| 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 | 2,431,742 | 711 | 1,031 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.840 | 1 |
| 1 | True | 2,636,833 | 461,706 | 93 | 1,747 | -0.012 | 0.003 | 0.005 | 0.013 | 0.007 | 0.007 | 0.160 | 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 | 3,752,364 | 693 | 1,116 | -0.027 | -0.002 | -0.014 | 0.027 | 0.020 | 0.020 | 0.796 | 2 |
| 1 | True | 3,419,068 | 964,104 | 110 | 2,433 | -0.026 | 0.002 | 0.015 | 0.027 | 0.020 | 0.020 | 0.204 | 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 | 2,480,852 | 716 | 981 | -0.042 | -0.006 | -0.029 | 0.042 | 0.034 | 0.034 | 0.846 | 3 |
| 1 | True | 3,253,415 | 450,676 | 87 | 2,102 | -0.042 | 0.000 | 0.027 | 0.042 | 0.034 | 0.034 | 0.154 | 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 | 3,269,396 | 695 | 986 | -0.057 | -0.010 | -0.044 | 0.057 | 0.049 | 0.049 | 0.858 | 4 |
| 1 | True | 3,251,683 | 540,035 | 108 | 2,655 | -0.056 | 0.004 | 0.043 | 0.056 | 0.048 | 0.048 | 0.142 | 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 | 2,553,814 | 718 | 1,012 | -0.072 | -0.013 | -0.060 | 0.072 | 0.065 | 0.065 | 0.807 | 5 |
| 1 | True | 3,165,454 | 609,128 | 86 | 2,376 | -0.072 | 0.005 | 0.059 | 0.072 | 0.065 | 0.065 | 0.193 | 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 | 2,436,801 | 711 | 951 | -0.089 | -0.020 | -0.075 | 0.089 | 0.080 | 0.080 | 0.718 | 6 |
| 1 | True | 4,104,455 | 957,176 | 92 | 2,104 | -0.087 | 0.018 | 0.076 | 0.089 | 0.080 | 0.080 | 0.282 | 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 | 2,239,626 | 681 | 952 | -0.108 | -0.026 | -0.092 | 0.108 | 0.098 | 0.098 | 0.676 | 7 |
| 1 | True | 4,212,143 | 1,071,922 | 122 | 2,082 | -0.108 | 0.032 | 0.093 | 0.108 | 0.099 | 0.099 | 0.324 | 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 | 3,104,290 | 695 | 981 | -0.134 | -0.045 | -0.115 | 0.134 | 0.120 | 0.120 | 0.746 | 8 |
| 1 | True | 4,278,818 | 1,059,311 | 108 | 2,360 | -0.134 | 0.043 | 0.115 | 0.134 | 0.121 | 0.121 | 0.254 | 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 | 1,624,297 | 692 | 870 | -0.174 | -0.067 | -0.143 | 0.174 | 0.152 | 0.151 | 0.656 | 9 |
| 1 | True | 5,060,899 | 850,330 | 111 | 1,819 | -0.174 | 0.029 | 0.141 | 0.173 | 0.153 | 0.154 | 0.344 | 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 | 1,314,585 | 648 | 834 | -0.415 | -0.137 | -0.196 | 0.340 | 0.219 | 0.205 | 0.335 | 10 |
| 1 | True | 8,739,754 | 2,605,004 | 156 | 1,983 | -0.369 | 0.034 | 0.182 | 0.426 | 0.231 | 0.217 | 0.665 | 10 |