| 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 | 2,974,988 | 858 | 873 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.948 | 1 |
| 1 | True | 844,225 | 164,186 | 31 | 1,504 | -0.015 | -0.003 | -0.003 | 0.014 | 0.008 | 0.007 | 0.052 | 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 | 3,801,857 | 846 | 919 | -0.029 | -0.001 | -0.015 | 0.029 | 0.022 | 0.022 | 0.966 | 2 |
| 1 | True | 1,394,234 | 133,784 | 43 | 1,900 | -0.029 | 0.000 | 0.015 | 0.029 | 0.022 | 0.023 | 0.034 | 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 | 2,600,193 | 842 | 738 | -0.045 | -0.002 | -0.030 | 0.045 | 0.037 | 0.037 | 0.915 | 3 |
| 1 | True | 1,056,170 | 241,730 | 46 | 2,084 | -0.044 | -0.014 | -0.033 | 0.044 | 0.037 | 0.037 | 0.085 | 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 | 3,798,064 | 834 | 759 | -0.062 | -0.005 | -0.047 | 0.061 | 0.053 | 0.053 | 0.875 | 4 |
| 1 | True | 1,478,782 | 543,174 | 55 | 2,411 | -0.061 | -0.001 | -0.046 | 0.062 | 0.053 | 0.054 | 0.125 | 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 | 2,656,880 | 822 | 800 | -0.079 | -0.017 | -0.065 | 0.079 | 0.070 | 0.070 | 0.876 | 5 |
| 1 | True | 2,425,287 | 377,692 | 66 | 1,647 | -0.079 | 0.001 | 0.001 | 0.078 | 0.070 | 0.070 | 0.124 | 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 | 2,478,771 | 828 | 761 | -0.099 | -0.028 | -0.084 | 0.099 | 0.089 | 0.088 | 0.808 | 6 |
| 1 | True | 1,960,398 | 589,187 | 61 | 2,626 | -0.098 | 0.036 | 0.085 | 0.098 | 0.088 | 0.087 | 0.192 | 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 | 2,833,092 | 815 | 723 | -0.122 | -0.034 | -0.104 | 0.122 | 0.110 | 0.110 | 0.815 | 7 |
| 1 | True | 2,839,867 | 640,967 | 73 | 2,706 | -0.121 | 0.029 | 0.103 | 0.122 | 0.109 | 0.109 | 0.185 | 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 | 2,016,890 | 825 | 681 | -0.149 | -0.051 | -0.129 | 0.149 | 0.136 | 0.135 | 0.843 | 8 |
| 1 | True | 2,232,187 | 375,278 | 64 | 1,751 | -0.149 | 0.017 | 0.127 | 0.149 | 0.135 | 0.134 | 0.157 | 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 | 1,752,161 | 827 | 691 | -0.192 | -0.068 | -0.159 | 0.192 | 0.169 | 0.168 | 0.854 | 9 |
| 1 | True | 1,755,789 | 299,567 | 61 | 1,966 | -0.189 | 0.072 | 0.166 | 0.192 | 0.172 | 0.172 | 0.146 | 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 | 2,084,337 | 755 | 572 | -0.464 | -0.095 | -0.211 | 0.376 | 0.240 | 0.228 | 0.377 | 10 |
| 1 | True | 4,060,304 | 3,438,610 | 134 | 1,369 | -0.409 | 0.044 | 0.205 | 0.378 | 0.255 | 0.245 | 0.623 | 10 |