DS OCT-29-19-Technology
Asset Classes: Equity
Price: $1,000.00/mo
Exclusive: $10,000.00/mo
License
Status Running
Live Sharpe Ratio 5.87
Days Live 366
Uniqueness 47%
Frequency 1/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
43.48%
RETURN CORRELATION
37.22%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
88.12%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.4
Live Insights 498
Deploy Lean ID 9241
Status Running
Deploy ID A-833169b1d638b3ed1357b5636df10e23
Last Time Seen 2020-11-01 00:57:39
Launched 2020-09-04 02:32:53
Machine Name ALPHA-111-833169b1d638b3ed1357b5636df10e23

Alpha Correlations with the Marketplace

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Release Notes

1.0.4

2019-10-31

#31134c48101a7b8

Updated to use emit insights weights method.

1.0.3

2019-10-30

#f8db68aa59a8067

changed to alphastreams brokerage

1.0.2

2019-10-29

#4c350ad796ddbe0

Fixed the schedule on to be before market close. Left IB brokerage for now, will set Alpha streams when directed.

1.0.1

2019-10-29

#b6a34eb8b9eec89

Extended BT to cover 5 years. Changed Down insight to Flat.

1.0

2019-10-29

#2322977d3442d44

First Release


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