wf_08_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.0912053179502271,0.014583735324317074,6.253906555623674,1.7492964419778095e-09,0.15105792222567682,0.3801362523085887,252 portfolio_equal,All,ETH,-0.013507723001571822,0.013480827046715048,-1.0019951264683964,0.31732654225331625,0.15105792222567682,-0.10076730820440305,252 portfolio_equal,All,funding_btc,-0.016750962369009484,0.07317108490646204,-0.2289287139916404,0.8191137565513353,0.15105792222567682,-0.0912216821115975,252 portfolio_equal,All,funding_eth,-0.02335711018735376,0.07115884414340248,-0.32823903294836365,0.7430090209761566,0.15105792222567682,-0.0951130138109552,252 portfolio_minvar,All,BTC,0.0912053179502271,0.014583735324317074,6.253906555623674,1.7492964419778095e-09,0.15105792222567682,0.3801362523085887,252 portfolio_minvar,All,ETH,-0.013507723001571822,0.013480827046715048,-1.0019951264683964,0.31732654225331625,0.15105792222567682,-0.10076730820440305,252 portfolio_minvar,All,funding_btc,-0.016750962369009484,0.07317108490646204,-0.2289287139916404,0.8191137565513353,0.15105792222567682,-0.0912216821115975,252 portfolio_minvar,All,funding_eth,-0.02335711018735376,0.07115884414340248,-0.32823903294836365,0.7430090209761566,0.15105792222567682,-0.0951130138109552,252 portfolio_tangency,All,BTC,0.0912053179502271,0.014583735324317074,6.253906555623674,1.7492964419778095e-09,0.15105792222567682,0.3801362523085887,252 portfolio_tangency,All,ETH,-0.013507723001571822,0.013480827046715048,-1.0019951264683964,0.31732654225331625,0.15105792222567682,-0.10076730820440305,252 portfolio_tangency,All,funding_btc,-0.016750962369009484,0.07317108490646204,-0.2289287139916404,0.8191137565513353,0.15105792222567682,-0.0912216821115975,252 portfolio_tangency,All,funding_eth,-0.02335711018735376,0.07115884414340248,-0.32823903294836365,0.7430090209761566,0.15105792222567682,-0.0951130138109552,252 portfolio_cvx,All,BTC,0.0912053179502271,0.014583735324317074,6.253906555623674,1.7492964419778095e-09,0.15105792222567682,0.3801362523085887,252 portfolio_cvx,All,ETH,-0.013507723001571822,0.013480827046715048,-1.0019951264683964,0.31732654225331625,0.15105792222567682,-0.10076730820440305,252 portfolio_cvx,All,funding_btc,-0.016750962369009484,0.07317108490646204,-0.2289287139916404,0.8191137565513353,0.15105792222567682,-0.0912216821115975,252 portfolio_cvx,All,funding_eth,-0.02335711018735376,0.07115884414340248,-0.32823903294836365,0.7430090209761566,0.15105792222567682,-0.0951130138109552,252 Strategy,All,BTC,0.0912053179502271,0.014583735324317074,6.253906555623674,1.7492964419778095e-09,0.15105792222567682,0.3801362523085887,252 Strategy,All,ETH,-0.013507723001571822,0.013480827046715048,-1.0019951264683964,0.31732654225331625,0.15105792222567682,-0.10076730820440305,252 Strategy,All,funding_btc,-0.016750962369009484,0.07317108490646204,-0.2289287139916404,0.8191137565513353,0.15105792222567682,-0.0912216821115975,252 Strategy,All,funding_eth,-0.02335711018735376,0.07115884414340248,-0.32823903294836365,0.7430090209761566,0.15105792222567682,-0.0951130138109552,252