wf_13_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.08785097691833284,0.02830779658471326,3.1034198177675902,0.002955323402556136,0.1549569875764546,0.3765494006593071,63 portfolio_equal,All,ETH,0.006337799575113912,0.023632631313190267,0.26818002156097387,0.7895122672407325,0.1549569875764546,0.03509190942365961,63 portfolio_equal,All,funding_btc,0.03601394945599471,0.10430570362823702,0.3452730598928171,0.7311381845306215,0.1549569875764546,0.02018775555178327,63 portfolio_equal,All,funding_eth,-0.10950701929371352,0.11958456722499133,-0.915728691710549,0.3636009573929607,0.1549569875764546,-0.07988430484815277,63 portfolio_minvar,All,BTC,0.08785097691833284,0.02830779658471326,3.1034198177675902,0.002955323402556136,0.1549569875764546,0.3765494006593071,63 portfolio_minvar,All,ETH,0.006337799575113912,0.023632631313190267,0.26818002156097387,0.7895122672407325,0.1549569875764546,0.03509190942365961,63 portfolio_minvar,All,funding_btc,0.03601394945599471,0.10430570362823702,0.3452730598928171,0.7311381845306215,0.1549569875764546,0.02018775555178327,63 portfolio_minvar,All,funding_eth,-0.10950701929371352,0.11958456722499133,-0.915728691710549,0.3636009573929607,0.1549569875764546,-0.07988430484815277,63 portfolio_tangency,All,BTC,0.08785097691833284,0.02830779658471326,3.1034198177675902,0.002955323402556136,0.1549569875764546,0.3765494006593071,63 portfolio_tangency,All,ETH,0.006337799575113912,0.023632631313190267,0.26818002156097387,0.7895122672407325,0.1549569875764546,0.03509190942365961,63 portfolio_tangency,All,funding_btc,0.03601394945599471,0.10430570362823702,0.3452730598928171,0.7311381845306215,0.1549569875764546,0.02018775555178327,63 portfolio_tangency,All,funding_eth,-0.10950701929371352,0.11958456722499133,-0.915728691710549,0.3636009573929607,0.1549569875764546,-0.07988430484815277,63 portfolio_cvx,All,BTC,0.08785097691833284,0.02830779658471326,3.1034198177675902,0.002955323402556136,0.1549569875764546,0.3765494006593071,63 portfolio_cvx,All,ETH,0.006337799575113912,0.023632631313190267,0.26818002156097387,0.7895122672407325,0.1549569875764546,0.03509190942365961,63 portfolio_cvx,All,funding_btc,0.03601394945599471,0.10430570362823702,0.3452730598928171,0.7311381845306215,0.1549569875764546,0.02018775555178327,63 portfolio_cvx,All,funding_eth,-0.10950701929371352,0.11958456722499133,-0.915728691710549,0.3636009573929607,0.1549569875764546,-0.07988430484815277,63 Strategy,All,BTC,0.08785097691833284,0.02830779658471326,3.1034198177675902,0.002955323402556136,0.1549569875764546,0.3765494006593071,63 Strategy,All,ETH,0.006337799575113912,0.023632631313190267,0.26818002156097387,0.7895122672407325,0.1549569875764546,0.03509190942365961,63 Strategy,All,funding_btc,0.03601394945599471,0.10430570362823702,0.3452730598928171,0.7311381845306215,0.1549569875764546,0.02018775555178327,63 Strategy,All,funding_eth,-0.10950701929371352,0.11958456722499133,-0.915728691710549,0.3636009573929607,0.1549569875764546,-0.07988430484815277,63