Treasuries Universe
Asset Classes: Equity
Price: $1,000.00/mo
Exclusive: $10,000.00/mo
License
Status Running
Live Sharpe Ratio -0.50
Days Live 282
Uniqueness 58%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
24.17%
RETURN CORRELATION
69.82%
ASSETS TRADED
2
MARKET
Equity
PROBABILISTIC SHARPE RATIO
16.24%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.0.3
Live Insights 348
Deploy Lean ID 7894
Status Running
Deploy ID A-572157d9445182c43cb1fce4fb50dd67
Last Time Seen 2020-07-14 23:43:19
Launched 2020-04-28 12:10:03
Machine Name ALPHAHOST11-QUANTCONNECT-COM-df06030a-893d

Alpha Correlations with the Marketplace

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Release Notes

1.0.3

2019-10-31

#fdd69dab48b5908

Used emit insights weight method

1.0.2

2019-10-30

#8039748218db8fa

Changed brokerage model to alphastream

1.0.1

2019-10-29

#e80a2f6fcb74a1f

Changed scheduled on set time to before market close to avoid any runtime errors. Thanks for the suggestion on this. I have left the brokerage model as IB for now, can resubmit this whenever with the alpha streams brokerage. Thanks.

1.0

2019-10-29

#e84a0dcc10857e5

First Release


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