SPY TLT Regime Switching Algorithm
Asset Classes: Equity
Price: $1,500.00/mo
Exclusive: $3,000.00/mo
License
Status Running
Live Sharpe Ratio -0.73
Days Live 290
Uniqueness 44%
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 396
Deploy Lean ID 6864
Status Running
Deploy ID A-38087fb6e815e1377805329a637710fc
Last Time Seen 2020-02-29 10:33:40
Launched 2019-12-05 22:27:16
Machine Name ALPHAHOST14-QUANTCONNECT-COM-5cd93798-16f2

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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