will allow us to keep the data structures with weekdays (so everything lines up) , but keep existing TA functions using bars by substituting a pre-built time-series with no holidays on the fly. Which means your systems will look exactly the same. And we’ll introduce new TA functions for weekday operations that we think should be used for multi-country strategies.
Sorry for the flip-flop. It’s a solution we did not think of before.
What this means for the current production is this
[list=1]
[]It should be used for now for rebalances and backtests
[]Taxonomy series still have weekdays. We’re going to try to roll them back today. They are accessed like this for example: Close(0,#Industry).
[]The North America universe is for testing only, things won’t align properly with TA functions, and will go though changes
[/list=1]
What this means for beta
[list=1]
[]It should be used only to test the effect of weekdays in single country and multi country
[]Any system developed on beta will have to be rewritten using weekday functions (since TA function will revert back to bars)
[]The North America universe is in beta, it will go though changes in Primary issues
[/list=1]
Again I apologize for this messy release. It’s a big refactoring with support for currency, holidays, Primary issues.
Well, this is a bit of a problem for me since I’ve converted completely to NA setup. I think I’ll be fine for a little while, but do you have any idea how long time it will take to develop/deploy the new weekday functions?