| 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 | 2,112,837 | 704 | 1,182 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.869 | 1 |
| 1 | True | 6,683,675 | 318,972 | 46 | 2,757 | -0.010 | 0.001 | 0.001 | 0.010 | 0.005 | 0.005 | 0.131 | 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 | 2,136,920 | 717 | 1,090 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.857 | 2 |
| 1 | True | 6,507,031 | 355,502 | 33 | 3,027 | -0.019 | -0.004 | -0.012 | 0.020 | 0.015 | 0.016 | 0.143 | 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 | 2,528,230 | 695 | 1,094 | -0.032 | -0.006 | -0.023 | 0.032 | 0.026 | 0.026 | 0.799 | 3 |
| 1 | True | 8,788,799 | 636,608 | 55 | 2,734 | -0.032 | -0.006 | -0.023 | 0.031 | 0.026 | 0.026 | 0.201 | 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 | 2,818,749 | 695 | 1,064 | -0.045 | -0.008 | -0.034 | 0.045 | 0.038 | 0.038 | 0.862 | 4 |
| 1 | True | 7,687,578 | 451,171 | 55 | 2,934 | -0.045 | -0.002 | -0.032 | 0.044 | 0.039 | 0.039 | 0.138 | 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 | 2,160,071 | 678 | 1,004 | -0.059 | -0.015 | -0.048 | 0.059 | 0.052 | 0.051 | 0.737 | 5 |
| 1 | True | 11,197,154 | 768,912 | 72 | 3,172 | -0.059 | -0.029 | -0.051 | 0.058 | 0.052 | 0.053 | 0.263 | 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 | 2,080,295 | 678 | 896 | -0.077 | -0.020 | -0.063 | 0.077 | 0.068 | 0.068 | 0.751 | 6 |
| 1 | True | 14,621,064 | 689,747 | 71 | 2,474 | -0.077 | -0.012 | -0.063 | 0.077 | 0.068 | 0.067 | 0.249 | 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 | 2,279,595 | 657 | 871 | -0.099 | -0.040 | -0.084 | 0.100 | 0.088 | 0.088 | 0.740 | 7 |
| 1 | True | 20,757,142 | 800,037 | 93 | 2,485 | -0.100 | -0.010 | -0.081 | 0.099 | 0.088 | 0.087 | 0.260 | 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 | 2,671,773 | 644 | 850 | -0.129 | -0.056 | -0.107 | 0.130 | 0.114 | 0.113 | 0.601 | 8 |
| 1 | True | 22,700,653 | 1,775,634 | 106 | 2,078 | -0.128 | -0.017 | -0.104 | 0.129 | 0.114 | 0.114 | 0.399 | 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 | 1,773,084 | 640 | 758 | -0.174 | -0.086 | -0.144 | 0.174 | 0.150 | 0.149 | 0.743 | 9 |
| 1 | True | 34,886,351 | 614,213 | 110 | 2,339 | -0.174 | -0.002 | -0.132 | 0.174 | 0.150 | 0.148 | 0.257 | 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 | 1,979,611 | 651 | 434 | -0.504 | -0.188 | -0.209 | 0.301 | 0.226 | 0.213 | 0.675 | 10 |
| 1 | True | 31,163,387 | 951,713 | 99 | 4,033 | -0.311 | 0.063 | 0.193 | 0.326 | 0.223 | 0.215 | 0.325 | 10 |