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How Does The MME Lookback Period Works? (Doc ID 2816209.1)

Last updated on FEBRUARY 27, 2022

Applies to:

Oracle Financial Services Behavior Detection Platform - Version 8.0 and later
Information in this document applies to any platform.


How the MME lookback period parameter for the Trading Ahead of the Market Moving Event works? We have gone through the TSD and nowhere in the TSD it is explicitly mentioned that the MME lookback period depends on the lookback period set for the scenario, however when looking at the alerts generated it seems like the MME lookback period looks n days prior to each business day that is accounted in the lookback period of the scenario.
E.g.: If the look back is set for 5 and the MME lookback is set for 1, the MME lookback period would look 1 day prior to each of the 5 days. Is this understanding correct?


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