UK OCT-29-19 Volatility
Asset Classes: Equity
Price: $1,000/mo
Exclusive: $10,000/mo
License
Status Running
Live Sharpe Ratio 10.07
Days Live 16
Uniqueness 49%
Frequency 1/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.3
Live Insights 22
Deploy Lean ID 6602
Status Running
Deploy ID A-e7073a518ff71d759084fa674980810f
Last Time Seen 2019-11-16 21:36:51
Launched 2019-10-31 16:03:18
Machine Name ALPHAHOST14-QUANTCONNECT-COM-2ce6385a-fc7c

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