|
Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
| Status | Running |
| Live Sharpe Ratio | 8.67 |
| Days Live | 366 |
| Uniqueness | 53% |
| Frequency | 7/day |
| Accuracy |
|
Status
Running
Live Sharpe Ratio
8.67
Days Live
366
Uniqueness
53%
Frequency
7/day
Accuracy
Alpha Equity
Loading Chart...
Key Performance Metrics
|
DYNAMIC TIME WRAP |
| 19.32% |
|
RETURN CORRELATION |
| 55.39% |
|
ASSETS TRADED |
| 404 |
|
MARKET |
| Equity |
|
PROBABILISTIC SHARPE RATIO |
| 98.95% |
Alpha Score
Loading Chart...
Alpha Live Server Data
| Alpha Version | 1.0 |
| Live Insights | 2.3k |
| Deploy Lean ID | 9641 |
| Status | Running |
| Deploy ID | A-ce33ff7119ffef24b19095e41d6a3ffb |
| Last Time Seen | 2020-11-01 01:06:54 |
| Launched | 2020-10-26 13:34:23 |
| Machine Name | ALPHA-116-ce33ff7119ffef24b19095e41d6a3ffb |
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
