Normally Abnormal
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -0.94
Days Live 364
Uniqueness 59%
Frequency 1/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
34.07%
RETURN CORRELATION
37.44%
ASSETS TRADED
326
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.45%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 619
Deploy Lean ID 9241
Status Running
Deploy ID A-387adca0da3de9d1611e3d04a704ea62
Last Time Seen 2020-10-20 14:09:22
Launched 2020-09-12 01:32:33
Machine Name ALPHA-112-387adca0da3de9d1611e3d04a704ea62

Alpha Correlations with the Marketplace

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Release Notes

2.1

2019-10-22

#2a004aeefcd6533

Small changed to one of the formulas

2.0

2019-10-18

#951878fb671272e  (stopped)

Modified Universe to sort by DollarVolume

1.0

2019-09-24

#55d2cae563a0f63

First Release


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