wf_12_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.15770004861334574,0.020201342049792594,7.806414456259595,1.2936398473339211e-10,0.5779921076144883,0.7193724320668113,63 portfolio_equal,All,ETH,-0.03175175836315098,0.014957930946128385,-2.122737327609431,0.038055672473571125,0.5779921076144883,-0.1036266390820124,63 portfolio_equal,All,funding_btc,-0.2569982540660355,0.1293173515163987,-1.98734548034295,0.05161317520478707,0.5779921076144883,-0.3437643216817053,63 portfolio_equal,All,funding_eth,0.14589227646445338,0.1620394921416174,0.9003501216663167,0.37165721568993526,0.5779921076144883,-0.12202807479974914,63 portfolio_minvar,All,BTC,0.15770004861334574,0.020201342049792594,7.806414456259595,1.2936398473339211e-10,0.5779921076144883,0.7193724320668113,63 portfolio_minvar,All,ETH,-0.03175175836315098,0.014957930946128385,-2.122737327609431,0.038055672473571125,0.5779921076144883,-0.1036266390820124,63 portfolio_minvar,All,funding_btc,-0.2569982540660355,0.1293173515163987,-1.98734548034295,0.05161317520478707,0.5779921076144883,-0.3437643216817053,63 portfolio_minvar,All,funding_eth,0.14589227646445338,0.1620394921416174,0.9003501216663167,0.37165721568993526,0.5779921076144883,-0.12202807479974914,63 portfolio_tangency,All,BTC,0.15770004861334574,0.020201342049792594,7.806414456259595,1.2936398473339211e-10,0.5779921076144883,0.7193724320668113,63 portfolio_tangency,All,ETH,-0.03175175836315098,0.014957930946128385,-2.122737327609431,0.038055672473571125,0.5779921076144883,-0.1036266390820124,63 portfolio_tangency,All,funding_btc,-0.2569982540660355,0.1293173515163987,-1.98734548034295,0.05161317520478707,0.5779921076144883,-0.3437643216817053,63 portfolio_tangency,All,funding_eth,0.14589227646445338,0.1620394921416174,0.9003501216663167,0.37165721568993526,0.5779921076144883,-0.12202807479974914,63 portfolio_cvx,All,BTC,0.15770004861334574,0.020201342049792594,7.806414456259595,1.2936398473339211e-10,0.5779921076144883,0.7193724320668113,63 portfolio_cvx,All,ETH,-0.03175175836315098,0.014957930946128385,-2.122737327609431,0.038055672473571125,0.5779921076144883,-0.1036266390820124,63 portfolio_cvx,All,funding_btc,-0.2569982540660355,0.1293173515163987,-1.98734548034295,0.05161317520478707,0.5779921076144883,-0.3437643216817053,63 portfolio_cvx,All,funding_eth,0.14589227646445338,0.1620394921416174,0.9003501216663167,0.37165721568993526,0.5779921076144883,-0.12202807479974914,63 Strategy,All,BTC,0.15770004861334574,0.020201342049792594,7.806414456259595,1.2936398473339211e-10,0.5779921076144883,0.7193724320668113,63 Strategy,All,ETH,-0.03175175836315098,0.014957930946128385,-2.122737327609431,0.038055672473571125,0.5779921076144883,-0.1036266390820124,63 Strategy,All,funding_btc,-0.2569982540660355,0.1293173515163987,-1.98734548034295,0.05161317520478707,0.5779921076144883,-0.3437643216817053,63 Strategy,All,funding_eth,0.14589227646445338,0.1620394921416174,0.9003501216663167,0.37165721568993526,0.5779921076144883,-0.12202807479974914,63