Long Biased Mean Reversion
Author: Chris Kramvis
Asset Classes: Equity
Price: $1,000/mo
Exclusive: $1,982/mo
License
Status Running
Live Sharpe Ratio -0.82
Days Live 101
Uniqueness 65%
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 94
Deploy Lean ID 6197
Status Running
Deploy ID A-b9a26647acaac06a86df95ce22e91d91
Last Time Seen 2019-08-24 11:24:30
Launched 2019-08-16 15:58:01
Machine Name ALPHAHOST12-QUANTCONNECT-COM-f57bebd0-bf6d

Alpha Correlations with the Marketplace

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Release Notes

1.0.2

2019-05-15

#38ea169f34d1f7f

Moved EmitInsights before SetHoldings.

1.0.1

2019-02-14

#57a852c665c3bc3  (stopped)

Added Insight Direction.Down for shorts

1.0

2019-02-13

#8f78eceae4446ad

First Release


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