Unverified

This hasn’t been verified by an expert from MahiMarkets since Oct 2, 2023.

Guru's Verification engine ensures consistency, confidence, and trust in the knowledge your organization shares. Learn more.

Pricing Model Testing Changes

It is tempting to overfit pricing configuration for a partiular situation that arises. We can't assume changes to fit a single situation will work well in other timezones.

To test changes for one situation and their impact over a broader range of scenarios. We recommend:

Simulations

  • Simulate multi-week impact

  • Simulate multi-instrument impact

  • Observe:

    • spreads by timezone

    • predictivity of the model

    • predictivity of the signals

    • predictivity of the nodes

    • availability (how long we were not firm during a trading week)

Pre-Post Implementation Checks

  • Make the changes during the week, to avoid outages over the weekend where configuration is incorrect, but this is only discovered over the weekend.

  • Do a rolling bounce of the related processes during the day.

  • Observe the following pre-and post the change

    • spreads by timezone

    • predictivity of the model

    • predictivity of the signals

    • predictivity of the nodes

  • availability (how long we were not firm during a trading week)

You must have Author or Collection Owner permission to create Guru Cards. Contact your team's Guru admins to use this template.