series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.022996873771803882,0.010807216229863796,2.127918354058297,0.03971924011346398,0.11390425562116446,0.26907283950136685,44 portfolio_equal,All,ETH,0.00597986743202049,0.00484891213693978,1.2332389746691663,0.22486824082930013,0.11390425562116446,0.04922715139727153,44 portfolio_equal,All,funding_btc,-0.026651571286538146,0.04270395428547711,-0.6241007825264063,0.5361952492675879,0.11390425562116446,0.04640455720022856,44 portfolio_equal,All,funding_eth,0.007273650758560806,0.052205787267538606,0.13932652181424987,0.8899091455954062,0.11390425562116446,-0.042758086450637924,44 portfolio_minvar,All,BTC,0.001537784280337215,0.0033629607577800404,0.45727095589195577,0.6500134489061247,0.03270455049080534,0.13871275120905546,44 portfolio_minvar,All,ETH,-0.0010965679984858657,0.001508871562076384,-0.7267470777810006,0.471720769980443,0.03270455049080534,-0.1579696995107279,44 portfolio_minvar,All,funding_btc,0.0009091009964466846,0.013288502738313607,0.06841259804428916,0.9458067523432532,0.03270455049080534,0.016659621342557225,44 portfolio_minvar,All,funding_eth,0.0033405834818305813,0.016245257814366677,0.20563437773676319,0.8381461560439493,0.03270455049080534,-0.061668406423242915,44 portfolio_tangency,All,BTC,0.017425328168006574,0.008326634943731112,2.092721523852275,0.04292946157447761,0.1408241910110677,0.34521949478236524,44 portfolio_tangency,All,ETH,-0.001791185045553575,0.0037359409101999173,-0.47944683511006747,0.6342985203135498,0.1408241910110677,-0.20119929921536195,44 portfolio_tangency,All,funding_btc,-0.019815730053432245,0.032902111924657126,-0.6022631647113864,0.5504847938119406,0.1408241910110677,0.015238772973638397,44 portfolio_tangency,All,funding_eth,0.032969676127915626,0.04022298835158573,0.819672467886535,0.41738418539073596,0.1408241910110677,-0.06946764397645619,44 portfolio_cvx,All,BTC,0.0420112724965985,0.01847719095994772,2.273682865954283,0.028569462633121274,0.13182937039717302,0.2702959747007299,44 portfolio_cvx,All,ETH,0.012418945297165066,0.008290226973960863,1.4980223504341046,0.14217842254208854,0.13182937039717302,0.08453751473501368,44 portfolio_cvx,All,funding_btc,-0.0494980439520442,0.0730113195937769,-0.6779502716488794,0.5018059162600252,0.13182937039717302,0.05368120897334778,44 portfolio_cvx,All,funding_eth,0.0128659174230605,0.08925668553675964,0.14414513989276218,0.8861281555904476,0.13182937039717302,-0.030148921009716435,44 G3,All,BTC,0.09960384963547035,0.0419670781094178,2.373380614580321,0.022648744840450506,0.20027358798889217,0.3860652591555973,44 G3,All,ETH,-0.01808328746241274,0.018829518172712674,-0.9603691022013853,0.34278607075467127,0.20027358798889217,-0.2835080422942632,44 G3,All,funding_btc,-0.14973485829198246,0.1658299553706821,-0.9029421611872112,0.3720999978739956,0.20027358798889217,-0.02556783892793819,44 G3,All,funding_eth,0.22996384602742972,0.20272790933582108,1.134347247899114,0.26357327585802354,0.20027358798889217,-0.08539908746869374,44 G3_plus,All,BTC,0.024976938667923373,0.04257974771723758,0.5865919834422115,0.5608580384365422,0.17050540354363242,-0.04222632697390066,44 G3_plus,All,ETH,0.05235277848863483,0.019104406824341783,2.7403509028047814,0.009210554124549433,0.17050540354363242,0.3681170961318556,44 G3_plus,All,funding_btc,-0.006536331151120289,0.16825087620431356,-0.03884871983182405,0.9692091902630364,0.17050540354363242,0.0804733148581007,44 G3_plus,All,funding_eth,-0.18419191249516856,0.20568749657187002,-0.8954939681071444,0.376017080713713,0.17050540354363242,0.04016383920376988,44 Persistent,All,BTC,-0.005306297738560088,0.0040375087248226615,-1.3142504698347506,0.19643951841890053,0.1054397659440306,-0.2264941262266218,44 Persistent,All,ETH,0.0014153661905046912,0.0018115233971810326,0.7813126745738896,0.4393360057651311,0.1054397659440306,0.24168603620092832,44 Persistent,All,funding_btc,0.017322332231398625,0.015953931553215058,1.0857720038235845,0.28424578019196967,0.1054397659440306,0.1309390074738191,44 Persistent,All,funding_eth,-0.01051338633199123,0.01950375722070469,-0.5390441550836413,0.5929204632831585,0.1054397659440306,0.11525994910610653,44 QuantStrat,All,BTC,-0.006358328060582119,0.004932071595972168,-1.2891800000986846,0.20492962352005037,0.10295900252552781,-0.08997352673435244,44 QuantStrat,All,ETH,-0.004326803033846751,0.0022128901016970582,-1.9552724423723253,0.05774391697303607,0.10295900252552781,-0.23467724805086415,44 QuantStrat,All,funding_btc,0.005983642131943171,0.019488733776334373,0.30703083128003156,0.7604533709568355,0.10295900252552781,-0.07411876347746159,44 QuantStrat,All,funding_eth,0.004342930490508156,0.02382506975441887,0.1822840619261006,0.8563040276775495,0.10295900252552781,-0.03907216321218136,44 Velox,All,BTC,0.0020682063547679203,0.0038409364226835163,0.538464094993518,0.5933169461065912,0.061250294881767586,0.18614543275548778,44 Velox,All,ETH,-0.0014587170227775767,0.001723326603357772,-0.8464541892032401,0.40246354464867096,0.061250294881767586,-0.22430795374286433,44 Velox,All,funding_btc,-0.0002926413529298039,0.015177189936706583,-0.019281655836831835,0.9847147285988219,0.061250294881767586,-0.018052081247313154,44 Velox,All,funding_eth,-0.003233223897974112,0.01855418689936618,-0.1742584525805634,0.862563794312731,0.061250294881767586,-0.154659835191491,44
← with_velox