| 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 | 2,351,624 | 701 | 779 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.795 | 1 |
| 1 | True | 3,177,380 | 605,246 | 110 | 1,745 | -0.014 | 0.001 | 0.001 | 0.014 | 0.006 | 0.006 | 0.205 | 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 | 2,392,060 | 699 | 950 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.804 | 2 |
| 1 | True | 2,820,320 | 582,827 | 112 | 2,004 | -0.027 | 0.002 | 0.015 | 0.028 | 0.021 | 0.020 | 0.196 | 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 | 2,147,355 | 711 | 976 | -0.042 | -0.005 | -0.029 | 0.042 | 0.035 | 0.035 | 0.746 | 3 |
| 1 | True | 3,203,580 | 730,823 | 100 | 1,741 | -0.042 | 0.003 | 0.028 | 0.041 | 0.035 | 0.035 | 0.254 | 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 | 2,339,434 | 706 | 923 | -0.058 | -0.008 | -0.044 | 0.058 | 0.050 | 0.050 | 0.845 | 4 |
| 1 | True | 3,072,338 | 430,459 | 105 | 1,838 | -0.057 | 0.010 | 0.045 | 0.058 | 0.050 | 0.049 | 0.155 | 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 | 2,457,829 | 691 | 948 | -0.073 | -0.014 | -0.060 | 0.073 | 0.066 | 0.066 | 0.789 | 5 |
| 1 | True | 4,540,093 | 656,157 | 120 | 2,450 | -0.073 | 0.019 | 0.061 | 0.073 | 0.065 | 0.065 | 0.211 | 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 | 3,171,602 | 711 | 897 | -0.091 | -0.020 | -0.076 | 0.091 | 0.082 | 0.082 | 0.777 | 6 |
| 1 | True | 3,670,043 | 910,085 | 100 | 2,275 | -0.091 | 0.012 | 0.076 | 0.091 | 0.082 | 0.082 | 0.223 | 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 | 3,655,716 | 723 | 956 | -0.112 | -0.026 | -0.095 | 0.112 | 0.101 | 0.101 | 0.874 | 7 |
| 1 | True | 3,306,877 | 524,971 | 88 | 1,771 | -0.111 | 0.023 | 0.096 | 0.112 | 0.102 | 0.102 | 0.126 | 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 | 2,233,713 | 692 | 870 | -0.137 | -0.046 | -0.118 | 0.137 | 0.124 | 0.123 | 0.741 | 8 |
| 1 | True | 4,255,409 | 779,726 | 119 | 2,510 | -0.136 | 0.033 | 0.117 | 0.136 | 0.123 | 0.123 | 0.259 | 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 | 1,597,024 | 653 | 813 | -0.173 | -0.068 | -0.148 | 0.173 | 0.154 | 0.153 | 0.571 | 9 |
| 1 | True | 5,998,024 | 1,199,388 | 158 | 2,021 | -0.173 | 0.046 | 0.144 | 0.172 | 0.155 | 0.155 | 0.429 | 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 | 1,192,308 | 650 | 763 | -0.449 | -0.141 | -0.200 | 0.365 | 0.218 | 0.206 | 0.343 | 10 |
| 1 | True | 8,049,308 | 2,285,632 | 161 | 1,925 | -0.339 | 0.045 | 0.183 | 0.323 | 0.215 | 0.206 | 0.657 | 10 |