Metals
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -1.51
Days Live 275
Uniqueness 63%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
4.49%
RETURN CORRELATION
67.38%
ASSETS TRADED
4
MARKET
Equity
PROBABILISTIC SHARPE RATIO
1.65%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.1
Live Insights 253
Deploy Lean ID 8771
Status Running
Deploy ID A-6b1d7b84d099a313c929bbc362544ee9
Last Time Seen 2020-07-14 23:43:24
Launched 2020-07-09 00:37:53
Machine Name ALPHAHOST11-QUANTCONNECT-COM-4902a2e2-c177

Alpha Correlations with the Marketplace

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Release Notes

1.1

2019-11-01

#d9f143a6addfe66

Added seasonality for commodity trading

1.0

2019-10-29

#2e2cf0ac58dfff5

First Release


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