wf_01_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.01059386522045326,0.023277364197274313,0.45511446788695087,0.6507259815430048,0.009252211047988346,0.08472930467714969,63 portfolio_equal,All,ETH,0.0042686289104872325,0.017244098801516557,0.2475414319774033,0.8053634549503852,0.009252211047988346,0.020141174871736233,63 portfolio_equal,All,funding_btc,-0.01674806128298144,0.05219836365439075,-0.3208541438936975,0.7494741820962749,0.009252211047988346,-0.059125302671442045,63 portfolio_equal,All,funding_eth,0.0007794215342961533,0.017771732394727846,0.043857375127220356,0.9651687368132762,0.009252211047988346,0.0035538432052150855,63 portfolio_minvar,All,BTC,0.01059386522045326,0.023277364197274313,0.45511446788695087,0.6507259815430048,0.009252211047988346,0.08472930467714969,63 portfolio_minvar,All,ETH,0.0042686289104872325,0.017244098801516557,0.2475414319774033,0.8053634549503852,0.009252211047988346,0.020141174871736233,63 portfolio_minvar,All,funding_btc,-0.01674806128298144,0.05219836365439075,-0.3208541438936975,0.7494741820962749,0.009252211047988346,-0.059125302671442045,63 portfolio_minvar,All,funding_eth,0.0007794215342961533,0.017771732394727846,0.043857375127220356,0.9651687368132762,0.009252211047988346,0.0035538432052150855,63 portfolio_tangency,All,BTC,0.01059386522045326,0.023277364197274313,0.45511446788695087,0.6507259815430048,0.009252211047988346,0.08472930467714969,63 portfolio_tangency,All,ETH,0.0042686289104872325,0.017244098801516557,0.2475414319774033,0.8053634549503852,0.009252211047988346,0.020141174871736233,63 portfolio_tangency,All,funding_btc,-0.01674806128298144,0.05219836365439075,-0.3208541438936975,0.7494741820962749,0.009252211047988346,-0.059125302671442045,63 portfolio_tangency,All,funding_eth,0.0007794215342961533,0.017771732394727846,0.043857375127220356,0.9651687368132762,0.009252211047988346,0.0035538432052150855,63 portfolio_cvx,All,BTC,0.01059386522045326,0.023277364197274313,0.45511446788695087,0.6507259815430048,0.009252211047988346,0.08472930467714969,63 portfolio_cvx,All,ETH,0.0042686289104872325,0.017244098801516557,0.2475414319774033,0.8053634549503852,0.009252211047988346,0.020141174871736233,63 portfolio_cvx,All,funding_btc,-0.01674806128298144,0.05219836365439075,-0.3208541438936975,0.7494741820962749,0.009252211047988346,-0.059125302671442045,63 portfolio_cvx,All,funding_eth,0.0007794215342961533,0.017771732394727846,0.043857375127220356,0.9651687368132762,0.009252211047988346,0.0035538432052150855,63 Strategy,All,BTC,0.01059386522045326,0.023277364197274313,0.45511446788695087,0.6507259815430048,0.009252211047988346,0.08472930467714969,63 Strategy,All,ETH,0.0042686289104872325,0.017244098801516557,0.2475414319774033,0.8053634549503852,0.009252211047988346,0.020141174871736233,63 Strategy,All,funding_btc,-0.01674806128298144,0.05219836365439075,-0.3208541438936975,0.7494741820962749,0.009252211047988346,-0.059125302671442045,63 Strategy,All,funding_eth,0.0007794215342961533,0.017771732394727846,0.043857375127220356,0.9651687368132762,0.009252211047988346,0.0035538432052150855,63