wf_16_test

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.08964538097324327,0.030962701720911506,2.8952699858455446,0.00533249465904561,0.1608035053260446,0.35012053104230795,63 portfolio_equal,All,ETH,-0.01671316209834264,0.013790220592451104,-1.211957559800862,0.2304428549483994,0.1608035053260446,-0.1924832420303157,63 portfolio_equal,All,funding_btc,-0.08473906864532585,0.12034245620612681,-0.7041494026030329,0.48415740899712767,0.1608035053260446,-0.05611866483529345,63 portfolio_equal,All,funding_eth,0.17587178374533635,0.149008350343416,1.1802813959084093,0.242706362306384,0.1608035053260446,-0.03281938049651487,63 portfolio_minvar,All,BTC,0.08964538097324327,0.030962701720911506,2.8952699858455446,0.00533249465904561,0.1608035053260446,0.35012053104230795,63 portfolio_minvar,All,ETH,-0.01671316209834264,0.013790220592451104,-1.211957559800862,0.2304428549483994,0.1608035053260446,-0.1924832420303157,63 portfolio_minvar,All,funding_btc,-0.08473906864532585,0.12034245620612681,-0.7041494026030329,0.48415740899712767,0.1608035053260446,-0.05611866483529345,63 portfolio_minvar,All,funding_eth,0.17587178374533635,0.149008350343416,1.1802813959084093,0.242706362306384,0.1608035053260446,-0.03281938049651487,63 portfolio_tangency,All,BTC,0.08964538097324327,0.030962701720911506,2.8952699858455446,0.00533249465904561,0.1608035053260446,0.35012053104230795,63 portfolio_tangency,All,ETH,-0.01671316209834264,0.013790220592451104,-1.211957559800862,0.2304428549483994,0.1608035053260446,-0.1924832420303157,63 portfolio_tangency,All,funding_btc,-0.08473906864532585,0.12034245620612681,-0.7041494026030329,0.48415740899712767,0.1608035053260446,-0.05611866483529345,63 portfolio_tangency,All,funding_eth,0.17587178374533635,0.149008350343416,1.1802813959084093,0.242706362306384,0.1608035053260446,-0.03281938049651487,63 portfolio_cvx,All,BTC,0.08964538097324327,0.030962701720911506,2.8952699858455446,0.00533249465904561,0.1608035053260446,0.35012053104230795,63 portfolio_cvx,All,ETH,-0.01671316209834264,0.013790220592451104,-1.211957559800862,0.2304428549483994,0.1608035053260446,-0.1924832420303157,63 portfolio_cvx,All,funding_btc,-0.08473906864532585,0.12034245620612681,-0.7041494026030329,0.48415740899712767,0.1608035053260446,-0.05611866483529345,63 portfolio_cvx,All,funding_eth,0.17587178374533635,0.149008350343416,1.1802813959084093,0.242706362306384,0.1608035053260446,-0.03281938049651487,63 Strategy,All,BTC,0.08964538097324327,0.030962701720911506,2.8952699858455446,0.00533249465904561,0.1608035053260446,0.35012053104230795,63 Strategy,All,ETH,-0.01671316209834264,0.013790220592451104,-1.211957559800862,0.2304428549483994,0.1608035053260446,-0.1924832420303157,63 Strategy,All,funding_btc,-0.08473906864532585,0.12034245620612681,-0.7041494026030329,0.48415740899712767,0.1608035053260446,-0.05611866483529345,63 Strategy,All,funding_eth,0.17587178374533635,0.149008350343416,1.1802813959084093,0.242706362306384,0.1608035053260446,-0.03281938049651487,63