Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
Status | Running |
Live Sharpe Ratio | 0.51 |
Days Live | 463 |
Uniqueness | 87% |
Frequency | 2/day |
Accuracy |
|
Alpha Equity
Key Performance Metrics
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DYNAMIC TIME WRAP |
13.03% |
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RETURN CORRELATION |
52.42% |
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ASSETS TRADED |
260 |
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MARKET |
Equity |
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PROBABILISTIC SHARPE RATIO |
35.45% |
Alpha Score
Alpha Live Server Data
Alpha Version | 7.0 |
Live Insights | 583 |
Deploy Lean ID | 9241 |
Status | Running |
Deploy ID | A-506c400aed28a2cf5e21d2ac7bc66617 |
Last Time Seen | 2021-01-24 08:34:00 |
Launched | 2020-09-04 03:01:19 |
Machine Name | ALPHA-114-506c400aed28a2cf5e21d2ac7bc66617 |
Alpha Correlations with the Marketplace
Release Notes
7.0 2019-10-18 |
Modified Universe to sort by DollarVolume |
6.0 2019-10-13 |
#f7d23d15aeb86ca Added new alpha streams brokerage model |
5.0 2019-10-09 |
#d169c0b4178cb26 Fixed issues with data affecting backtest results + wider range of stocks are being considered now in the universe |
4.0 2019-09-07 |
#efa150fe28c6441 Changed logic for breakouts and modified risk management module |
3.0 2019-07-09 |
Redefined stock picking criteria |
2.0 2019-07-08 |
#ff72d6b8a5ae5be Redefined the stock picking criteria and added risk management |
1.0 2019-06-01 |
First Release |
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