wf_12_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.10763568645117982,0.011863817938198736,9.072600996734613,3.755467459404831e-17,0.2602201448312169,0.4914681459044657,252 portfolio_equal,All,ETH,0.009382859302692352,0.01057884081460535,0.8869458825524814,0.37597081477972727,0.2602201448312169,0.03967077352352591,252 portfolio_equal,All,funding_btc,-0.10659190301352733,0.0583974804139273,-1.8252825679805542,0.06916601963211083,0.2602201448312169,0.026941934121228653,252 portfolio_equal,All,funding_eth,0.12156564368326774,0.05738060342398627,2.1185842676664985,0.03512426020536785,0.2602201448312169,0.07805175503426617,252 portfolio_minvar,All,BTC,0.10763568645117982,0.011863817938198736,9.072600996734613,3.755467459404831e-17,0.2602201448312169,0.4914681459044657,252 portfolio_minvar,All,ETH,0.009382859302692352,0.01057884081460535,0.8869458825524814,0.37597081477972727,0.2602201448312169,0.03967077352352591,252 portfolio_minvar,All,funding_btc,-0.10659190301352733,0.0583974804139273,-1.8252825679805542,0.06916601963211083,0.2602201448312169,0.026941934121228653,252 portfolio_minvar,All,funding_eth,0.12156564368326774,0.05738060342398627,2.1185842676664985,0.03512426020536785,0.2602201448312169,0.07805175503426617,252 portfolio_tangency,All,BTC,0.10763568645117982,0.011863817938198736,9.072600996734613,3.755467459404831e-17,0.2602201448312169,0.4914681459044657,252 portfolio_tangency,All,ETH,0.009382859302692352,0.01057884081460535,0.8869458825524814,0.37597081477972727,0.2602201448312169,0.03967077352352591,252 portfolio_tangency,All,funding_btc,-0.10659190301352733,0.0583974804139273,-1.8252825679805542,0.06916601963211083,0.2602201448312169,0.026941934121228653,252 portfolio_tangency,All,funding_eth,0.12156564368326774,0.05738060342398627,2.1185842676664985,0.03512426020536785,0.2602201448312169,0.07805175503426617,252 portfolio_cvx,All,BTC,0.10763568645117982,0.011863817938198736,9.072600996734613,3.755467459404831e-17,0.2602201448312169,0.4914681459044657,252 portfolio_cvx,All,ETH,0.009382859302692352,0.01057884081460535,0.8869458825524814,0.37597081477972727,0.2602201448312169,0.03967077352352591,252 portfolio_cvx,All,funding_btc,-0.10659190301352733,0.0583974804139273,-1.8252825679805542,0.06916601963211083,0.2602201448312169,0.026941934121228653,252 portfolio_cvx,All,funding_eth,0.12156564368326774,0.05738060342398627,2.1185842676664985,0.03512426020536785,0.2602201448312169,0.07805175503426617,252 Strategy,All,BTC,0.10763568645117982,0.011863817938198736,9.072600996734613,3.755467459404831e-17,0.2602201448312169,0.4914681459044657,252 Strategy,All,ETH,0.009382859302692352,0.01057884081460535,0.8869458825524814,0.37597081477972727,0.2602201448312169,0.03967077352352591,252 Strategy,All,funding_btc,-0.10659190301352733,0.0583974804139273,-1.8252825679805542,0.06916601963211083,0.2602201448312169,0.026941934121228653,252 Strategy,All,funding_eth,0.12156564368326774,0.05738060342398627,2.1185842676664985,0.03512426020536785,0.2602201448312169,0.07805175503426617,252