Energy Alpha Timing
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 0.40
Days Live 288
Uniqueness 69%
Frequency 2/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
10.45%
RETURN CORRELATION
59.48%
ASSETS TRADED
19
MARKET
Equity
PROBABILISTIC SHARPE RATIO
28.24%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.0
Live Insights 942
Deploy Lean ID 7983
Status Running
Deploy ID A-cc3ca42b709d8d524d25d642d1a09960
Last Time Seen 2020-08-08 08:36:13
Launched 2020-04-28 13:04:11
Machine Name

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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