wf_17_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.11214469842799375,0.01107020096897122,10.130321820021631,2.1411004477256514e-20,0.30862100368551026,0.5509845120264515,252 portfolio_equal,All,ETH,-0.009479796651034765,0.0073427908736488166,-1.2910345417918754,0.1978987008247203,0.30862100368551026,-0.12011991983929889,252 portfolio_equal,All,funding_btc,-0.017646695725499238,0.052753345208163854,-0.3345133025377947,0.7382761262901179,0.30862100368551026,0.06687402018027497,252 portfolio_equal,All,funding_eth,0.039794757250781576,0.0556701187728968,0.7148315492755118,0.4753882074777882,0.30862100368551026,0.04279026850648893,252 portfolio_minvar,All,BTC,0.11214469842799375,0.01107020096897122,10.130321820021631,2.1411004477256514e-20,0.30862100368551026,0.5509845120264515,252 portfolio_minvar,All,ETH,-0.009479796651034765,0.0073427908736488166,-1.2910345417918754,0.1978987008247203,0.30862100368551026,-0.12011991983929889,252 portfolio_minvar,All,funding_btc,-0.017646695725499238,0.052753345208163854,-0.3345133025377947,0.7382761262901179,0.30862100368551026,0.06687402018027497,252 portfolio_minvar,All,funding_eth,0.039794757250781576,0.0556701187728968,0.7148315492755118,0.4753882074777882,0.30862100368551026,0.04279026850648893,252 portfolio_tangency,All,BTC,0.11214469842799375,0.01107020096897122,10.130321820021631,2.1411004477256514e-20,0.30862100368551026,0.5509845120264515,252 portfolio_tangency,All,ETH,-0.009479796651034765,0.0073427908736488166,-1.2910345417918754,0.1978987008247203,0.30862100368551026,-0.12011991983929889,252 portfolio_tangency,All,funding_btc,-0.017646695725499238,0.052753345208163854,-0.3345133025377947,0.7382761262901179,0.30862100368551026,0.06687402018027497,252 portfolio_tangency,All,funding_eth,0.039794757250781576,0.0556701187728968,0.7148315492755118,0.4753882074777882,0.30862100368551026,0.04279026850648893,252 portfolio_cvx,All,BTC,0.11214469842799375,0.01107020096897122,10.130321820021631,2.1411004477256514e-20,0.30862100368551026,0.5509845120264515,252 portfolio_cvx,All,ETH,-0.009479796651034765,0.0073427908736488166,-1.2910345417918754,0.1978987008247203,0.30862100368551026,-0.12011991983929889,252 portfolio_cvx,All,funding_btc,-0.017646695725499238,0.052753345208163854,-0.3345133025377947,0.7382761262901179,0.30862100368551026,0.06687402018027497,252 portfolio_cvx,All,funding_eth,0.039794757250781576,0.0556701187728968,0.7148315492755118,0.4753882074777882,0.30862100368551026,0.04279026850648893,252 Strategy,All,BTC,0.11214469842799375,0.01107020096897122,10.130321820021631,2.1411004477256514e-20,0.30862100368551026,0.5509845120264515,252 Strategy,All,ETH,-0.009479796651034765,0.0073427908736488166,-1.2910345417918754,0.1978987008247203,0.30862100368551026,-0.12011991983929889,252 Strategy,All,funding_btc,-0.017646695725499238,0.052753345208163854,-0.3345133025377947,0.7382761262901179,0.30862100368551026,0.06687402018027497,252 Strategy,All,funding_eth,0.039794757250781576,0.0556701187728968,0.7148315492755118,0.4753882074777882,0.30862100368551026,0.04279026850648893,252