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Sector Exposure and Style Exposure Requirements

I'm not able to meet these requirements; in fact my graphs show me literally nothing at all. Straight zeroes across the board.

I recreated the problem with a similar, simpler algo. Can anyone help me solve this issue? Here's a link showing what my sector and style exposure graphs look like, not sure if you can access them so I took screenshots.

2 responses

I'm pretty sure the risk model only has data from 2004 onwards. Try running the algorithm from 2005-2006 and it won't be 0.

That worked, thanks.