Treasuries
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 0.16
Days Live 330
Uniqueness 84%
Frequency 1/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
4.36%
RETURN CORRELATION
74.80%
ASSETS TRADED
4
MARKET
Equity
PROBABILISTIC SHARPE RATIO
23.76%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.3
Live Insights 550
Deploy Lean ID 9241
Status Running
Deploy ID A-ce50aa915e30b5bf184de5bba43ac3f1
Last Time Seen 2020-09-23 06:15:30
Launched 2020-09-04 02:47:25
Machine Name ALPHA-117-ce50aa915e30b5bf184de5bba43ac3f1

Alpha Correlations with the Marketplace

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Release Notes

1.3

2019-10-26

#9ba12ab0f117309

Better cleaner code. Updated for the rules of the Alpha competion.

1.2

2019-10-24

#2341869b4d4d476  (stopped)

Some balance in volume and trades to be compatible with Alpha competition's rules.

1.1

2019-10-22

#2b7c41fcda37d73

Better compatibility with Insights logic and smoother repartition of trades.

1.0

2019-10-20

#95b7e7ac934ce30

First Release


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