Market Neutral Equity Fundamentals
Asset Classes: Equity
Price: $2,000/mo
Exclusive: $5,000/mo
License
Status Running
Live Sharpe Ratio -0.87
Days Live 156
Uniqueness 69%
Frequency 7/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 2.2.2
Live Insights 1.3k
Deploy Lean ID 6586
Status Running
Deploy ID A-12f6f6ebcb57c1d5351b4d4a6e89280b
Last Time Seen 2019-11-16 21:37:15
Launched 2019-10-24 17:52:45
Machine Name ALPHAHOST12-QUANTCONNECT-COM-ec288e50-f684

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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