Check Lead/Lag values for Net Flows to Resolve Bad Data

Open MSilb7 opened this issue 9 months ago • 0 comments

Currently, net flows can record hugely bad information (i.e. 58T in flows), due to bad token-level data, either in usd price, or number of tokens.

Build an intermediate model with some logic that says "if the lead and lag (up to 2 away) is > 20x different than the current value, null this row due to bad data"

Example below, we know the middle row is incorrect:

Mar 17 '25 21:03 MSilb7