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Alpha Source Model

Is there any known way to access the alpha "source model" or rather the name of the alpha generating the insight?  I am mostly thinking ahead of my project, but I don't see any real means to really make an algorithm trade multiple strategies without knowing which alpha is generating the signal.

Say we want to separate out our signals to trade a straddle based on an alpha and a long equity position on another and so on.  To trade multiple strategie, I believe the portfolio construction model needs to know the source of the alpha to properly build out something that dynamically creates positions with alphas that are not comparible or across asset classes where traditional allocation models break down.  The information is clearly accessed by the algorithm somewhere as it is shown in the insights tab of the results; but where does it reside?  It would be nice if this was a property of the insight itself for easy and clear access. 

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Hi DanRock ,

The Insight object has the SourceModel member that is used to identify the alpha model that originated it.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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