Energy Alpha Timing
Asset Classes: Equity
Price: $100/mo
Exclusive: $250/mo
License
Status Running
Live Sharpe Ratio -1.30
Days Live 90
Uniqueness 45%
Frequency 1/day
Accuracy

Alpha Equity

Loading Chart...

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 2.0
Live Insights 229
Deploy Lean ID 6586
Status Running
Deploy ID A-8b3876c627c8a76b1002884c2f0dd3b1
Last Time Seen 2020-01-22 16:25:04
Launched 2020-01-10 00:03:51
Machine Name ALPHAHOST13-QUANTCONNECT-COM-4bd13d2c-333c

Alpha Correlations with the Marketplace

Loading Chart...

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  (stopped)

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


Other Alphas by the Same Author