I have trouble with database that:
a) modified the closing price on eurodollar switching from London close to NY
b) cut the historical series of short term 1-3years eurogovies from 2000 to 2007
Because of these changes, Excel spreadsheets need some fixings and I have to do that within end of month.
In reality, with the new closing of dollar, models performed better in 2017 (allocation changed in March), but I don't care. This random situation could be an idea for further studies, but I'll try manually to compute the year to date returns until end of 2017.
Since 2018 I'll post the new allocation with NY time.
In this year I want to give continuity with the old style, that is the one I am using at the moment for myself
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