Treasuries ORB
Asset Classes: Equity
Price: $100.00/mo
Exclusive: $250.00/mo
License
Status Running
Live Sharpe Ratio 0.52
Days Live 450
Uniqueness 81%
Frequency 6/day
Accuracy

Alpha Equity

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Key Performance Metrics

DYNAMIC TIME WRAP
6.15%
RETURN CORRELATION
34.19%
ASSETS TRADED
20
MARKET
Equity
PROBABILISTIC SHARPE RATIO
35.91%

Alpha Score

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Alpha Live Server Data

Alpha Version 2.1
Live Insights 3.1k
Deploy Lean ID 10201
Status Running
Deploy ID A-25e482aee48d9f1404f869acbfd7dba1
Last Time Seen 2021-01-20 17:02:48
Launched 2020-12-29 01:12:12
Machine Name ALPHA-114-25e482aee48d9f1404f869acbfd7dba1

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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