Energy Alpha Timing
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 343
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
15.57%
RETURN CORRELATION
76.32%
ASSETS TRADED
6
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.1
Live Insights 196
Deploy Lean ID 8095
Status Stopped
Stopped Time 2020-08-18 22:07:35
Deploy ID A-ade643b05e5bdbadd4cae9aaa752d6cd
Last Time Seen 2020-07-14 23:43:33
Launched 2020-04-28 20:27:44
Machine Name

Alpha Correlations with the Marketplace

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Release Notes

2.0

2019-10-23

#a0d0890e9297384  (stopped)

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


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