| 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 | 2,309,627 | 700 | 1,068 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.862 | 1 |
| 1 | True | 1,921,723 | 370,082 | 51 | 2,905 | -0.009 | 0.000 | 0.000 | 0.010 | 0.004 | 0.005 | 0.138 | 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 | 2,011,313 | 702 | 1,001 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.740 | 2 |
| 1 | True | 1,714,509 | 705,419 | 48 | 2,983 | -0.019 | -0.003 | -0.011 | 0.019 | 0.015 | 0.015 | 0.260 | 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 | 2,176,072 | 691 | 1,170 | -0.031 | -0.003 | -0.021 | 0.030 | 0.025 | 0.025 | 0.810 | 3 |
| 1 | True | 2,368,713 | 509,670 | 59 | 2,331 | -0.030 | 0.002 | 0.021 | 0.031 | 0.026 | 0.026 | 0.190 | 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 | 2,387,068 | 690 | 1,087 | -0.042 | -0.007 | -0.032 | 0.042 | 0.036 | 0.036 | 0.725 | 4 |
| 1 | True | 3,329,652 | 904,309 | 60 | 2,868 | -0.042 | -0.007 | -0.034 | 0.041 | 0.036 | 0.036 | 0.275 | 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 | 2,405,995 | 688 | 978 | -0.056 | -0.012 | -0.044 | 0.056 | 0.049 | 0.048 | 0.758 | 5 |
| 1 | True | 2,670,439 | 767,413 | 62 | 3,770 | -0.055 | -0.008 | -0.043 | 0.056 | 0.048 | 0.048 | 0.242 | 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 | 2,374,501 | 674 | 915 | -0.072 | -0.022 | -0.059 | 0.073 | 0.064 | 0.064 | 0.795 | 6 |
| 1 | True | 5,941,975 | 612,346 | 76 | 3,956 | -0.072 | -0.011 | -0.058 | 0.073 | 0.064 | 0.064 | 0.205 | 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 | 2,364,461 | 657 | 862 | -0.093 | -0.034 | -0.078 | 0.093 | 0.082 | 0.082 | 0.533 | 7 |
| 1 | True | 7,109,979 | 2,073,767 | 93 | 2,813 | -0.093 | -0.011 | -0.074 | 0.093 | 0.083 | 0.083 | 0.467 | 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 | 1,771,235 | 656 | 831 | -0.121 | -0.059 | -0.102 | 0.121 | 0.106 | 0.105 | 0.639 | 8 |
| 1 | True | 7,887,258 | 1,002,044 | 94 | 2,448 | -0.121 | -0.020 | -0.097 | 0.122 | 0.107 | 0.105 | 0.361 | 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 | 1,494,601 | 655 | 782 | -0.166 | -0.076 | -0.134 | 0.165 | 0.141 | 0.141 | 0.639 | 9 |
| 1 | True | 10,030,113 | 843,945 | 95 | 2,056 | -0.164 | -0.019 | -0.125 | 0.165 | 0.141 | 0.141 | 0.361 | 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 | 2,563,750 | 669 | 566 | -0.425 | -0.162 | -0.198 | 0.326 | 0.215 | 0.203 | 0.800 | 10 |
| 1 | True | 8,879,851 | 640,905 | 82 | 4,285 | -0.301 | 0.083 | 0.184 | 0.334 | 0.213 | 0.206 | 0.200 | 10 |