wf_18_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.11173108943849996,0.010077198184564491,11.087515338305185,2.9740273427880046e-23,0.36455275295795797,0.5925805606072468,240 portfolio_equal,All,ETH,-0.01265032614435479,0.006220885118282274,-2.033525118021763,0.0431232844535734,0.36455275295795797,-0.16241475930786103,240 portfolio_equal,All,funding_btc,-0.03623804006446156,0.05338179329394309,-0.6788464348681458,0.49790316191423956,0.36455275295795797,0.03238749833094514,240 portfolio_equal,All,funding_eth,0.09261402659917514,0.05947266504729807,1.5572536815950664,0.12075594457517237,0.36455275295795797,0.018857675852014706,240 portfolio_minvar,All,BTC,0.11173108943849996,0.010077198184564491,11.087515338305185,2.9740273427880046e-23,0.36455275295795797,0.5925805606072468,240 portfolio_minvar,All,ETH,-0.01265032614435479,0.006220885118282274,-2.033525118021763,0.0431232844535734,0.36455275295795797,-0.16241475930786103,240 portfolio_minvar,All,funding_btc,-0.03623804006446156,0.05338179329394309,-0.6788464348681458,0.49790316191423956,0.36455275295795797,0.03238749833094514,240 portfolio_minvar,All,funding_eth,0.09261402659917514,0.05947266504729807,1.5572536815950664,0.12075594457517237,0.36455275295795797,0.018857675852014706,240 portfolio_tangency,All,BTC,0.11173108943849996,0.010077198184564491,11.087515338305185,2.9740273427880046e-23,0.36455275295795797,0.5925805606072468,240 portfolio_tangency,All,ETH,-0.01265032614435479,0.006220885118282274,-2.033525118021763,0.0431232844535734,0.36455275295795797,-0.16241475930786103,240 portfolio_tangency,All,funding_btc,-0.03623804006446156,0.05338179329394309,-0.6788464348681458,0.49790316191423956,0.36455275295795797,0.03238749833094514,240 portfolio_tangency,All,funding_eth,0.09261402659917514,0.05947266504729807,1.5572536815950664,0.12075594457517237,0.36455275295795797,0.018857675852014706,240 portfolio_cvx,All,BTC,0.11173108943849996,0.010077198184564491,11.087515338305185,2.9740273427880046e-23,0.36455275295795797,0.5925805606072468,240 portfolio_cvx,All,ETH,-0.01265032614435479,0.006220885118282274,-2.033525118021763,0.0431232844535734,0.36455275295795797,-0.16241475930786103,240 portfolio_cvx,All,funding_btc,-0.03623804006446156,0.05338179329394309,-0.6788464348681458,0.49790316191423956,0.36455275295795797,0.03238749833094514,240 portfolio_cvx,All,funding_eth,0.09261402659917514,0.05947266504729807,1.5572536815950664,0.12075594457517237,0.36455275295795797,0.018857675852014706,240 Strategy,All,BTC,0.11173108943849996,0.010077198184564491,11.087515338305185,2.9740273427880046e-23,0.36455275295795797,0.5925805606072468,240 Strategy,All,ETH,-0.01265032614435479,0.006220885118282274,-2.033525118021763,0.0431232844535734,0.36455275295795797,-0.16241475930786103,240 Strategy,All,funding_btc,-0.03623804006446156,0.05338179329394309,-0.6788464348681458,0.49790316191423956,0.36455275295795797,0.03238749833094514,240 Strategy,All,funding_eth,0.09261402659917514,0.05947266504729807,1.5572536815950664,0.12075594457517237,0.36455275295795797,0.018857675852014706,240