I've compared values at the same time (or nearest time) between each of our (@mikeyrf's and mine) ovl_metrics buckets.
Some problematic pairs:
ALPHA/WETH
RUNE/WETH
CRV/WETH
WETH/DAI
WETH/USDC
I noticed that value at risk for these pairs is nearly the same until a point of time and then deviates by a huge percentage after that point. In these cases, when I switch over to 'mu' on the filter, i see that value_x (@mikeyrf) and value_y (@deepsp94) deviate at the aforementioned point of time but are close together before and after.
You can see the diff percentage between our VaR values goes from 0 to around 25 and then 35
This happens at the same time when, for some reason, our mu values suddenly diverge by a lot and then snap back
I've compared values at the same time (or nearest time) between each of our (@mikeyrf's and mine) ovl_metrics buckets.
Some problematic pairs: ALPHA/WETH RUNE/WETH CRV/WETH WETH/DAI WETH/USDC
I noticed that value at risk for these pairs is nearly the same until a point of time and then deviates by a huge percentage after that point. In these cases, when I switch over to 'mu' on the filter, i see that value_x (@mikeyrf) and value_y (@deepsp94) deviate at the aforementioned point of time but are close together before and after.
You can see the diff percentage between our VaR values goes from 0 to around 25 and then 35![image](https://user-images.githubusercontent.com/31017687/124955162-79201900-e034-11eb-89a1-cc59772954f4.png)
This happens at the same time when, for some reason, our mu values suddenly diverge by a lot and then snap back![image](https://user-images.githubusercontent.com/31017687/124955256-8ccb7f80-e034-11eb-9bc8-22ee2792a6f8.png)