DS Liquid ETF Market Neutral ML
Asset Classes: Equity
Price: $1,500/mo
Exclusive: $10,000/mo
License
Status Running
Live Sharpe Ratio -4.12
Days Live 74
Uniqueness 42%
Frequency 14/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.4
Live Insights 899
Deploy Lean ID 5937
Status Running
Deploy ID A-c4b5311b57a1c3151e0342c7c952e0b8
Last Time Seen 2019-09-15 07:39:27
Launched 2019-07-12 01:02:27
Machine Name ALPHAHOST12-QUANTCONNECT-COM-60bb6252-a189

Alpha Correlations with the Marketplace

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Release Notes

1.0.4

2019-06-28

#ab5cff913fffa76

Adding additional logging when the symbol history part of the code fails. Been seeing rebalance start and not end live.

1.0.3

2019-06-13

#a03bf1b7d63874a

Fixing some issues w. network configuration.

1.0.2

2019-06-13

#33759af142e17a5

Changes to the underlying model.

1.0.1

2019-06-13

#b67afe33ce5715a

Removing the training code from the init path to help with live deploy. Incremental retrain out of onData. Removed needless logging.

1.0

2019-06-06

#bbb5bbb97d84e5e  (stopped)

First Release


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