wf_04_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.0678539953892037,0.021050769249202943,3.223349920657787,0.0014594326590517054,0.04856704341777518,0.20308475287450092,225 portfolio_equal,All,ETH,-0.019960428219779582,0.016560068404578215,-1.2053348894537959,0.22936890563603457,0.04856704341777518,-0.05383640795230025,225 portfolio_equal,All,funding_btc,0.05266354702547446,0.0674440030855623,0.7808484760114739,0.43573101606500053,0.04856704341777518,-0.007941660794301189,225 portfolio_equal,All,funding_eth,-3.496054221612411e-05,0.0266549285803412,-0.001311597669854893,0.9989546852993438,0.04856704341777518,0.019590092260297468,225 portfolio_minvar,All,BTC,0.0678539953892037,0.021050769249202943,3.223349920657787,0.0014594326590517054,0.04856704341777518,0.20308475287450092,225 portfolio_minvar,All,ETH,-0.019960428219779582,0.016560068404578215,-1.2053348894537959,0.22936890563603457,0.04856704341777518,-0.05383640795230025,225 portfolio_minvar,All,funding_btc,0.05266354702547446,0.0674440030855623,0.7808484760114739,0.43573101606500053,0.04856704341777518,-0.007941660794301189,225 portfolio_minvar,All,funding_eth,-3.496054221612411e-05,0.0266549285803412,-0.001311597669854893,0.9989546852993438,0.04856704341777518,0.019590092260297468,225 portfolio_tangency,All,BTC,0.0678539953892037,0.021050769249202943,3.223349920657787,0.0014594326590517054,0.04856704341777518,0.20308475287450092,225 portfolio_tangency,All,ETH,-0.019960428219779582,0.016560068404578215,-1.2053348894537959,0.22936890563603457,0.04856704341777518,-0.05383640795230025,225 portfolio_tangency,All,funding_btc,0.05266354702547446,0.0674440030855623,0.7808484760114739,0.43573101606500053,0.04856704341777518,-0.007941660794301189,225 portfolio_tangency,All,funding_eth,-3.496054221612411e-05,0.0266549285803412,-0.001311597669854893,0.9989546852993438,0.04856704341777518,0.019590092260297468,225 portfolio_cvx,All,BTC,0.0678539953892037,0.021050769249202943,3.223349920657787,0.0014594326590517054,0.04856704341777518,0.20308475287450092,225 portfolio_cvx,All,ETH,-0.019960428219779582,0.016560068404578215,-1.2053348894537959,0.22936890563603457,0.04856704341777518,-0.05383640795230025,225 portfolio_cvx,All,funding_btc,0.05266354702547446,0.0674440030855623,0.7808484760114739,0.43573101606500053,0.04856704341777518,-0.007941660794301189,225 portfolio_cvx,All,funding_eth,-3.496054221612411e-05,0.0266549285803412,-0.001311597669854893,0.9989546852993438,0.04856704341777518,0.019590092260297468,225 Strategy,All,BTC,0.0678539953892037,0.021050769249202943,3.223349920657787,0.0014594326590517054,0.04856704341777518,0.20308475287450092,225 Strategy,All,ETH,-0.019960428219779582,0.016560068404578215,-1.2053348894537959,0.22936890563603457,0.04856704341777518,-0.05383640795230025,225 Strategy,All,funding_btc,0.05266354702547446,0.0674440030855623,0.7808484760114739,0.43573101606500053,0.04856704341777518,-0.007941660794301189,225 Strategy,All,funding_eth,-3.496054221612411e-05,0.0266549285803412,-0.001311597669854893,0.9989546852993438,0.04856704341777518,0.019590092260297468,225