SPY TLT Regime Switching Algorithm
Asset Classes: Equity
Price: $1,500/mo
Exclusive: $3,000/mo
License
Status Running
Live Sharpe Ratio 0.73
Days Live 189
Uniqueness 85%
Frequency 1/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.2
Live Insights 264
Deploy Lean ID 6586
Status Running
Deploy ID A-1ab30f1773d58dc70119aff3e866de2f
Last Time Seen 2019-11-21 00:47:32
Launched 2019-10-24 17:45:40
Machine Name ALPHAHOST11-QUANTCONNECT-COM-c8372240-f684

Alpha Correlations with the Marketplace

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Release Notes

1.0.2

2019-05-15

#0cf6ab8427517bd

Moved EmitInsights before SetHoldings

1.0.1

2019-03-04

#e27b538ced15fc3

Fixed key error that was causing backtest to fail at very end.

1.0

2019-02-13

#7c2623544546f06

First Release


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