wf_04_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.18886984356143854,0.042629736319117616,4.430471775560537,4.2298286911700805e-05,0.30005807780075844,0.5082515316336255,63 portfolio_equal,All,ETH,-0.044367657168427874,0.03165779503462466,-1.401476543767569,0.16640023642508783,0.30005807780075844,-0.23074111984355686,63 portfolio_equal,All,funding_btc,-0.03392754807341167,0.22457734172338498,-0.15107289013688968,0.8804424348673824,0.30005807780075844,-0.1171739067897793,63 portfolio_equal,All,funding_eth,-0.14917920894719958,0.2226179048790049,-0.6701132553928221,0.5054449954507065,0.30005807780075844,-0.13325272300548172,63 portfolio_minvar,All,BTC,0.18886984356143854,0.042629736319117616,4.430471775560537,4.2298286911700805e-05,0.30005807780075844,0.5082515316336255,63 portfolio_minvar,All,ETH,-0.044367657168427874,0.03165779503462466,-1.401476543767569,0.16640023642508783,0.30005807780075844,-0.23074111984355686,63 portfolio_minvar,All,funding_btc,-0.03392754807341167,0.22457734172338498,-0.15107289013688968,0.8804424348673824,0.30005807780075844,-0.1171739067897793,63 portfolio_minvar,All,funding_eth,-0.14917920894719958,0.2226179048790049,-0.6701132553928221,0.5054449954507065,0.30005807780075844,-0.13325272300548172,63 portfolio_tangency,All,BTC,0.18886984356143854,0.042629736319117616,4.430471775560537,4.2298286911700805e-05,0.30005807780075844,0.5082515316336255,63 portfolio_tangency,All,ETH,-0.044367657168427874,0.03165779503462466,-1.401476543767569,0.16640023642508783,0.30005807780075844,-0.23074111984355686,63 portfolio_tangency,All,funding_btc,-0.03392754807341167,0.22457734172338498,-0.15107289013688968,0.8804424348673824,0.30005807780075844,-0.1171739067897793,63 portfolio_tangency,All,funding_eth,-0.14917920894719958,0.2226179048790049,-0.6701132553928221,0.5054449954507065,0.30005807780075844,-0.13325272300548172,63 portfolio_cvx,All,BTC,0.18886984356143854,0.042629736319117616,4.430471775560537,4.2298286911700805e-05,0.30005807780075844,0.5082515316336255,63 portfolio_cvx,All,ETH,-0.044367657168427874,0.03165779503462466,-1.401476543767569,0.16640023642508783,0.30005807780075844,-0.23074111984355686,63 portfolio_cvx,All,funding_btc,-0.03392754807341167,0.22457734172338498,-0.15107289013688968,0.8804424348673824,0.30005807780075844,-0.1171739067897793,63 portfolio_cvx,All,funding_eth,-0.14917920894719958,0.2226179048790049,-0.6701132553928221,0.5054449954507065,0.30005807780075844,-0.13325272300548172,63 Strategy,All,BTC,0.18886984356143854,0.042629736319117616,4.430471775560537,4.2298286911700805e-05,0.30005807780075844,0.5082515316336255,63 Strategy,All,ETH,-0.044367657168427874,0.03165779503462466,-1.401476543767569,0.16640023642508783,0.30005807780075844,-0.23074111984355686,63 Strategy,All,funding_btc,-0.03392754807341167,0.22457734172338498,-0.15107289013688968,0.8804424348673824,0.30005807780075844,-0.1171739067897793,63 Strategy,All,funding_eth,-0.14917920894719958,0.2226179048790049,-0.6701132553928221,0.5054449954507065,0.30005807780075844,-0.13325272300548172,63