Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
Status | Running |
Live Sharpe Ratio | -0.03 |
Days Live | 115 |
Uniqueness | 82% |
Frequency | 5/day |
Accuracy |
|
Alpha Equity
Key Performance Metrics
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DYNAMIC TIME WRAP |
1.43% |
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RETURN CORRELATION |
96.90% |
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ASSETS TRADED |
5 |
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MARKET |
Equity |
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PROBABILISTIC SHARPE RATIO |
28.43% |
Alpha Score
Alpha Live Server Data
Alpha Version | 2.2 |
Live Insights | 705 |
Deploy Lean ID | 9426 |
Status | Running |
Deploy ID | A-8bbc003e9d7e4590d72217a3e6a91bfb |
Last Time Seen | 2021-01-23 07:34:41 |
Launched | 2020-09-30 17:02:36 |
Machine Name | ALPHA-114-8bbc003e9d7e4590d72217a3e6a91bfb |
Alpha Correlations with the Marketplace
Release Notes
2.2 2020-09-29 |
More potential bug fixing to avoid stopping due to exceptions |
2.1 2020-09-29 |
#4eeded19d5a948d Modified code to be more robust against potential errors |
2.0 2020-09-29 |
#91f973a00ff4b90 Changed rebalancing frequency from monthly to weekly. Insights and optimal weights are still generated daily. |
1.0 2020-09-26 |
#1ef5850cf173abe First Release |
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