| 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 | 1,672,266 | 693 | 1,013 | -0.009 | 0.000 | -0.000 | 0.009 | 0.005 | 0.005 | 0.752 | 1 |
| 1 | True | 1,458,764 | 550,433 | 57 | 3,287 | -0.009 | -0.001 | -0.000 | 0.009 | 0.004 | 0.004 | 0.248 | 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 | 1,624,338 | 705 | 1,017 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.888 | 2 |
| 1 | True | 2,766,770 | 204,077 | 45 | 2,577 | -0.019 | -0.001 | -0.011 | 0.018 | 0.015 | 0.015 | 0.112 | 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 | 2,196,312 | 696 | 1,004 | -0.031 | -0.001 | -0.020 | 0.031 | 0.025 | 0.025 | 0.750 | 3 |
| 1 | True | 1,990,763 | 733,946 | 54 | 2,938 | -0.030 | -0.007 | -0.021 | 0.031 | 0.025 | 0.025 | 0.250 | 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 | 2,209,466 | 703 | 1,105 | -0.043 | -0.006 | -0.033 | 0.043 | 0.037 | 0.037 | 0.847 | 4 |
| 1 | True | 3,098,055 | 398,298 | 47 | 3,665 | -0.043 | 0.006 | 0.033 | 0.043 | 0.037 | 0.038 | 0.153 | 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 | 2,057,632 | 687 | 993 | -0.058 | -0.006 | -0.044 | 0.058 | 0.050 | 0.050 | 0.643 | 5 |
| 1 | True | 3,223,810 | 1,140,518 | 63 | 2,935 | -0.058 | -0.003 | -0.044 | 0.057 | 0.050 | 0.050 | 0.357 | 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 | 2,223,371 | 678 | 937 | -0.075 | -0.018 | -0.061 | 0.075 | 0.066 | 0.066 | 0.778 | 6 |
| 1 | True | 4,569,986 | 632,947 | 72 | 2,856 | -0.075 | 0.016 | 0.061 | 0.075 | 0.066 | 0.065 | 0.222 | 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 | 3,123,901 | 668 | 1,004 | -0.097 | -0.029 | -0.081 | 0.097 | 0.086 | 0.086 | 0.805 | 7 |
| 1 | True | 6,252,303 | 755,827 | 82 | 2,308 | -0.097 | -0.011 | -0.077 | 0.096 | 0.086 | 0.086 | 0.195 | 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 | 1,813,657 | 645 | 877 | -0.127 | -0.055 | -0.106 | 0.127 | 0.111 | 0.111 | 0.632 | 8 |
| 1 | True | 8,408,190 | 1,057,335 | 105 | 1,973 | -0.126 | -0.017 | -0.102 | 0.126 | 0.111 | 0.111 | 0.368 | 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 | 2,797,278 | 660 | 827 | -0.174 | -0.086 | -0.143 | 0.174 | 0.149 | 0.148 | 0.643 | 9 |
| 1 | True | 9,212,588 | 1,555,297 | 90 | 2,733 | -0.171 | -0.017 | -0.131 | 0.171 | 0.148 | 0.147 | 0.357 | 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 | 2,319,261 | 670 | 519 | -0.452 | -0.188 | -0.209 | 0.278 | 0.225 | 0.211 | 0.769 | 10 |
| 1 | True | 9,839,201 | 696,206 | 80 | 4,172 | -0.298 | 0.063 | 0.193 | 0.322 | 0.218 | 0.213 | 0.231 | 10 |