Treasuries ORB
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio -0.54
Days Live 337
Uniqueness 79%
Frequency 5/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
5.94%
RETURN CORRELATION
37.55%
ASSETS TRADED
20
MARKET
Equity
PROBABILISTIC SHARPE RATIO
10.41%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 2.4k
Deploy Lean ID 9241
Status Running
Deploy ID A-6be47d812628d9d9b4a633a57d8ca1da
Last Time Seen 2020-09-29 11:42:23
Launched 2020-09-04 02:56:05
Machine Name ALPHA-117-6be47d812628d9d9b4a633a57d8ca1da

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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