Intraday Momentum
Asset Classes: Crypto
Price: $2,500/mo
Exclusive: $5,000/mo
License
Status Running
Live Sharpe Ratio 5.16
Days Live 213
Uniqueness 50%
Frequency 2/day
Accuracy

Alpha Equity

Loading Chart...

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 2.0
Live Insights 374
Deploy Lean ID 6586
Status Running
Deploy ID A-dbb0d6fde035715801f85c8aa3500c24
Last Time Seen 2019-12-09 01:54:14
Launched 2019-10-24 18:13:30
Machine Name ALPHAHOST12-QUANTCONNECT-COM-08d108a2-f685

Alpha Correlations with the Marketplace

Loading Chart...

Release Notes

2.0

2019-05-10

#b1d452c284a52ed

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


Other Alphas by the Same Author