Mind The Gap
Author: Emilio Freire
Asset Classes: Equity
Price: $3,000/mo
Exclusive: $10,000/mo
License
Sharpe Ratio
-3.04
Uniqueness
53%
Status Running
Days Live 41
Frequency 11/day
Accuracy

Alpha Equity

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Alpha Score

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Alpha Live Server Data

Alpha Version 4.0
Live Insights 431
Deploy Lean ID 6197
Status Running
Deploy ID A-9fbb8d1fc60a1e13fa1a51b0416aeeef
Last Time Seen 2019-08-19 16:09:30
Launched 2019-08-16 15:57:30
Machine Name ALPHAHOST12-QUANTCONNECT-COM-ec97d970-bf6d

Alpha Correlations with the Marketplace

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Release Notes

5.2

2019-08-16

#b4180c7356d89b0

Empty dictionaries in risk model to free up memory

5.1

2019-08-16

#72084f0e8da7356

Removing securities from minute data subscription when not needed + freeing up memory in order to speed up algorithm performance

5.0

2019-08-16

#e9121f049760028

Reduced the number of daily insights and added risk management model

4.0

2019-07-09

#4706e1c4b3c7cb0

Improved stock picking criteria to avoid noisy signals

3.0

2019-07-07

#79bd611631043cc

Improved the stock picking criteria

2.0

2019-07-07

#9d98c7abfbef445

Modified the definition of a Gap to avoid selecting stocks with "technical" gaps

1.0

2019-06-01

#fa1c811b183bbfa  (stopped)

First Release


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