wf_07_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.1242005136184815,0.021883868205041894,5.675436922521154,3.864776317567374e-08,0.12806151349598405,0.33523603998879253,252 portfolio_equal,All,ETH,-0.04096881516122392,0.02028751903485935,-2.0194098199404578,0.044524772125196836,0.12806151349598405,-0.10914937713583835,252 portfolio_equal,All,funding_btc,-0.01951434788592367,0.1368314367655238,-0.14261596857572809,0.8867097519649012,0.12806151349598405,-0.06911918285595821,252 portfolio_equal,All,funding_eth,0.022454618079322676,0.12610868153127544,0.17805767062717123,0.8588236295023634,0.12806151349598405,-0.07105660091494441,252 portfolio_minvar,All,BTC,0.1242005136184815,0.021883868205041894,5.675436922521154,3.864776317567374e-08,0.12806151349598405,0.33523603998879253,252 portfolio_minvar,All,ETH,-0.04096881516122392,0.02028751903485935,-2.0194098199404578,0.044524772125196836,0.12806151349598405,-0.10914937713583835,252 portfolio_minvar,All,funding_btc,-0.01951434788592367,0.1368314367655238,-0.14261596857572809,0.8867097519649012,0.12806151349598405,-0.06911918285595821,252 portfolio_minvar,All,funding_eth,0.022454618079322676,0.12610868153127544,0.17805767062717123,0.8588236295023634,0.12806151349598405,-0.07105660091494441,252 portfolio_tangency,All,BTC,0.1242005136184815,0.021883868205041894,5.675436922521154,3.864776317567374e-08,0.12806151349598405,0.33523603998879253,252 portfolio_tangency,All,ETH,-0.04096881516122392,0.02028751903485935,-2.0194098199404578,0.044524772125196836,0.12806151349598405,-0.10914937713583835,252 portfolio_tangency,All,funding_btc,-0.01951434788592367,0.1368314367655238,-0.14261596857572809,0.8867097519649012,0.12806151349598405,-0.06911918285595821,252 portfolio_tangency,All,funding_eth,0.022454618079322676,0.12610868153127544,0.17805767062717123,0.8588236295023634,0.12806151349598405,-0.07105660091494441,252 portfolio_cvx,All,BTC,0.1242005136184815,0.021883868205041894,5.675436922521154,3.864776317567374e-08,0.12806151349598405,0.33523603998879253,252 portfolio_cvx,All,ETH,-0.04096881516122392,0.02028751903485935,-2.0194098199404578,0.044524772125196836,0.12806151349598405,-0.10914937713583835,252 portfolio_cvx,All,funding_btc,-0.01951434788592367,0.1368314367655238,-0.14261596857572809,0.8867097519649012,0.12806151349598405,-0.06911918285595821,252 portfolio_cvx,All,funding_eth,0.022454618079322676,0.12610868153127544,0.17805767062717123,0.8588236295023634,0.12806151349598405,-0.07105660091494441,252 Strategy,All,BTC,0.1242005136184815,0.021883868205041894,5.675436922521154,3.864776317567374e-08,0.12806151349598405,0.33523603998879253,252 Strategy,All,ETH,-0.04096881516122392,0.02028751903485935,-2.0194098199404578,0.044524772125196836,0.12806151349598405,-0.10914937713583835,252 Strategy,All,funding_btc,-0.01951434788592367,0.1368314367655238,-0.14261596857572809,0.8867097519649012,0.12806151349598405,-0.06911918285595821,252 Strategy,All,funding_eth,0.022454618079322676,0.12610868153127544,0.17805767062717123,0.8588236295023634,0.12806151349598405,-0.07105660091494441,252