Fixed Income Model
Asset Classes: Equity
Price: $2,500.00/mo
Exclusive: $30,000.00/mo
License
Status Running
Live Sharpe Ratio 0.14
Days Live 183
Uniqueness 72%
Frequency 4/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
5.36%
RETURN CORRELATION
69.79%
ASSETS TRADED
17
MARKET
Equity
PROBABILISTIC SHARPE RATIO
29.13%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.4
Live Insights 420
Deploy Lean ID 7846
Status Running
Deploy ID A-b44d9550ee00617410240af270bb721b
Last Time Seen 2020-07-09 16:52:17
Launched 2020-04-28 09:32:53
Machine Name ALPHAHOST14-QUANTCONNECT-COM-9b664cae-893d

Alpha Correlations with the Marketplace

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Release Notes

1.5

2020-01-08

#4bcc72843df353b

Additional logging during prediction time to see if there are an price errors.

1.4

2020-01-08

#85ce74a50a0caf4

Changing to use Date based History and more resilient to any data error during training using forward and backward filling on prices received from history.

1.3

2020-01-02

#2dc3c0f9f05993f

Change in the ML model to reflect new best engine.

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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