Market Neutral Equity Fundamentals
Asset Classes: Equity
Price: $2,000.00/mo
Exclusive: $5,000.00/mo
License
Status Running
Live Sharpe Ratio -0.37
Days Live 350
Uniqueness 64%
Frequency 11/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
16.78%
RETURN CORRELATION
3.95%
ASSETS TRADED
308
MARKET
Equity
PROBABILISTIC SHARPE RATIO
13.14%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.2.2
Live Insights 2.3k
Deploy Lean ID 7846
Status Running
Deploy ID A-124b77e465fce7142dbbe08f6cfa69b9
Last Time Seen 2020-05-28 15:39:45
Launched 2020-04-28 22:08:30
Machine Name ALPHAHOST13-QUANTCONNECT-COM-f17459da-8995

Alpha Correlations with the Marketplace

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Release Notes

2.2.2

2019-05-20

#3873de917974251

1. Fixed bug by putting EmitInsights in front of Liquidate(i). This blows up in live trading.

2.2.1

2019-05-14

#a82d76d7024d329

1. Made sure algo updates with Flat insights during liquidation 2. Corrected checks for currently invested assets

2.2

2019-05-13

#1c118ebb54c81a8

Modified rebalance code to restart from any day instead of just Mondays.

2.1

2019-05-11

#213fa3d08c05a2d

1. Added flat insights when calling liquidation 2. Modified universe to have more liquidity 3. Modified short term indicator to account more for volatility

2.0.1

2019-05-05

#4278adbc64e714d

Short term price indicator had the wrong volatility adjustment. Fixed the volatility calculation

2.0

2019-05-04

#db03b66e6b7a8fc

1. Fixed the number of assets to be 25 long and 25 short at all times. 2. Modified short term price change indicator to account for volatility, providing more stable returns.

1.0

2019-04-11

#01b9db0969fc3cc

First Release


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