| 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 | 1,840,488 | 704 | 1,063 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.777 | 1 |
| 1 | True | 1,678,417 | 529,539 | 47 | 3,512 | -0.009 | 0.001 | -0.000 | 0.010 | 0.005 | 0.005 | 0.223 | 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 | 2,643,795 | 695 | 987 | -0.019 | -0.000 | -0.010 | 0.019 | 0.014 | 0.014 | 0.863 | 2 |
| 1 | True | 2,102,732 | 418,458 | 55 | 2,176 | -0.019 | 0.002 | 0.010 | 0.019 | 0.014 | 0.015 | 0.137 | 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 | 1,809,033 | 701 | 1,057 | -0.030 | -0.001 | -0.020 | 0.030 | 0.025 | 0.025 | 0.786 | 3 |
| 1 | True | 2,200,297 | 493,179 | 49 | 2,659 | -0.029 | -0.002 | -0.020 | 0.030 | 0.025 | 0.026 | 0.214 | 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 | 2,374,733 | 688 | 999 | -0.042 | -0.004 | -0.032 | 0.042 | 0.036 | 0.036 | 0.840 | 4 |
| 1 | True | 2,884,125 | 451,923 | 62 | 2,842 | -0.042 | -0.007 | -0.032 | 0.041 | 0.036 | 0.036 | 0.160 | 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 | 1,690,039 | 690 | 981 | -0.055 | -0.007 | -0.044 | 0.055 | 0.048 | 0.048 | 0.619 | 5 |
| 1 | True | 3,059,013 | 1,039,274 | 60 | 2,443 | -0.055 | -0.003 | -0.042 | 0.055 | 0.048 | 0.049 | 0.381 | 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 | 2,128,131 | 681 | 981 | -0.073 | -0.015 | -0.058 | 0.072 | 0.064 | 0.063 | 0.536 | 6 |
| 1 | True | 4,925,602 | 1,844,914 | 69 | 3,578 | -0.072 | 0.000 | 0.056 | 0.072 | 0.064 | 0.065 | 0.464 | 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 | 2,821,498 | 655 | 967 | -0.094 | -0.028 | -0.078 | 0.093 | 0.083 | 0.083 | 0.722 | 7 |
| 1 | True | 7,477,615 | 1,085,742 | 95 | 2,284 | -0.093 | 0.006 | 0.075 | 0.093 | 0.084 | 0.084 | 0.278 | 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 | 2,879,757 | 660 | 929 | -0.122 | -0.051 | -0.102 | 0.122 | 0.107 | 0.107 | 0.835 | 8 |
| 1 | True | 7,466,315 | 568,428 | 90 | 2,073 | -0.121 | -0.014 | -0.097 | 0.122 | 0.107 | 0.107 | 0.165 | 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 | 1,865,958 | 650 | 790 | -0.169 | -0.087 | -0.137 | 0.169 | 0.144 | 0.143 | 0.707 | 9 |
| 1 | True | 10,967,687 | 775,029 | 100 | 2,286 | -0.167 | -0.009 | -0.124 | 0.168 | 0.142 | 0.141 | 0.293 | 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 | 2,215,988 | 673 | 544 | -0.452 | -0.178 | -0.206 | 0.256 | 0.222 | 0.209 | 0.782 | 10 |
| 1 | True | 8,709,619 | 619,568 | 78 | 3,962 | -0.305 | 0.070 | 0.181 | 0.333 | 0.219 | 0.211 | 0.218 | 10 |