SPY TLT Regime Switching Algorithm
Author: Chris Kramvis
Asset Classes: Equity
Price: $1,500/mo
Exclusive: $3,000/mo
License
Sharpe Ratio
0.34
Uniqueness
30%
Status Running
Days Live 63
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 80
Deploy Lean ID 5661
Status Running
Deploy ID A-ecd31a249775e1c0ce9509fda4af3928
Last Time Seen 2019-07-17 22:28:28
Launched 2019-05-15 20:48:25
Machine Name ALPHAHOST11-QUANTCONNECT-COM-452dc5c2-771b

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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