Problem with CSI Unfair Advantage daily update
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- Roundtable Fellow
- Posts: 98
- Joined: Fri Oct 20, 2006 2:25 pm
- Location: London, UK
Problem with CSI Unfair Advantage daily update
Until recently I have always used the FORTRAN algorithm with CSI back-adjuster with no problem. When the tick size in US & FV changed I could not do my daily update because the all procedure failed with a message “out of memoryâ€