| 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 | 3,907,693 | 813 | 1,010 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.831 | 1 |
| 1 | True | 2,640,953 | 792,102 | 71 | 2,608 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.169 | 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 | 3,504,934 | 820 | 1,009 | -0.030 | -0.006 | -0.018 | 0.030 | 0.022 | 0.022 | 0.766 | 2 |
| 1 | True | 2,382,405 | 1,068,777 | 63 | 2,992 | -0.029 | 0.007 | 0.018 | 0.029 | 0.022 | 0.022 | 0.234 | 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 | 3,644,786 | 807 | 953 | -0.045 | -0.014 | -0.034 | 0.045 | 0.038 | 0.038 | 0.839 | 3 |
| 1 | True | 4,323,507 | 701,096 | 76 | 2,983 | -0.045 | 0.003 | 0.031 | 0.045 | 0.038 | 0.038 | 0.161 | 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 | 2,573,529 | 810 | 878 | -0.062 | -0.024 | -0.051 | 0.062 | 0.054 | 0.054 | 0.719 | 4 |
| 1 | True | 2,417,727 | 1,003,985 | 73 | 2,426 | -0.061 | -0.005 | -0.047 | 0.062 | 0.054 | 0.054 | 0.281 | 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 | 2,576,683 | 797 | 879 | -0.079 | -0.037 | -0.068 | 0.079 | 0.070 | 0.070 | 0.761 | 5 |
| 1 | True | 4,669,820 | 810,366 | 86 | 2,206 | -0.079 | 0.006 | 0.063 | 0.079 | 0.070 | 0.070 | 0.239 | 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 | 1,951,524 | 801 | 778 | -0.099 | -0.050 | -0.086 | 0.099 | 0.089 | 0.089 | 0.737 | 6 |
| 1 | True | 4,764,947 | 695,607 | 82 | 2,247 | -0.099 | 0.001 | -0.000 | 0.099 | 0.088 | 0.088 | 0.263 | 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 | 1,529,167 | 797 | 710 | -0.120 | -0.052 | -0.104 | 0.120 | 0.109 | 0.109 | 0.744 | 7 |
| 1 | True | 5,335,100 | 527,369 | 86 | 2,737 | -0.120 | -0.025 | -0.103 | 0.119 | 0.109 | 0.110 | 0.256 | 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 | 1,267,377 | 812 | 621 | -0.148 | -0.043 | -0.126 | 0.148 | 0.133 | 0.133 | 0.711 | 8 |
| 1 | True | 3,333,554 | 514,482 | 71 | 2,687 | -0.145 | -0.024 | -0.125 | 0.148 | 0.131 | 0.130 | 0.289 | 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 | 1,372,481 | 812 | 582 | -0.191 | -0.028 | -0.153 | 0.191 | 0.168 | 0.166 | 0.710 | 9 |
| 1 | True | 4,172,505 | 561,380 | 71 | 2,876 | -0.189 | 0.037 | 0.156 | 0.190 | 0.170 | 0.172 | 0.290 | 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 | 2,294,536 | 760 | 440 | -0.410 | -0.003 | -0.193 | 0.395 | 0.241 | 0.227 | 0.384 | 10 |
| 1 | True | 5,833,351 | 3,675,130 | 123 | 1,935 | -0.360 | 0.149 | 0.223 | 0.402 | 0.251 | 0.240 | 0.616 | 10 |