Intelligent Asset Allocation
Asset Classes: Equity
Price: $10.00/mo
Exclusive: $500.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 381
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
5.87%
RETURN CORRELATION
67.80%
ASSETS TRADED
10
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 89
Deploy Lean ID 6586
Status Stopped
Stopped Time 2020-03-30 13:53:15
Deploy ID A-4381f46b833d80e295439dd51a0d4fd3
Last Time Seen 2020-03-30 13:51:49
Launched 2020-03-30 13:48:41
Machine Name ALPHAHOST15-QUANTCONNECT-COM-1894a7b6-728c

Alpha Correlations with the Marketplace

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Release Notes

2.1

2019-05-09

#2245d48eeff680d  (stopped)

Removed one of the alpha strategies that had less robust returns and was more volatile.

2.0.1

2019-01-04

#d990baf2c433923  (stopped)

Added checks for lack of data to prevent division by 0.

2.0

2018-09-14

#4babf22494b9dbf

Added the last two alphas to the strategy, Mean Reversion and Market Breadth to compliment the Momentum alpha. These three together make up the majority of the original strategy that I've been running live off and on for almost a year now, with some tweaks.

1.0

2018-09-07

#c3d0f6947b1abfa

First Release