Market Neutral Intraday Machine Learning
Asset Classes: Equity
Price: $1,000.00/mo
Exclusive: $5,000.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 609
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
2.90%
RETURN CORRELATION
24.03%
ASSETS TRADED
21
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 1.1
Live Insights 732
Deploy Lean ID 5645
Status Stopped
Stopped Time 2020-03-28 02:46:44
Deploy ID A-aa012d2584c567e1f38b61dd6554a03e
Last Time Seen 2019-10-07 13:38:30
Launched 2019-05-08 00:23:46
Machine Name ALPHAHOST11-QUANTCONNECT-COM-04ef0f9c-7127

Alpha Correlations with the Marketplace

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Release Notes

1.1.1

2019-05-24

#640fcd125405bbf  (stopped)

Moved EmitInsights before SetHoldings.

1.1

2019-02-15

#4011751a28f8bca  (stopped)

Removed debug statements.....updated ml model

1.0

2019-02-14

#f5a197a79cd3d29

First Release


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