wf_05_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.025686732323454215,0.032501528136650554,0.7903238338657809,0.43255826270781306,0.02138819538592529,0.10375318995454919,63 portfolio_equal,All,ETH,0.011265258270658789,0.03219915281853289,0.3498619461868213,0.727709570857239,0.02138819538592529,0.005115508586884197,63 portfolio_equal,All,funding_btc,-0.14615800781427601,0.19947425408810074,-0.7327161516780164,0.4666825196033788,0.02138819538592529,-0.07735527928203577,63 portfolio_equal,All,funding_eth,0.09829676986743352,0.18823247777909605,0.5222094031126321,0.6035134131161313,0.02138819538592529,-0.005351748414727504,63 portfolio_minvar,All,BTC,0.025686732323454215,0.032501528136650554,0.7903238338657809,0.43255826270781306,0.02138819538592529,0.10375318995454919,63 portfolio_minvar,All,ETH,0.011265258270658789,0.03219915281853289,0.3498619461868213,0.727709570857239,0.02138819538592529,0.005115508586884197,63 portfolio_minvar,All,funding_btc,-0.14615800781427601,0.19947425408810074,-0.7327161516780164,0.4666825196033788,0.02138819538592529,-0.07735527928203577,63 portfolio_minvar,All,funding_eth,0.09829676986743352,0.18823247777909605,0.5222094031126321,0.6035134131161313,0.02138819538592529,-0.005351748414727504,63 portfolio_tangency,All,BTC,0.025686732323454215,0.032501528136650554,0.7903238338657809,0.43255826270781306,0.02138819538592529,0.10375318995454919,63 portfolio_tangency,All,ETH,0.011265258270658789,0.03219915281853289,0.3498619461868213,0.727709570857239,0.02138819538592529,0.005115508586884197,63 portfolio_tangency,All,funding_btc,-0.14615800781427601,0.19947425408810074,-0.7327161516780164,0.4666825196033788,0.02138819538592529,-0.07735527928203577,63 portfolio_tangency,All,funding_eth,0.09829676986743352,0.18823247777909605,0.5222094031126321,0.6035134131161313,0.02138819538592529,-0.005351748414727504,63 portfolio_cvx,All,BTC,0.025686732323454215,0.032501528136650554,0.7903238338657809,0.43255826270781306,0.02138819538592529,0.10375318995454919,63 portfolio_cvx,All,ETH,0.011265258270658789,0.03219915281853289,0.3498619461868213,0.727709570857239,0.02138819538592529,0.005115508586884197,63 portfolio_cvx,All,funding_btc,-0.14615800781427601,0.19947425408810074,-0.7327161516780164,0.4666825196033788,0.02138819538592529,-0.07735527928203577,63 portfolio_cvx,All,funding_eth,0.09829676986743352,0.18823247777909605,0.5222094031126321,0.6035134131161313,0.02138819538592529,-0.005351748414727504,63 Strategy,All,BTC,0.025686732323454215,0.032501528136650554,0.7903238338657809,0.43255826270781306,0.02138819538592529,0.10375318995454919,63 Strategy,All,ETH,0.011265258270658789,0.03219915281853289,0.3498619461868213,0.727709570857239,0.02138819538592529,0.005115508586884197,63 Strategy,All,funding_btc,-0.14615800781427601,0.19947425408810074,-0.7327161516780164,0.4666825196033788,0.02138819538592529,-0.07735527928203577,63 Strategy,All,funding_eth,0.09829676986743352,0.18823247777909605,0.5222094031126321,0.6035134131161313,0.02138819538592529,-0.005351748414727504,63