wf_06_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.04471420521867359,0.017624706712817243,2.5370183996398654,0.013892149269905875,0.2186787533002008,0.3595955826119497,63 portfolio_equal,All,ETH,0.004978669575933491,0.022610845674482224,0.22018944570269813,0.8264968163746942,0.2186787533002008,-0.059161002561855205,63 portfolio_equal,All,funding_btc,0.014890559263722652,0.07569750957921996,0.19671134950799388,0.8447411045364516,0.2186787533002008,-0.18408086989272598,63 portfolio_equal,All,funding_eth,-0.1506903859478731,0.06943080177172906,-2.1703679361690944,0.03408650969837186,0.2186787533002008,-0.3556903543507043,63 portfolio_minvar,All,BTC,0.04471420521867359,0.017624706712817243,2.5370183996398654,0.013892149269905875,0.2186787533002008,0.3595955826119497,63 portfolio_minvar,All,ETH,0.004978669575933491,0.022610845674482224,0.22018944570269813,0.8264968163746942,0.2186787533002008,-0.059161002561855205,63 portfolio_minvar,All,funding_btc,0.014890559263722652,0.07569750957921996,0.19671134950799388,0.8447411045364516,0.2186787533002008,-0.18408086989272598,63 portfolio_minvar,All,funding_eth,-0.1506903859478731,0.06943080177172906,-2.1703679361690944,0.03408650969837186,0.2186787533002008,-0.3556903543507043,63 portfolio_tangency,All,BTC,0.04471420521867359,0.017624706712817243,2.5370183996398654,0.013892149269905875,0.2186787533002008,0.3595955826119497,63 portfolio_tangency,All,ETH,0.004978669575933491,0.022610845674482224,0.22018944570269813,0.8264968163746942,0.2186787533002008,-0.059161002561855205,63 portfolio_tangency,All,funding_btc,0.014890559263722652,0.07569750957921996,0.19671134950799388,0.8447411045364516,0.2186787533002008,-0.18408086989272598,63 portfolio_tangency,All,funding_eth,-0.1506903859478731,0.06943080177172906,-2.1703679361690944,0.03408650969837186,0.2186787533002008,-0.3556903543507043,63 portfolio_cvx,All,BTC,0.04471420521867359,0.017624706712817243,2.5370183996398654,0.013892149269905875,0.2186787533002008,0.3595955826119497,63 portfolio_cvx,All,ETH,0.004978669575933491,0.022610845674482224,0.22018944570269813,0.8264968163746942,0.2186787533002008,-0.059161002561855205,63 portfolio_cvx,All,funding_btc,0.014890559263722652,0.07569750957921996,0.19671134950799388,0.8447411045364516,0.2186787533002008,-0.18408086989272598,63 portfolio_cvx,All,funding_eth,-0.1506903859478731,0.06943080177172906,-2.1703679361690944,0.03408650969837186,0.2186787533002008,-0.3556903543507043,63 Strategy,All,BTC,0.04471420521867359,0.017624706712817243,2.5370183996398654,0.013892149269905875,0.2186787533002008,0.3595955826119497,63 Strategy,All,ETH,0.004978669575933491,0.022610845674482224,0.22018944570269813,0.8264968163746942,0.2186787533002008,-0.059161002561855205,63 Strategy,All,funding_btc,0.014890559263722652,0.07569750957921996,0.19671134950799388,0.8447411045364516,0.2186787533002008,-0.18408086989272598,63 Strategy,All,funding_eth,-0.1506903859478731,0.06943080177172906,-2.1703679361690944,0.03408650969837186,0.2186787533002008,-0.3556903543507043,63