Mind The Gap
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Stopped
Live Sharpe Ratio 0.00
Days Live 379
Uniqueness 0%
Frequency -
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
18.82%
RETURN CORRELATION
60.06%
ASSETS TRADED
245
MARKET
Equity
PROBABILISTIC SHARPE RATIO
0.00%

Alpha Score

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Alpha Live Server Data

Alpha Version 9.0
Live Insights 1.1k
Deploy Lean ID 7846
Status Stopped
Stopped Time 2020-08-18 22:06:40
Deploy ID A-88c0ba62ed7548e6f6feab567d653409
Last Time Seen 2020-07-14 23:43:20
Launched 2020-04-28 12:46:18
Machine Name

Alpha Correlations with the Marketplace

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Release Notes

9.0

2019-10-18

#53ebb471cde30a1  (stopped)

Added new Alpha Brokerage Model and modified Universe to sort stocks by Dollar Volume

8.0

2019-10-13

#738e0082c0a0020

Added alpha streams brokerage model

7.0

2019-10-09

#26b6d21f5440621

fixed issues with data affecting backtest results

6.0

2019-09-07

#6f2dd4eb2142f0f  (stopped)

Changed logic for gap selection

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  (stopped)

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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