diff --git a/sharkfin/markets/ammps.py b/sharkfin/markets/ammps.py
index bd49aae..5bc4bd4 100644
--- a/sharkfin/markets/ammps.py
+++ b/sharkfin/markets/ammps.py
@@ -31,8 +31,8 @@ def __init__(self,
         seed=None,
         queue_name='',
         host='localhost',
-        dividend_growth_rate = 1.000628,
-        dividend_std = 0.011988,
+        dividend_growth_rate = 1.000203,
+        dividend_std = 0.011983,
         price_to_dividend_ratio = 60 / 0.05,
         rng = None,
         macro_price_field = None,
diff --git a/sharkfin/tests/test_markets.py b/sharkfin/tests/test_markets.py
index 6be3f92..c177135 100644
--- a/sharkfin/tests/test_markets.py
+++ b/sharkfin/tests/test_markets.py
@@ -49,7 +49,7 @@ def test_stopped_market(self):
         dividend_growth_rate = 1.000628
         dividend_std = 0.011988
 
-        pdr = price_dividend_ratio_random_walk(0.95, 5, dividend_growth_rate, dividend_std)
+        pdr = price_dividend_ratio_random_walk(0.95, 5, dividend_growth_rate, dividend_std, 90)
 
         market = MockMarket(
             dividend_growth_rate = 1.000628,
diff --git a/sharkfin/utilities.py b/sharkfin/utilities.py
index d711eed..ac1d1e8 100644
--- a/sharkfin/utilities.py
+++ b/sharkfin/utilities.py
@@ -125,7 +125,7 @@ def combine_lognormal_rates(ror1, std1, ror2, std2):
 
 
 def price_dividend_ratio_random_walk(
-    DiscFac, CRRA, dividend_growth_rate, dividend_std, days_per_quarter=90
+    DiscFac, CRRA, dividend_growth_rate, dividend_std, days_per_quarter
 ):
     ## From Equation 30 from the C. Carroll Lucas asset pricing notes:
     ## http://www.econ2.jhu.edu/people/ccarroll/public/lecturenotes/AssetPricing/LucasAssetPrice.pdf
diff --git a/simulate/run_any_simulation.py b/simulate/run_any_simulation.py
index 6f49854..8bdbf2a 100644
--- a/simulate/run_any_simulation.py
+++ b/simulate/run_any_simulation.py
@@ -54,7 +54,7 @@ def default(self, obj):
 # General simulation arguments
 parser.add_argument("-d", "--seed", help="random seed", default=0)
 parser.add_argument("--quarters", help="number of quarters", default=2)
-parser.add_argument("--runs", help="runs per simulation", default=60)
+parser.add_argument("--days", help="days per quarter", default=60)
 
 # Population parameters
 parser.add_argument(
@@ -93,17 +93,17 @@ def default(self, obj):
 parser.add_argument(
     "--pop_CRRA",
     help="Mean population CRRA. Used for MockMarket and LUCAS0 population.",
-    default="3",
+    default="5",
 )
 parser.add_argument(
     "--pop_DiscFac",
     help="Mean population CRRA. Used for MockMarket and LUCAS0 population.",
-    default="0.99",
+    default="0.90",
 )
 parser.add_argument(
     "--pop_aNrmInitMean",
     help="Log of initial mean asset levels for LUCAS0 population.",
-    default="6",
+    default="0.5",
 )
 
 parser.add_argument(
@@ -169,7 +169,7 @@ def run_attention_simulation(
     agent_parameters,
     a=None,
     q=None,
-    r=1,
+    r=1, ############ALERT##########################
     market=None,
     fm=None,
     dphm=1500,
@@ -193,7 +193,7 @@ def run_attention_simulation(
         fm,
         a=a,
         q=q,
-        r=r,
+        r=r, ############ALERT##########################
         market=market,
         rng=rng,
         seed=seed,
@@ -210,7 +210,7 @@ def run_chum_simulation(
     agent_parameters,
     a=None,
     q=None,
-    r=1,
+    r=1, ############ALERT##########################
     fm=None,
     market=None,
     dphm=1500,
@@ -224,7 +224,7 @@ def run_chum_simulation(
         SequentialPortfolioConsumerType, agent_parameters, dphm=dphm, rng=rng
     )
 
-    sim = CalibrationSimulation(a=a, q=q, r=r, market=market)
+    sim = CalibrationSimulation(a=a, q=q, r=r, market=market) ############ALERT##########################
 
     sim.simulate(burn_in=pad, buy_sell_shock=(buy, sell))
 
@@ -250,11 +250,12 @@ def env_param(name, default):
     seed = int(args.seed)
     popn = int(args.popn)
     quarters = int(args.quarters)
-    runs = int(args.runs)
+    days_per_quarter = int(args.days)
+    runs = days_per_quarter # variable runs per quarter is an artifact of an earlier version
+                            # and should be deprecated
 
     # General market arguments
     market_class_name = str(args.market)
-
     population_name = str(args.population)
     pop_CRRA = float(args.pop_CRRA)
     pop_DiscFac = float(args.pop_DiscFac)
@@ -301,7 +302,7 @@ def env_param(name, default):
                     seed,
                     popn,
                     quarters,
-                    runs,
+                    days_per_quarter,
                     market_class_name,
                     expectations_class_name,
                     population_name,
@@ -334,7 +335,7 @@ def env_param(name, default):
         "dividend_std": dividend_std,
         "rng": rng,
         "price_to_dividend_ratio": price_dividend_ratio_random_walk(
-            pop_DiscFac, pop_CRRA, dividend_growth_rate, dividend_std
+            pop_DiscFac, pop_CRRA, dividend_growth_rate, dividend_std, days_per_quarter
         ),
     }
 
@@ -384,7 +385,8 @@ def env_param(name, default):
             parameter_dict,
             a=attention,
             q=quarters,
-            r=runs,
+            # days_per_quarter is current hard-coded at 60.
+            r=runs, #############ALERT###########################
             market=market,
             fm=expectations_class,
             dphm=dphm,
@@ -403,7 +405,8 @@ def env_param(name, default):
             parameter_dict,
             a=attention,
             q=quarters,
-            r=runs,
+             # days_per_quarter is current hard-coded at 60.
+            r=runs, #############ALERT###########################
             market=market,
             dphm=dphm,
             buy=buysize,