Intraday_Momentum
Author: Emilio Freire
Asset Classes: Crypto
Price: $2,500/mo
Exclusive: $5,000/mo
License
Sharpe Ratio
5.76
Uniqueness
44%
Status Running
Days Live 100
Frequency 2/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 2.0
Live Insights 174
Deploy Lean ID 5651
Status Running
Deploy ID A-18f729d1ffa660012b0d337143951c65
Last Time Seen 2019-08-18 06:40:37
Launched 2019-05-10 13:45:41
Machine Name ALPHAHOST11-QUANTCONNECT-COM-62b41b84-725f

Alpha Correlations with the Marketplace

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Release Notes

2.0

2019-05-10

#b1d452c284a52ed

(Redeployment) Optimized Prediction Interval + Fixed Portfolio Construction to ensure long-only positions

3.0

2019-02-28

#e5e69de617aaedc

Optimization of parameters and prediction interval

2.0

2018-10-05

#fba24be20a7d21d

Optimized Prediction Interval + Fixed Portfolio Construction to ensure long-only positions

1.0.1

2018-10-01

#ca3f489a323b31c

Minor bug fixed due to a change in the name of the model

1.0

2018-10-01

#288a843066e5776

First Release


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