I'm wondering how funds decide what alphas to rent/subscribe to? My live Sharpe Ratio is decent (top ten last week, horray); I was wondering what other factors besides sharpe ratios funds are typically using to screen for alphas. (Products traded? Absolute gain? Execution method? Risk management method?) I was just hoping for a little more transparency as to how funds are allowed to screen alphas so I can better construct my alphas in a way which is attractive to funds!

Also, approximately how many alphas are currently being rented/subscribed to by funds?

I would like to upgrade to higher subscription tiers / the premium services on Quantconnect, but will not be able to justify this action until my alphas begin to produce revenues that I can swing back into QuantConnect.  

Best wishes and thanks for the transparency,

Josh

Author

Josh M

February 2020