step6_7_factor_results.json

{ "single_factor_btc": { "alpha_daily": 0.003942977805243481, "alpha_ann": 1.2065512084045051, "alpha_tstat": 6.4273989321901075, "beta_btc": 0.0283894517637179, "beta_btc_tstat": 1.06924016226286, "r_squared": 0.0020745418374824576, "pct_idio": 99.79254581625176 }, "crypto_3factor": { "alpha_daily": 0.004079883007695257, "alpha_ann": 1.2484442003547487, "alpha_tstat": 6.446615597266723, "beta_btc": 0.030922972893705023, "beta_ethbtc": -0.05159976507164671, "beta_btcmom": -0.0039419085341771635, "r_squared": 0.0064183595683210415, "pct_idio": 99.35816404316789 }, "two_factor_btc_eth": { "alpha_daily": 0.003943837703270631, "alpha_ann": 1.206814337200813, "alpha_tstat": 6.432387300478135, "r_squared": 0.005524740483894619, "pct_idio": 99.44752595161054 } }