series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.03548245003692833,0.004581754207643069,7.744293654543528,4.1446366567948273e-13,0.2702914750638119,0.4157554275996533,213 portfolio_equal,All,ETH,0.014731843616339814,0.0028069010710053827,5.248437064104695,3.772804492546435e-07,0.2702914750638119,0.2037116813827667,213 portfolio_equal,All,funding_btc,0.005818854237838465,0.02518106891667959,0.2310805096118909,0.8174794020647955,0.2702914750638119,0.010752309475714768,213 portfolio_equal,All,funding_eth,-0.06062273338076956,0.027265998001604223,-2.2233821544768966,0.027265945599903665,0.2702914750638119,-0.034386044552759225,213 portfolio_minvar,All,BTC,0.002626121464683583,0.0018006224878547373,1.4584519977934665,0.14622433727031253,0.027540964375002086,0.09522837982095568,213 portfolio_minvar,All,ETH,0.0016765406370641295,0.0011031078841385053,1.519833790666321,0.13007136067034347,0.027540964375002086,0.05381866248413966,213 portfolio_minvar,All,funding_btc,0.012768518009203558,0.009896122075679324,1.2902546989172077,0.1983947592551004,0.027540964375002086,0.06242665535374085,213 portfolio_minvar,All,funding_eth,-0.0163729160195899,0.010715496059040363,-1.5279662210109752,0.12804018011431215,0.027540964375002086,-0.044871379073982295,213 portfolio_tangency,All,BTC,0.011124110360038037,0.0034012953338368444,3.2705511483736527,0.001256330739276187,0.12627840590627126,0.18076314185250372,213 portfolio_tangency,All,ETH,0.009326589410142657,0.0020837214487469066,4.475929071878304,1.252622791142072e-05,0.12627840590627126,0.20720641278389315,213 portfolio_tangency,All,funding_btc,0.03492190176104321,0.018693331926110716,1.8681475244263193,0.06314770388173506,0.12627840590627126,0.08277057170366554,213 portfolio_tangency,All,funding_eth,-0.05618328908757849,0.02024109272831727,-2.775704347669833,0.006010464545730136,0.12627840590627126,-0.044500976196921845,213 portfolio_cvx,All,BTC,0.05821010462805774,0.0071074489283610215,8.190013774953849,2.618706434378291e-14,0.28917649378313914,0.43397094124269553,213 portfolio_cvx,All,ETH,0.023506983907947022,0.00435420694891339,5.398683200809573,1.8235007034457354e-07,0.28917649378313914,0.20794104303977398,213 portfolio_cvx,All,funding_btc,0.0018785918334124666,0.03906214807164573,0.048092384217244086,0.9616887613812625,0.28917649378313914,0.003965145300567249,213 portfolio_cvx,All,funding_eth,-0.0904855567353957,0.042296395549530234,-2.1393207520351147,0.033574950462257315,0.28917649378313914,-0.0299682187103596,213 G3,All,BTC,0.11132801763532169,0.011068022887848711,10.058527956022369,1.1975146749722464e-19,0.35735400729873357,0.584704322297196,213 G3,All,ETH,-0.014029102156989262,0.0067805569417037645,-2.0690191495485237,0.03978038026188451,0.35735400729873357,-0.1867917289692735,213 G3,All,funding_btc,-0.042134409439812656,0.06082924453812546,-0.6926669854235065,0.4892911756402718,0.35735400729873357,0.04486264889245672,213 G3,All,funding_eth,0.10492388016609919,0.06586575278053465,1.5929959916454095,0.11267958024603199,0.35735400729873357,0.01821837505309215,213 G3_plus,All,BTC,0.037505251835095677,0.015277449241243033,2.454942002611694,0.014911881060441435,0.22080601522955456,0.07613835050235646,213 G3_plus,All,ETH,0.07038623948156944,0.009359360344110387,7.520411320188324,1.6097458443665057e-12,0.22080601522955456,0.3888482477105395,213 G3_plus,All,funding_btc,0.023092420621233158,0.08396402006311739,0.27502757257065746,0.7835680514437493,0.22080601522955456,-0.042174586325768204,213 G3_plus,All,funding_eth,-0.30767850966573423,0.09091602945144135,-3.3842053103525234,0.0008530940675823154,0.22080601522955456,-0.047061365765664345,213 Persistent,All,BTC,-0.006614920759842931,0.0034124963578619156,-1.9384403867869562,0.053922838633718426,0.06834634459066291,-0.13824830286638162,213 Persistent,All,ETH,0.004820220109233744,0.0020905834856234993,2.305681711532392,0.02211403618782072,0.06834634459066291,0.13092177356746657,213 Persistent,All,funding_btc,0.0474757501496368,0.018754892137577802,2.5313795356099713,0.012100764389522803,0.06834634459066291,0.10980030604737241,213 Persistent,All,funding_eth,-0.046915889023349054,0.02030774997024746,-2.3102455511853717,0.021855128845104595,0.06834634459066291,-0.03881492470522034,213 QuantStrat,All,BTC,-0.0002885485628611061,0.0017313260840734796,-0.16666332559502972,0.867796867264087,0.022155427113275228,0.01033333076979203,213 QuantStrat,All,ETH,-0.002249982968454688,0.0010606551157935852,-2.1213143980088613,0.03507914831762698,0.022155427113275228,-0.13896216815860984,213 QuantStrat,All,funding_btc,-0.0051583443797034705,0.009515272855006803,-0.5421120821552923,0.5883215896197429,0.022155427113275228,-0.026832907434207673,213 QuantStrat,All,funding_eth,0.007179584999905889,0.010303113482108089,0.6968364477760655,0.4866832004626387,0.022155427113275228,-0.021438031015782066,213
← year_2025