| 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 | 2,347,644 | 718 | 1,004 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.692 | 1 |
| 1 | True | 2,967,278 | 1,043,221 | 88 | 2,203 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.006 | 0.308 | 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 | 3,434,151 | 700 | 1,060 | -0.028 | 0.001 | 0.014 | 0.028 | 0.021 | 0.021 | 0.855 | 2 |
| 1 | True | 3,439,814 | 583,085 | 106 | 2,250 | -0.028 | -0.002 | -0.014 | 0.027 | 0.020 | 0.019 | 0.145 | 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 | 2,506,231 | 710 | 1,067 | -0.042 | -0.003 | -0.029 | 0.042 | 0.035 | 0.034 | 0.800 | 3 |
| 1 | True | 3,159,280 | 625,437 | 96 | 2,315 | -0.041 | 0.005 | 0.030 | 0.042 | 0.035 | 0.035 | 0.200 | 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 | 3,853,625 | 716 | 1,181 | -0.055 | -0.010 | -0.044 | 0.055 | 0.049 | 0.048 | 0.822 | 4 |
| 1 | True | 3,003,088 | 834,569 | 90 | 2,128 | -0.055 | 0.007 | 0.044 | 0.055 | 0.049 | 0.049 | 0.178 | 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 | 2,206,042 | 686 | 1,000 | -0.071 | -0.011 | -0.057 | 0.070 | 0.063 | 0.063 | 0.688 | 5 |
| 1 | True | 4,558,441 | 1,001,065 | 120 | 2,088 | -0.071 | 0.007 | 0.057 | 0.071 | 0.064 | 0.065 | 0.312 | 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 | 2,119,476 | 686 | 1,009 | -0.086 | -0.020 | -0.074 | 0.086 | 0.078 | 0.078 | 0.729 | 6 |
| 1 | True | 4,412,314 | 787,814 | 119 | 2,485 | -0.086 | 0.012 | 0.073 | 0.086 | 0.078 | 0.078 | 0.271 | 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 | 2,231,407 | 687 | 868 | -0.107 | -0.030 | -0.091 | 0.107 | 0.096 | 0.096 | 0.584 | 7 |
| 1 | True | 5,607,878 | 1,589,598 | 119 | 1,981 | -0.106 | 0.026 | 0.090 | 0.106 | 0.096 | 0.095 | 0.416 | 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 | 1,772,980 | 702 | 884 | -0.134 | -0.047 | -0.114 | 0.134 | 0.119 | 0.119 | 0.688 | 8 |
| 1 | True | 3,889,927 | 803,181 | 104 | 2,381 | -0.132 | 0.031 | 0.112 | 0.134 | 0.119 | 0.118 | 0.312 | 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 | 2,094,253 | 697 | 771 | -0.179 | -0.075 | -0.148 | 0.177 | 0.155 | 0.154 | 0.489 | 9 |
| 1 | True | 3,775,970 | 2,185,355 | 109 | 1,945 | -0.177 | 0.042 | 0.145 | 0.179 | 0.156 | 0.154 | 0.511 | 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 | 1,140,978 | 680 | 637 | -0.503 | -0.172 | -0.214 | 0.288 | 0.234 | 0.219 | 0.615 | 10 |
| 1 | True | 7,333,499 | 713,436 | 126 | 2,105 | -0.352 | 0.055 | 0.195 | 0.342 | 0.233 | 0.218 | 0.385 | 10 |