Miner Alpha
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 2.93
Days Live 289
Uniqueness 68%
Frequency 3/day
Accuracy

Alpha Equity

Loading Chart...

Key Performance Metrics

DYNAMIC TIME WRAP
18.72%
RETURN CORRELATION
71.10%
ASSETS TRADED
6
MARKET
Equity
PROBABILISTIC SHARPE RATIO
68.51%

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 1.2
Live Insights 659
Deploy Lean ID 7846
Status Running
Deploy ID A-89fd54f95580a398debe5dbce2458eef
Last Time Seen 2020-08-10 11:08:11
Launched 2020-04-28 13:10:19
Machine Name

Alpha Correlations with the Marketplace

Loading Chart...

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


Other Alphas by the Same Author