SPY TLT Regime Switching Algorithm
Asset Classes: Equity
Price: $1,500/mo
Exclusive: $3,000/mo
License
Status Running
Live Sharpe Ratio 1.17
Days Live 224
Uniqueness 58%
Frequency 1/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.1
Live Insights 312
Deploy Lean ID 5645
Status Running
Deploy ID A-57251838270540196477c8bd9196a30c
Last Time Seen 2019-10-14 12:56:46
Launched 2019-05-08 00:33:09
Machine Name ALPHAHOST11-QUANTCONNECT-COM-0f1f8ce4-7127

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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