|
Price: $100.00/mo
Exclusive: $250.00/mo
|
License |
| Status | Running |
| Live Sharpe Ratio | 4.97 |
| Days Live | 443 |
| Uniqueness | 37% |
| Frequency | 6/day |
| Accuracy |
|
Status
Running
Live Sharpe Ratio
4.97
Days Live
443
Uniqueness
37%
Frequency
6/day
Accuracy
Alpha Equity
Loading Chart...
Key Performance Metrics
|
DYNAMIC TIME WRAP |
| 18.54% |
|
RETURN CORRELATION |
| 56.25% |
|
ASSETS TRADED |
| 441 |
|
MARKET |
| Equity |
|
PROBABILISTIC SHARPE RATIO |
| 91.10% |
Alpha Score
Loading Chart...
Alpha Live Server Data
| Alpha Version | 1.0 |
| Live Insights | 2.8k |
| Deploy Lean ID | 9877 |
| Status | Running |
| Deploy ID | A-f25189d24fc5aa438e25a5a17403103f |
| Last Time Seen | 2021-01-16 08:15:18 |
| Launched | 2020-11-27 14:34:35 |
| Machine Name | ALPHA-116-f25189d24fc5aa438e25a5a17403103f |
Alpha Correlations with the Marketplace
Loading Chart...
Release Notes
|
1.0 2019-10-30 |
First Release |
Other Alphas by the Same Author
QuantConnect™ 2021. All Rights Reserved
