wf_11_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.16437733432657217,0.023164222099921836,7.096173297661778,2.0206295047054485e-09,0.47096491108253724,0.6645686782663993,63 portfolio_equal,All,ETH,-0.03276721725798962,0.0223872787932733,-1.4636534239183716,0.14868751896772356,0.47096491108253724,-0.07511426791166051,63 portfolio_equal,All,funding_btc,0.049952731595701294,0.13971088959047284,0.35754357976049755,0.7219827200292955,0.47096491108253724,-0.05080290400665034,63 portfolio_equal,All,funding_eth,-0.1532284870343315,0.15627102310524207,-0.9805303887409661,0.33089684208609205,0.47096491108253724,-0.04892609415755266,63 portfolio_minvar,All,BTC,0.16437733432657217,0.023164222099921836,7.096173297661778,2.0206295047054485e-09,0.47096491108253724,0.6645686782663993,63 portfolio_minvar,All,ETH,-0.03276721725798962,0.0223872787932733,-1.4636534239183716,0.14868751896772356,0.47096491108253724,-0.07511426791166051,63 portfolio_minvar,All,funding_btc,0.049952731595701294,0.13971088959047284,0.35754357976049755,0.7219827200292955,0.47096491108253724,-0.05080290400665034,63 portfolio_minvar,All,funding_eth,-0.1532284870343315,0.15627102310524207,-0.9805303887409661,0.33089684208609205,0.47096491108253724,-0.04892609415755266,63 portfolio_tangency,All,BTC,0.16437733432657217,0.023164222099921836,7.096173297661778,2.0206295047054485e-09,0.47096491108253724,0.6645686782663993,63 portfolio_tangency,All,ETH,-0.03276721725798962,0.0223872787932733,-1.4636534239183716,0.14868751896772356,0.47096491108253724,-0.07511426791166051,63 portfolio_tangency,All,funding_btc,0.049952731595701294,0.13971088959047284,0.35754357976049755,0.7219827200292955,0.47096491108253724,-0.05080290400665034,63 portfolio_tangency,All,funding_eth,-0.1532284870343315,0.15627102310524207,-0.9805303887409661,0.33089684208609205,0.47096491108253724,-0.04892609415755266,63 portfolio_cvx,All,BTC,0.16437733432657217,0.023164222099921836,7.096173297661778,2.0206295047054485e-09,0.47096491108253724,0.6645686782663993,63 portfolio_cvx,All,ETH,-0.03276721725798962,0.0223872787932733,-1.4636534239183716,0.14868751896772356,0.47096491108253724,-0.07511426791166051,63 portfolio_cvx,All,funding_btc,0.049952731595701294,0.13971088959047284,0.35754357976049755,0.7219827200292955,0.47096491108253724,-0.05080290400665034,63 portfolio_cvx,All,funding_eth,-0.1532284870343315,0.15627102310524207,-0.9805303887409661,0.33089684208609205,0.47096491108253724,-0.04892609415755266,63 Strategy,All,BTC,0.16437733432657217,0.023164222099921836,7.096173297661778,2.0206295047054485e-09,0.47096491108253724,0.6645686782663993,63 Strategy,All,ETH,-0.03276721725798962,0.0223872787932733,-1.4636534239183716,0.14868751896772356,0.47096491108253724,-0.07511426791166051,63 Strategy,All,funding_btc,0.049952731595701294,0.13971088959047284,0.35754357976049755,0.7219827200292955,0.47096491108253724,-0.05080290400665034,63 Strategy,All,funding_eth,-0.1532284870343315,0.15627102310524207,-0.9805303887409661,0.33089684208609205,0.47096491108253724,-0.04892609415755266,63