|
Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
| Status | Running |
| Live Sharpe Ratio | -1.68 |
| Days Live | 21 |
| Uniqueness | 89% |
| Frequency | 5/day |
| Accuracy |
|
Alpha Equity
Key Performance Metrics
|
DYNAMIC TIME WRAP |
| 1.52% |
|
RETURN CORRELATION |
| 99.12% |
|
ASSETS TRADED |
| 5 |
|
MARKET |
| Equity |
|
PROBABILISTIC SHARPE RATIO |
| 26.99% |
Alpha Score
Alpha Live Server Data
| Alpha Version | 2.2 |
| Live Insights | 120 |
| Deploy Lean ID | 9426 |
| Status | Running |
| Deploy ID | A-8bbc003e9d7e4590d72217a3e6a91bfb |
| Last Time Seen | 2020-10-21 21:36:34 |
| 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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