Intraday Momentum
Asset Classes: Crypto
Price: $2,500.00/mo
Exclusive: $5,000.00/mo
License
Status Running
Live Sharpe Ratio 2.67
Days Live 454
Uniqueness 66%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
5.74%
RETURN CORRELATION
90.61%
ASSETS TRADED
1
MARKET
Crypto
PROBABILISTIC SHARPE RATIO
67.03%

Alpha Score

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Alpha Live Server Data

Alpha Version 4.0
Live Insights 757
Deploy Lean ID 7846
Status Running
Deploy ID A-a99cdcbfac8690d593be61555fc4e548
Last Time Seen 2020-07-14 23:43:45
Launched 2020-04-28 10:18:43
Machine Name ALPHAHOST11-QUANTCONNECT-COM-a2c2764e-893d

Alpha Correlations with the Marketplace

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Release Notes

4.0

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


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