wf_02_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,-0.0379350290405482,0.05701559188891098,-0.6653448255778999,0.5084672636240393,0.061367533439428246,-0.055235598018484704,63 portfolio_equal,All,ETH,-0.03373720510057427,0.03965346113955433,-0.8508010178945365,0.398378783194542,0.061367533439428246,-0.05864595344951203,63 portfolio_equal,All,funding_btc,-0.03779384045259744,0.23725854613912872,-0.15929390560471143,0.8739907361773848,0.061367533439428246,0.11000673515409899,63 portfolio_equal,All,funding_eth,0.30627619032247194,0.18741180200104696,1.634241744928961,0.10762501043572088,0.061367533439428246,0.19758863080713243,63 portfolio_minvar,All,BTC,-0.0379350290405482,0.05701559188891098,-0.6653448255778999,0.5084672636240393,0.061367533439428246,-0.055235598018484704,63 portfolio_minvar,All,ETH,-0.03373720510057427,0.03965346113955433,-0.8508010178945365,0.398378783194542,0.061367533439428246,-0.05864595344951203,63 portfolio_minvar,All,funding_btc,-0.03779384045259744,0.23725854613912872,-0.15929390560471143,0.8739907361773848,0.061367533439428246,0.11000673515409899,63 portfolio_minvar,All,funding_eth,0.30627619032247194,0.18741180200104696,1.634241744928961,0.10762501043572088,0.061367533439428246,0.19758863080713243,63 portfolio_tangency,All,BTC,-0.0379350290405482,0.05701559188891098,-0.6653448255778999,0.5084672636240393,0.061367533439428246,-0.055235598018484704,63 portfolio_tangency,All,ETH,-0.03373720510057427,0.03965346113955433,-0.8508010178945365,0.398378783194542,0.061367533439428246,-0.05864595344951203,63 portfolio_tangency,All,funding_btc,-0.03779384045259744,0.23725854613912872,-0.15929390560471143,0.8739907361773848,0.061367533439428246,0.11000673515409899,63 portfolio_tangency,All,funding_eth,0.30627619032247194,0.18741180200104696,1.634241744928961,0.10762501043572088,0.061367533439428246,0.19758863080713243,63 portfolio_cvx,All,BTC,-0.0379350290405482,0.05701559188891098,-0.6653448255778999,0.5084672636240393,0.061367533439428246,-0.055235598018484704,63 portfolio_cvx,All,ETH,-0.03373720510057427,0.03965346113955433,-0.8508010178945365,0.398378783194542,0.061367533439428246,-0.05864595344951203,63 portfolio_cvx,All,funding_btc,-0.03779384045259744,0.23725854613912872,-0.15929390560471143,0.8739907361773848,0.061367533439428246,0.11000673515409899,63 portfolio_cvx,All,funding_eth,0.30627619032247194,0.18741180200104696,1.634241744928961,0.10762501043572088,0.061367533439428246,0.19758863080713243,63 Strategy,All,BTC,-0.0379350290405482,0.05701559188891098,-0.6653448255778999,0.5084672636240393,0.061367533439428246,-0.055235598018484704,63 Strategy,All,ETH,-0.03373720510057427,0.03965346113955433,-0.8508010178945365,0.398378783194542,0.061367533439428246,-0.05864595344951203,63 Strategy,All,funding_btc,-0.03779384045259744,0.23725854613912872,-0.15929390560471143,0.8739907361773848,0.061367533439428246,0.11000673515409899,63 Strategy,All,funding_eth,0.30627619032247194,0.18741180200104696,1.634241744928961,0.10762501043572088,0.061367533439428246,0.19758863080713243,63