|
Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
| Status | Running |
| Live Sharpe Ratio | 6.11 |
| Days Live | 280 |
| Uniqueness | 43% |
| Frequency | 7/day |
| Accuracy |
|
Status
Running
Live Sharpe Ratio
6.11
Days Live
280
Uniqueness
43%
Frequency
7/day
Accuracy
Alpha Equity
Loading Chart...
Key Performance Metrics
 |
DYNAMIC TIME WRAP |
| 24.22% |
 |
RETURN CORRELATION |
| 58.09% |
 |
ASSETS TRADED |
| 385 |
 |
MARKET |
| Equity |
 |
PROBABILISTIC SHARPE RATIO |
| 85.12% |
Alpha Score
Loading Chart...
Alpha Live Server Data
| Alpha Version | 1.0 |
| Live Insights | 1.8k |
| Deploy Lean ID | 7846 |
| Status | Running |
| Deploy ID | A-3bbdadb27f70182d1dafe134923ae0b1 |
| Last Time Seen | 2020-08-06 19:05:46 |
| Launched | 2020-04-28 13:08:11 |
| Machine Name |
Alpha Correlations with the Marketplace
Loading Chart...
Release Notes
|
1.0 2019-10-30 |
First Release |
Other Alphas by the Same Author
QuantConnect™ 2020. All Rights Reserved
