VOL1 Kapiti
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -0.24
Days Live 288
Uniqueness 69%
Frequency 1/day
Accuracy

Alpha Equity

Loading Chart...

Key Performance Metrics

DYNAMIC TIME WRAP
27.02%
RETURN CORRELATION
58.39%
ASSETS TRADED
10
MARKET
Equity
PROBABILISTIC SHARPE RATIO
15.89%

Alpha Score

Loading Chart...

Alpha Live Server Data

Alpha Version 1.1
Live Insights 487
Deploy Lean ID 7846
Status Running
Deploy ID A-c8d178e38ae89c68ec21eb961f4b82ae
Last Time Seen 2020-08-08 09:53:58
Launched 2020-04-28 22:18:11
Machine Name ALPHAHOST16-QUANTCONNECT-COM-f3910f06-8995

Alpha Correlations with the Marketplace

Loading Chart...

Release Notes

1.1

2019-10-23

#3d9eadd4a4487a7

Inserted brokerage model, full 5 year backtest

1.0

2019-10-21

#578304f494fb41f

First Release


Other Alphas by the Same Author