wf_03_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.018269673184085136,0.018288610098789772,0.9989645514556686,0.3193490293582997,0.008905468974515163,0.07930601792691484,162 portfolio_equal,All,ETH,-0.007280332955161667,0.013175728155236129,-0.5525564029088146,0.5813530209071003,0.008905468974515163,-0.03634959389703343,162 portfolio_equal,All,funding_btc,0.012199296372822022,0.05007332086685862,0.2436286661565563,0.8078364762589407,0.008905468974515163,-0.006729550913531964,162 portfolio_equal,All,funding_eth,0.005781525587325322,0.01889688455464812,0.30595125723532157,0.7600470734947585,0.008905468974515163,0.030332266622220633,162 portfolio_minvar,All,BTC,0.018269673184085136,0.018288610098789772,0.9989645514556686,0.3193490293582997,0.008905468974515163,0.07930601792691484,162 portfolio_minvar,All,ETH,-0.007280332955161667,0.013175728155236129,-0.5525564029088146,0.5813530209071003,0.008905468974515163,-0.03634959389703343,162 portfolio_minvar,All,funding_btc,0.012199296372822022,0.05007332086685862,0.2436286661565563,0.8078364762589407,0.008905468974515163,-0.006729550913531964,162 portfolio_minvar,All,funding_eth,0.005781525587325322,0.01889688455464812,0.30595125723532157,0.7600470734947585,0.008905468974515163,0.030332266622220633,162 portfolio_tangency,All,BTC,0.018269673184085136,0.018288610098789772,0.9989645514556686,0.3193490293582997,0.008905468974515163,0.07930601792691484,162 portfolio_tangency,All,ETH,-0.007280332955161667,0.013175728155236129,-0.5525564029088146,0.5813530209071003,0.008905468974515163,-0.03634959389703343,162 portfolio_tangency,All,funding_btc,0.012199296372822022,0.05007332086685862,0.2436286661565563,0.8078364762589407,0.008905468974515163,-0.006729550913531964,162 portfolio_tangency,All,funding_eth,0.005781525587325322,0.01889688455464812,0.30595125723532157,0.7600470734947585,0.008905468974515163,0.030332266622220633,162 portfolio_cvx,All,BTC,0.018269673184085136,0.018288610098789772,0.9989645514556686,0.3193490293582997,0.008905468974515163,0.07930601792691484,162 portfolio_cvx,All,ETH,-0.007280332955161667,0.013175728155236129,-0.5525564029088146,0.5813530209071003,0.008905468974515163,-0.03634959389703343,162 portfolio_cvx,All,funding_btc,0.012199296372822022,0.05007332086685862,0.2436286661565563,0.8078364762589407,0.008905468974515163,-0.006729550913531964,162 portfolio_cvx,All,funding_eth,0.005781525587325322,0.01889688455464812,0.30595125723532157,0.7600470734947585,0.008905468974515163,0.030332266622220633,162 Strategy,All,BTC,0.018269673184085136,0.018288610098789772,0.9989645514556686,0.3193490293582997,0.008905468974515163,0.07930601792691484,162 Strategy,All,ETH,-0.007280332955161667,0.013175728155236129,-0.5525564029088146,0.5813530209071003,0.008905468974515163,-0.03634959389703343,162 Strategy,All,funding_btc,0.012199296372822022,0.05007332086685862,0.2436286661565563,0.8078364762589407,0.008905468974515163,-0.006729550913531964,162 Strategy,All,funding_eth,0.005781525587325322,0.01889688455464812,0.30595125723532157,0.7600470734947585,0.008905468974515163,0.030332266622220633,162