UK OCT-29-19 Volatility
Asset Classes: Equity
Price: $1,000.00/mo
Exclusive: $10,000.00/mo
License
Status Running
Live Sharpe Ratio 0.82
Days Live 280
Uniqueness 41%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
33.09%
RETURN CORRELATION
38.74%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
35.28%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.3
Live Insights 350
Deploy Lean ID 7822
Status Running
Deploy ID A-ee89026d0d2bb67603da35426a05010e
Last Time Seen 2020-07-14 23:43:17
Launched 2020-04-28 20:50:33
Machine Name

Alpha Correlations with the Marketplace

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Release Notes

1.0.3

2019-10-31

#01d319edbb9f797

Used Emit Insights weights method.

1.0.2

2019-10-29

#7c88e33dc102e10

Changed Brokerage model to AS and changed schedule on to be before market close.

1.0.1

2019-10-29

#b8b29cc56cb49bc

Changed emission of down insight to flat. Extended BT to full 5 years, with start date of 10/28/14.

1.0

2019-10-29

#d4beb2ed428d39b

First Release