full_period

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,-0.002146371767920293,0.0029499840656392663,-0.7275875801909361,0.4712117662109989,0.1255805512625925,0.042607657670654574,44 portfolio_equal,All,ETH,-0.0028919077374333453,0.001323579841044549,-2.1849137073220275,0.034968467133418536,0.1255805512625925,-0.3344905230985314,44 portfolio_equal,All,funding_btc,0.0028499640002481027,0.011656654405954531,0.24449245049182078,0.8081312331052178,0.1255805512625925,-0.0724644291657405,44 portfolio_equal,All,funding_eth,0.0005492756278530839,0.014250315464941255,0.03854480479428096,0.9694499451541299,0.1255805512625925,-0.12938648152616242,44 portfolio_minvar,All,BTC,-0.002146371767920293,0.0029499840656392663,-0.7275875801909361,0.4712117662109989,0.1255805512625925,0.042607657670654574,44 portfolio_minvar,All,ETH,-0.0028919077374333453,0.001323579841044549,-2.1849137073220275,0.034968467133418536,0.1255805512625925,-0.3344905230985314,44 portfolio_minvar,All,funding_btc,0.0028499640002481027,0.011656654405954531,0.24449245049182078,0.8081312331052178,0.1255805512625925,-0.0724644291657405,44 portfolio_minvar,All,funding_eth,0.0005492756278530839,0.014250315464941255,0.03854480479428096,0.9694499451541299,0.1255805512625925,-0.12938648152616242,44 portfolio_tangency,All,BTC,0.0020682063547679203,0.0038409364226835163,0.538464094993518,0.5933169461065912,0.061250294881767586,0.18614543275548778,44 portfolio_tangency,All,ETH,-0.0014587170227775767,0.001723326603357772,-0.8464541892032401,0.40246354464867096,0.061250294881767586,-0.22430795374286433,44 portfolio_tangency,All,funding_btc,-0.0002926413529298039,0.015177189936706583,-0.019281655836831835,0.9847147285988219,0.061250294881767586,-0.018052081247313154,44 portfolio_tangency,All,funding_eth,-0.003233223897974112,0.01855418689936618,-0.1742584525805634,0.862563794312731,0.061250294881767586,-0.154659835191491,44 portfolio_cvx,All,BTC,0.0003823750911588239,0.0031197406248337314,0.12256630827417032,0.9030799654961079,0.08696663745296118,0.15207735025654182,44 portfolio_cvx,All,ETH,-0.002031993313582187,0.0013997451201224855,-1.4516880854740013,0.15458588378797491,0.08696663745296118,-0.2926907603441574,44 portfolio_cvx,All,funding_btc,0.0009644007991785107,0.012327435501595816,0.07823207017012311,0.9380434675321243,0.08696663745296118,-0.04115839155337726,44 portfolio_cvx,All,funding_eth,-0.0017202240745994293,0.015070348545438551,-0.11414627003567888,0.9097074682268007,0.08696663745296118,-0.16267926772910193,44 quantstrat,All,BTC,-0.006360949890608508,0.0049312766154153784,-1.2899195049663024,0.20467528367340068,0.10293980127227753,-0.09009820605944793,44 quantstrat,All,ETH,-0.004325098452089113,0.0022125334149436468,-1.9548172347938408,0.057799543056874035,0.10293980127227753,-0.23455679754886014,44 quantstrat,All,funding_btc,0.005992569353426008,0.019485592466617522,0.3075384730380872,0.7600699202360055,0.10293980127227753,-0.07406958735063117,44 quantstrat,All,funding_eth,0.00433177515368028,0.02382122948834601,0.18184515437372792,0.8566461253813051,0.10293980127227753,-0.039036029302254534,44 velox,All,BTC,0.0020682063547679203,0.0038409364226835163,0.538464094993518,0.5933169461065912,0.061250294881767586,0.18614543275548778,44 velox,All,ETH,-0.0014587170227775767,0.001723326603357772,-0.8464541892032401,0.40246354464867096,0.061250294881767586,-0.22430795374286433,44 velox,All,funding_btc,-0.0002926413529298039,0.015177189936706583,-0.019281655836831835,0.9847147285988219,0.061250294881767586,-0.018052081247313154,44 velox,All,funding_eth,-0.003233223897974112,0.01855418689936618,-0.1742584525805634,0.862563794312731,0.061250294881767586,-0.154659835191491,44