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What is XG Thinking here?

Posted By: Rick Janowski
Date: Monday, 15 September 2014, at 6:14 p.m.

In Response To: What is XG Thinking here? (Dmitriy Obukhov)

I think I have located the major source of error.

When evaluating equities with the cube centred (ie, no double) the evaluation process uses the opening book by default. However, with the cube turned to 2, opening book values are not used by XG (presumably the database hasn't been populated) and instead an evaluation is used.

So this is no a comparison of like with like. If XG is instructed not to use the opening book I believe the difference between double and no double will become negligible.

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