wf_02_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.02338326618110441,0.01637937315378467,1.427604460900959,0.1567195070295517,0.025068892372336116,0.15539036264920886,99 portfolio_equal,All,ETH,-0.002796635538826534,0.011855920595774318,-0.23588514415517509,0.8140349854476072,0.025068892372336116,-0.035019912040171214,99 portfolio_equal,All,funding_btc,-0.0006085402014263039,0.043074001127186436,-0.014127784405944583,0.9887579761329406,0.025068892372336116,-0.06019150759331614,99 portfolio_equal,All,funding_eth,-0.0018677667496149427,0.015617896235886657,-0.11959144313708563,0.9050620232179505,0.025068892372336116,-0.00978163555332071,99 portfolio_minvar,All,BTC,0.02338326618110441,0.01637937315378467,1.427604460900959,0.1567195070295517,0.025068892372336116,0.15539036264920886,99 portfolio_minvar,All,ETH,-0.002796635538826534,0.011855920595774318,-0.23588514415517509,0.8140349854476072,0.025068892372336116,-0.035019912040171214,99 portfolio_minvar,All,funding_btc,-0.0006085402014263039,0.043074001127186436,-0.014127784405944583,0.9887579761329406,0.025068892372336116,-0.06019150759331614,99 portfolio_minvar,All,funding_eth,-0.0018677667496149427,0.015617896235886657,-0.11959144313708563,0.9050620232179505,0.025068892372336116,-0.00978163555332071,99 portfolio_tangency,All,BTC,0.02338326618110441,0.01637937315378467,1.427604460900959,0.1567195070295517,0.025068892372336116,0.15539036264920886,99 portfolio_tangency,All,ETH,-0.002796635538826534,0.011855920595774318,-0.23588514415517509,0.8140349854476072,0.025068892372336116,-0.035019912040171214,99 portfolio_tangency,All,funding_btc,-0.0006085402014263039,0.043074001127186436,-0.014127784405944583,0.9887579761329406,0.025068892372336116,-0.06019150759331614,99 portfolio_tangency,All,funding_eth,-0.0018677667496149427,0.015617896235886657,-0.11959144313708563,0.9050620232179505,0.025068892372336116,-0.00978163555332071,99 portfolio_cvx,All,BTC,0.02338326618110441,0.01637937315378467,1.427604460900959,0.1567195070295517,0.025068892372336116,0.15539036264920886,99 portfolio_cvx,All,ETH,-0.002796635538826534,0.011855920595774318,-0.23588514415517509,0.8140349854476072,0.025068892372336116,-0.035019912040171214,99 portfolio_cvx,All,funding_btc,-0.0006085402014263039,0.043074001127186436,-0.014127784405944583,0.9887579761329406,0.025068892372336116,-0.06019150759331614,99 portfolio_cvx,All,funding_eth,-0.0018677667496149427,0.015617896235886657,-0.11959144313708563,0.9050620232179505,0.025068892372336116,-0.00978163555332071,99 Strategy,All,BTC,0.02338326618110441,0.01637937315378467,1.427604460900959,0.1567195070295517,0.025068892372336116,0.15539036264920886,99 Strategy,All,ETH,-0.002796635538826534,0.011855920595774318,-0.23588514415517509,0.8140349854476072,0.025068892372336116,-0.035019912040171214,99 Strategy,All,funding_btc,-0.0006085402014263039,0.043074001127186436,-0.014127784405944583,0.9887579761329406,0.025068892372336116,-0.06019150759331614,99 Strategy,All,funding_eth,-0.0018677667496149427,0.015617896235886657,-0.11959144313708563,0.9050620232179505,0.025068892372336116,-0.00978163555332071,99