Treasuries ORB
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -1.62
Days Live 256
Uniqueness 51%
Frequency 7/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
6.94%
RETURN CORRELATION
33.01%
ASSETS TRADED
20
MARKET
Equity
PROBABILISTIC SHARPE RATIO
1.11%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 1.7k
Deploy Lean ID 7846
Status Running
Deploy ID A-c9b38fed09dc80d54b0c6055d9860e3b
Last Time Seen 2020-07-10 17:26:13
Launched 2020-04-28 11:00:51
Machine Name ALPHAHOST13-QUANTCONNECT-COM-aa816aac-893d

Alpha Correlations with the Marketplace

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Release Notes

2.1

2019-10-26

#d2383388a3aba1a

Generating Flat Insights to indicate no trading

2.0

2019-10-25

#c09303ea871d02d

Enhanced risk management model

1.0

2019-10-24

#fd3f91679b2fc13

First Release


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