| 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 | 2,926,491 | 695 | 963 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.741 | 1 |
| 1 | True | 3,243,433 | 1,020,539 | 121 | 2,286 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.259 | 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 | 2,991,560 | 719 | 996 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.804 | 2 |
| 1 | True | 4,125,391 | 727,101 | 96 | 2,899 | -0.024 | -0.002 | -0.013 | 0.024 | 0.018 | 0.019 | 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 | 2,361,573 | 695 | 1,052 | -0.037 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.744 | 3 |
| 1 | True | 4,069,056 | 813,948 | 120 | 1,969 | -0.037 | 0.000 | 0.000 | 0.037 | 0.031 | 0.031 | 0.256 | 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 | 3,037,481 | 698 | 1,073 | -0.052 | -0.006 | -0.039 | 0.052 | 0.045 | 0.045 | 0.727 | 4 |
| 1 | True | 3,710,117 | 1,141,334 | 117 | 2,232 | -0.052 | 0.000 | 0.038 | 0.051 | 0.045 | 0.045 | 0.273 | 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 | 2,148,550 | 710 | 988 | -0.067 | -0.016 | -0.055 | 0.067 | 0.059 | 0.059 | 0.729 | 5 |
| 1 | True | 3,711,817 | 799,308 | 106 | 2,273 | -0.066 | 0.009 | 0.053 | 0.066 | 0.059 | 0.060 | 0.271 | 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 | 1,587,066 | 700 | 840 | -0.083 | -0.027 | -0.071 | 0.083 | 0.075 | 0.075 | 0.579 | 6 |
| 1 | True | 5,069,711 | 1,154,971 | 115 | 2,446 | -0.083 | 0.021 | 0.071 | 0.083 | 0.075 | 0.075 | 0.421 | 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 | 3,520,352 | 702 | 970 | -0.102 | -0.038 | -0.088 | 0.102 | 0.092 | 0.092 | 0.715 | 7 |
| 1 | True | 4,887,117 | 1,401,203 | 113 | 1,894 | -0.102 | 0.016 | 0.085 | 0.102 | 0.092 | 0.092 | 0.285 | 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 | 2,016,564 | 703 | 954 | -0.126 | -0.051 | -0.109 | 0.126 | 0.113 | 0.113 | 0.732 | 8 |
| 1 | True | 3,936,667 | 736,977 | 112 | 2,297 | -0.126 | 0.014 | 0.105 | 0.125 | 0.113 | 0.112 | 0.268 | 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 | 2,200,661 | 685 | 899 | -0.162 | -0.072 | -0.137 | 0.162 | 0.142 | 0.142 | 0.684 | 9 |
| 1 | True | 4,788,790 | 1,015,079 | 130 | 1,882 | -0.161 | 0.016 | 0.131 | 0.162 | 0.144 | 0.144 | 0.316 | 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 | 1,475,691 | 688 | 684 | -0.417 | -0.154 | -0.189 | 0.309 | 0.207 | 0.194 | 0.339 | 10 |
| 1 | True | 6,418,221 | 2,871,919 | 128 | 2,270 | -0.377 | 0.060 | 0.176 | 0.302 | 0.204 | 0.193 | 0.661 | 10 |