Energy Alpha Timing
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -1.44
Days Live 121
Uniqueness 43%
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 340
Deploy Lean ID 7217
Status Running
Deploy ID A-57f6b84b49d3ca6ab9b996effb450bd4
Last Time Seen 2020-02-23 07:56:23
Launched 2020-01-22 21:33:50
Machine Name ALPHAHOST13-QUANTCONNECT-COM-6d3e8ef2-3caa

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  (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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