|
Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
| Status | Running |
| Live Sharpe Ratio | 1.85 |
| Days Live | 377 |
| Uniqueness | 56% |
| Frequency | - |
| Accuracy |
|
Alpha Equity
Key Performance Metrics
|
DYNAMIC TIME WRAP |
| 13.98% |
|
RETURN CORRELATION |
| 53.61% |
|
ASSETS TRADED |
| 235 |
|
MARKET |
| Equity |
|
PROBABILISTIC SHARPE RATIO |
| 59.47% |
Alpha Score
Alpha Live Server Data
| Alpha Version | 7.0 |
| Live Insights | 504 |
| Deploy Lean ID | 9241 |
| Status | Running |
| Deploy ID | A-506c400aed28a2cf5e21d2ac7bc66617 |
| Last Time Seen | 2020-10-30 01:23:29 |
| 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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