Miner's Alpha
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 5.87
Days Live 297
Uniqueness 63%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
11.93%
RETURN CORRELATION
68.12%
ASSETS TRADED
6
MARKET
Equity
PROBABILISTIC SHARPE RATIO
93.73%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0
Live Insights 224
Deploy Lean ID 8084
Status Running
Deploy ID A-9e954bf74db7aa55be93d73c86c547f2
Last Time Seen 2020-06-08 04:01:23
Launched 2020-04-28 20:58:41
Machine Name

Alpha Correlations with the Marketplace

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Release Notes

1.2

2019-10-23

#d78fa65d16a36d1

Adjusted the weights based on portfolio volatility, and asset correlation

1.1

2019-10-23

#b2d9dfa08dcf9b5

Increased number of trades available for higher statistical significance

1.0

2019-10-17

#0ad9e38164caae7

First Release


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