DS OCT-29-19-Technology
Asset Classes: Equity
Price: $1,000.00/mo
Exclusive: $10,000.00/mo
License
Status Running
Live Sharpe Ratio 2.69
Days Live 282
Uniqueness 41%
Frequency 1/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
40.02%
RETURN CORRELATION
54.17%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
52.81%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.4
Live Insights 384
Deploy Lean ID 8084
Status Running
Deploy ID A-615f6bf22253b574dd2bd782014009ab
Last Time Seen 2020-08-08 08:59:40
Launched 2020-04-28 22:00:05
Machine Name ALPHAHOST14-QUANTCONNECT-COM-ef4aaeca-8995

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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