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,-0.002059281225128046,0.0029339748834161707,-0.7018741833025932,0.48692541988291693,0.1251281789778662,0.04682698556415591,44 portfolio_minvar,All,ETH,-0.002862292114319788,0.0013163969443269335,-2.174338163465779,0.035809947533074746,0.1251281789778662,-0.3353090522273237,44 portfolio_minvar,All,funding_btc,0.0027850248300576785,0.011593395249177987,0.24022512561668652,0.811413998659025,0.1251281789778662,-0.0718441361005289,44 portfolio_minvar,All,funding_eth,0.00047111360849405245,0.014172980844842076,0.03324026283895693,0.9736525337840521,0.1251281789778662,-0.13147616869825998,44 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,0.0003823751057131261,0.0031197406293815033,0.12256631276072875,0.9030799619665146,0.08696663717357833,0.1520773506964562,44 portfolio_cvx,All,ETH,-0.0020319933086329163,0.00139974512216295,-1.4516880798219802,0.15458588535203183,0.08696663717357833,-0.2926907597866865,44 portfolio_cvx,All,funding_btc,0.000964400788326078,0.012327435519566016,0.07823206917573311,0.9380434683179935,0.08696663717357833,-0.04115839133357375,44 portfolio_cvx,All,funding_eth,-0.0017202240876616247,0.015070348567407204,-0.11414627073603134,0.9097074676752674,0.08696663717357833,-0.16267926773360664,44 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
← q2_2025