| 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 | 3,786,763 | 815 | 951 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.803 | 1 |
| 1 | True | 2,408,055 | 927,112 | 68 | 2,942 | -0.013 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.197 | 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 | 3,283,261 | 827 | 1,011 | -0.029 | -0.005 | -0.017 | 0.029 | 0.022 | 0.022 | 0.784 | 2 |
| 1 | True | 2,260,573 | 906,631 | 56 | 3,074 | -0.029 | 0.001 | 0.015 | 0.028 | 0.022 | 0.023 | 0.216 | 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 | 2,751,952 | 807 | 929 | -0.045 | -0.012 | -0.033 | 0.045 | 0.037 | 0.037 | 0.767 | 3 |
| 1 | True | 3,877,550 | 838,004 | 76 | 2,405 | -0.045 | 0.004 | 0.031 | 0.045 | 0.038 | 0.038 | 0.233 | 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 | 2,698,698 | 808 | 919 | -0.062 | -0.026 | -0.050 | 0.062 | 0.054 | 0.053 | 0.786 | 4 |
| 1 | True | 3,092,257 | 733,657 | 75 | 2,390 | -0.062 | 0.000 | 0.045 | 0.061 | 0.054 | 0.055 | 0.214 | 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 | 3,862,476 | 808 | 891 | -0.079 | -0.034 | -0.067 | 0.079 | 0.070 | 0.070 | 0.862 | 5 |
| 1 | True | 4,225,937 | 620,232 | 75 | 2,485 | -0.079 | -0.001 | -0.062 | 0.079 | 0.071 | 0.071 | 0.138 | 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 | 1,791,347 | 798 | 829 | -0.098 | -0.047 | -0.086 | 0.098 | 0.089 | 0.089 | 0.740 | 6 |
| 1 | True | 4,194,703 | 628,087 | 84 | 2,352 | -0.098 | 0.004 | 0.081 | 0.098 | 0.089 | 0.088 | 0.260 | 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 | 1,432,332 | 796 | 685 | -0.120 | -0.049 | -0.105 | 0.120 | 0.109 | 0.109 | 0.603 | 7 |
| 1 | True | 5,036,546 | 941,637 | 87 | 2,196 | -0.120 | -0.012 | -0.102 | 0.120 | 0.111 | 0.111 | 0.397 | 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 | 1,485,992 | 810 | 656 | -0.148 | -0.041 | -0.126 | 0.148 | 0.134 | 0.134 | 0.784 | 8 |
| 1 | True | 3,802,289 | 409,919 | 73 | 1,689 | -0.147 | -0.029 | -0.125 | 0.146 | 0.134 | 0.132 | 0.216 | 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 | 1,469,384 | 795 | 575 | -0.191 | -0.027 | -0.153 | 0.191 | 0.167 | 0.166 | 0.682 | 9 |
| 1 | True | 4,778,442 | 684,161 | 88 | 2,828 | -0.187 | 0.014 | 0.152 | 0.189 | 0.166 | 0.164 | 0.318 | 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 | 2,298,812 | 755 | 450 | -0.452 | -0.021 | -0.196 | 0.392 | 0.239 | 0.227 | 0.386 | 10 |
| 1 | True | 6,259,310 | 3,652,969 | 128 | 1,789 | -0.316 | 0.117 | 0.216 | 0.381 | 0.246 | 0.238 | 0.614 | 10 |