Fixed Income Deep Learning Model
Author: Chris Kramvis
Asset Classes: Equity
Price: $3,000/mo
Exclusive: $14,000/mo
License
Sharpe Ratio
0.19
Uniqueness
29%
Status Running
Days Live 64
Frequency 3/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 1.2.3
Live Insights 244
Deploy Lean ID 5661
Status Running
Deploy ID A-0c406f6b1c0fcbe6ebb47f2e4843bea4
Last Time Seen 2019-07-19 12:51:49
Launched 2019-05-16 21:00:38
Machine Name ALPHAHOST11-QUANTCONNECT-COM-52a9d7de-78ad

Alpha Correlations with the Marketplace

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Release Notes

1.2.3

2019-05-14

#4d45c117a78e605

Moved emit insights before set holdings.

1.2.2

2019-04-01

#bb88e103ad4a290

Changing code to emit the FLAT direction when the position changes.

1.2.1

2019-03-12

#cb20a2b2d47d125

Making the alpha more robust to data history issues so it should run in most cases if a day or two is missing.

1.2

2019-03-12

#34dbf8384cbd3dd

Adding some minor logging as the code didn't seem to get the data it needed in prod deployment. Backtests seem fine on this universe.

1.1

2019-03-10

#c2f5b6dd985ce88  (stopped)

Changing the way the group alpha emit is working. Was doing per symbol before now will do the group all at once.

1.0

2019-03-08

#ed4462e970ca169  (stopped)

First Release


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