Energy Alpha Timing
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 334
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
10.00%
RETURN CORRELATION
58.83%
ASSETS TRADED
19
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.0
Live Insights 1.0k
Deploy Lean ID 9163
Status Stopped
Stopped Time 2020-08-25 21:42:32
Deploy ID A-175ae12285ec9d751240996f166d2210
Last Time Seen 2020-08-25 21:42:18
Launched 2020-08-22 02:48:34
Machine Name ALPHA-18-175ae12285ec9d751240996f166d2210

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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