| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,692,589 | 807 | 1,023 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.778 | 1 |
| 1 | True | 2,707,598 | 1,054,697 | 77 | 2,878 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.006 | 0.222 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 4,426,118 | 830 | 1,007 | -0.030 | -0.005 | -0.017 | 0.030 | 0.022 | 0.023 | 0.876 | 2 |
| 1 | True | 2,561,395 | 625,716 | 53 | 1,917 | -0.030 | 0.006 | 0.018 | 0.030 | 0.022 | 0.022 | 0.124 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,536,498 | 804 | 947 | -0.046 | -0.016 | -0.035 | 0.046 | 0.038 | 0.038 | 0.765 | 3 |
| 1 | True | 4,100,721 | 1,084,560 | 79 | 3,024 | -0.046 | 0.003 | 0.032 | 0.045 | 0.037 | 0.036 | 0.235 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,403,872 | 806 | 1,005 | -0.061 | -0.028 | -0.051 | 0.061 | 0.054 | 0.054 | 0.736 | 4 |
| 1 | True | 2,776,168 | 861,480 | 77 | 2,741 | -0.061 | -0.008 | -0.048 | 0.061 | 0.054 | 0.054 | 0.264 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,541,776 | 799 | 802 | -0.079 | -0.038 | -0.068 | 0.079 | 0.070 | 0.070 | 0.769 | 5 |
| 1 | True | 4,004,630 | 764,427 | 84 | 2,189 | -0.079 | 0.004 | 0.062 | 0.079 | 0.070 | 0.071 | 0.231 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,867,219 | 802 | 770 | -0.097 | -0.049 | -0.085 | 0.097 | 0.088 | 0.088 | 0.837 | 6 |
| 1 | True | 4,928,229 | 363,170 | 81 | 2,253 | -0.097 | -0.001 | -0.080 | 0.096 | 0.089 | 0.090 | 0.163 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,307,310 | 806 | 670 | -0.119 | -0.056 | -0.104 | 0.118 | 0.107 | 0.107 | 0.583 | 7 |
| 1 | True | 4,992,546 | 936,428 | 77 | 2,501 | -0.119 | -0.027 | -0.103 | 0.117 | 0.108 | 0.108 | 0.417 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,146,180 | 813 | 590 | -0.147 | -0.040 | -0.124 | 0.147 | 0.132 | 0.132 | 0.767 | 8 |
| 1 | True | 3,776,345 | 348,918 | 70 | 2,033 | -0.147 | -0.013 | -0.120 | 0.145 | 0.133 | 0.134 | 0.233 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,429,119 | 821 | 555 | -0.187 | -0.024 | -0.152 | 0.188 | 0.166 | 0.165 | 0.768 | 9 |
| 1 | True | 3,347,525 | 430,557 | 62 | 2,712 | -0.183 | 0.071 | 0.160 | 0.187 | 0.167 | 0.165 | 0.232 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,452,630 | 763 | 447 | -0.405 | 0.006 | 0.190 | 0.371 | 0.235 | 0.223 | 0.387 | 10 |
| 1 | True | 6,295,231 | 3,882,199 | 120 | 1,984 | -0.364 | 0.138 | 0.223 | 0.388 | 0.247 | 0.241 | 0.613 | 10 |