wf_01_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.041049244908421934,0.02241513845777513,1.831317927647384,0.07667917885650549,0.12216700835640959,0.33823855104370226,36 portfolio_equal,All,ETH,-0.007728129049485258,0.016012355861806042,-0.4826353546088126,0.6327454551273544,0.12216700835640959,-0.15450012262509144,36 portfolio_equal,All,funding_btc,0.005606816481200989,0.15071266792955598,0.03720202527249832,0.9705624623527036,0.12216700835640959,-0.09507489327065297,36 portfolio_equal,All,funding_eth,-0.005451086065131033,0.08737956343041019,-0.06238399290553018,0.9506575433260553,0.12216700835640959,-0.09353342432101658,36 portfolio_minvar,All,BTC,0.041049244908421934,0.02241513845777513,1.831317927647384,0.07667917885650549,0.12216700835640959,0.33823855104370226,36 portfolio_minvar,All,ETH,-0.007728129049485258,0.016012355861806042,-0.4826353546088126,0.6327454551273544,0.12216700835640959,-0.15450012262509144,36 portfolio_minvar,All,funding_btc,0.005606816481200989,0.15071266792955598,0.03720202527249832,0.9705624623527036,0.12216700835640959,-0.09507489327065297,36 portfolio_minvar,All,funding_eth,-0.005451086065131033,0.08737956343041019,-0.06238399290553018,0.9506575433260553,0.12216700835640959,-0.09353342432101658,36 portfolio_tangency,All,BTC,0.041049244908421934,0.02241513845777513,1.831317927647384,0.07667917885650549,0.12216700835640959,0.33823855104370226,36 portfolio_tangency,All,ETH,-0.007728129049485258,0.016012355861806042,-0.4826353546088126,0.6327454551273544,0.12216700835640959,-0.15450012262509144,36 portfolio_tangency,All,funding_btc,0.005606816481200989,0.15071266792955598,0.03720202527249832,0.9705624623527036,0.12216700835640959,-0.09507489327065297,36 portfolio_tangency,All,funding_eth,-0.005451086065131033,0.08737956343041019,-0.06238399290553018,0.9506575433260553,0.12216700835640959,-0.09353342432101658,36 portfolio_cvx,All,BTC,0.041049244908421934,0.02241513845777513,1.831317927647384,0.07667917885650549,0.12216700835640959,0.33823855104370226,36 portfolio_cvx,All,ETH,-0.007728129049485258,0.016012355861806042,-0.4826353546088126,0.6327454551273544,0.12216700835640959,-0.15450012262509144,36 portfolio_cvx,All,funding_btc,0.005606816481200989,0.15071266792955598,0.03720202527249832,0.9705624623527036,0.12216700835640959,-0.09507489327065297,36 portfolio_cvx,All,funding_eth,-0.005451086065131033,0.08737956343041019,-0.06238399290553018,0.9506575433260553,0.12216700835640959,-0.09353342432101658,36 Strategy,All,BTC,0.041049244908421934,0.02241513845777513,1.831317927647384,0.07667917885650549,0.12216700835640959,0.33823855104370226,36 Strategy,All,ETH,-0.007728129049485258,0.016012355861806042,-0.4826353546088126,0.6327454551273544,0.12216700835640959,-0.15450012262509144,36 Strategy,All,funding_btc,0.005606816481200989,0.15071266792955598,0.03720202527249832,0.9705624623527036,0.12216700835640959,-0.09507489327065297,36 Strategy,All,funding_eth,-0.005451086065131033,0.08737956343041019,-0.06238399290553018,0.9506575433260553,0.12216700835640959,-0.09353342432101658,36