| 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 | 3,029,249 | 719 | 1,030 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.878 | 1 |
| 1 | True | 1,997,829 | 419,391 | 83 | 2,860 | -0.012 | 0.000 | 0.001 | 0.012 | 0.007 | 0.007 | 0.122 | 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 | 1,957,207 | 693 | 942 | -0.025 | -0.000 | -0.012 | 0.025 | 0.019 | 0.019 | 0.682 | 2 |
| 1 | True | 3,019,824 | 911,695 | 109 | 1,855 | -0.025 | 0.002 | 0.013 | 0.025 | 0.019 | 0.019 | 0.318 | 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 | 3,164,598 | 711 | 1,060 | -0.037 | -0.005 | -0.027 | 0.037 | 0.031 | 0.031 | 0.850 | 3 |
| 1 | True | 2,746,752 | 556,625 | 90 | 2,111 | -0.037 | 0.003 | 0.027 | 0.037 | 0.032 | 0.032 | 0.150 | 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 | 2,655,448 | 705 | 946 | -0.052 | -0.007 | -0.039 | 0.052 | 0.044 | 0.045 | 0.882 | 4 |
| 1 | True | 2,657,529 | 354,508 | 97 | 1,514 | -0.051 | 0.004 | 0.039 | 0.052 | 0.045 | 0.045 | 0.118 | 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 | 2,276,824 | 677 | 1,008 | -0.066 | -0.015 | -0.055 | 0.066 | 0.059 | 0.058 | 0.603 | 5 |
| 1 | True | 3,719,825 | 1,499,956 | 125 | 2,444 | -0.066 | 0.006 | 0.054 | 0.066 | 0.059 | 0.059 | 0.397 | 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 | 2,093,866 | 673 | 868 | -0.083 | -0.025 | -0.071 | 0.083 | 0.075 | 0.075 | 0.631 | 6 |
| 1 | True | 4,859,684 | 1,223,946 | 128 | 2,293 | -0.083 | 0.003 | 0.067 | 0.083 | 0.075 | 0.076 | 0.369 | 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 | 2,096,106 | 692 | 921 | -0.104 | -0.041 | -0.089 | 0.104 | 0.093 | 0.093 | 0.731 | 7 |
| 1 | True | 4,581,232 | 773,214 | 110 | 1,779 | -0.103 | 0.028 | 0.088 | 0.104 | 0.094 | 0.093 | 0.269 | 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 | 1,907,470 | 679 | 795 | -0.131 | -0.053 | -0.112 | 0.131 | 0.117 | 0.117 | 0.758 | 8 |
| 1 | True | 4,752,666 | 608,698 | 122 | 2,117 | -0.131 | 0.018 | 0.108 | 0.131 | 0.118 | 0.118 | 0.242 | 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 | 2,023,633 | 677 | 831 | -0.175 | -0.079 | -0.143 | 0.175 | 0.151 | 0.151 | 0.455 | 9 |
| 1 | True | 5,184,076 | 2,420,341 | 125 | 1,955 | -0.172 | 0.020 | 0.133 | 0.175 | 0.149 | 0.147 | 0.545 | 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 | 1,940,932 | 646 | 774 | -0.482 | -0.143 | -0.202 | 0.341 | 0.226 | 0.212 | 0.694 | 10 |
| 1 | True | 8,497,895 | 854,811 | 156 | 2,308 | -0.462 | 0.087 | 0.194 | 0.366 | 0.241 | 0.231 | 0.306 | 10 |