Intelligent Asset Allocation
Author: LukeI
Asset Classes: Equity
Price: $10/mo
Exclusive: $500/mo
License
Sharpe Ratio
0.80
Uniqueness
40%
Status Running
Days Live 7
Frequency 1/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 7
Deploy Lean ID 5651
Status Running
Deploy ID A-4f4a1dfdb0a703130b40a7bc99ff5215
Last Time Seen 2019-05-20 17:10:25
Launched 2019-05-13 21:00:15
Machine Name ALPHAHOST11-QUANTCONNECT-COM-0c7db248-7584

Alpha Correlations with the Marketplace

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Release Notes

2.1

2019-05-09

#2245d48eeff680d

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

2.0.1

2019-01-04

#d990baf2c433923

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