Energy Alpha Timing
Asset Classes: Equity
Price: $100/mo
Exclusive: $250/mo
License
Status Running
Live Sharpe Ratio -3.00
Days Live 23
Uniqueness 49%
Frequency 3/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 2.0
Live Insights 69
Deploy Lean ID 6586
Status Running
Deploy ID A-cc28271e31a0c7765425a871eca8b71d
Last Time Seen 2019-11-16 21:31:28
Launched 2019-10-25 15:55:24
Machine Name ALPHAHOST13-QUANTCONNECT-COM-8f611f30-f6ba

Alpha Correlations with the Marketplace

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Release Notes

2.0

2019-10-23

#a0d0890e9297384

1. Adjusted the weights based on portfolio volatility, and asset correlation 2. Increase universe of ETFs being considered

1.0.1

2019-10-15

#0cf97f8e3fcd6d9

1. Closing positions using Market Close instead of Market Open to avoid half days 2. Emit flat insights ONLY if holding an existing position

1.0

2019-10-15

#1619fd7d49a9b15

First Release


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