| 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 | 2,995,188 | 786 | 998 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.006 | 0.820 | 1 |
| 1 | True | 2,234,540 | 656,576 | 94 | 3,141 | -0.013 | 0.001 | 0.002 | 0.012 | 0.007 | 0.007 | 0.180 | 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 | 3,108,370 | 781 | 923 | -0.027 | -0.004 | -0.015 | 0.027 | 0.020 | 0.020 | 0.826 | 2 |
| 1 | True | 2,346,830 | 656,860 | 98 | 1,859 | -0.027 | 0.002 | 0.015 | 0.026 | 0.020 | 0.020 | 0.174 | 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 | 3,765,471 | 761 | 1,000 | -0.040 | -0.007 | -0.029 | 0.040 | 0.033 | 0.034 | 0.774 | 3 |
| 1 | True | 3,866,096 | 1,098,686 | 119 | 2,522 | -0.039 | -0.004 | -0.028 | 0.040 | 0.033 | 0.034 | 0.226 | 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 | 2,539,632 | 784 | 891 | -0.054 | -0.013 | -0.043 | 0.054 | 0.047 | 0.047 | 0.772 | 4 |
| 1 | True | 2,787,199 | 749,936 | 95 | 2,451 | -0.053 | -0.008 | -0.042 | 0.054 | 0.047 | 0.048 | 0.228 | 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 | 2,348,112 | 780 | 769 | -0.067 | -0.018 | -0.057 | 0.067 | 0.060 | 0.060 | 0.793 | 5 |
| 1 | True | 3,267,136 | 614,557 | 100 | 2,513 | -0.067 | -0.010 | -0.057 | 0.067 | 0.061 | 0.061 | 0.207 | 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 | 1,503,091 | 773 | 701 | -0.083 | -0.022 | -0.071 | 0.083 | 0.075 | 0.075 | 0.560 | 6 |
| 1 | True | 4,036,560 | 1,180,297 | 106 | 2,081 | -0.082 | -0.009 | -0.069 | 0.082 | 0.075 | 0.074 | 0.440 | 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 | 2,012,684 | 761 | 830 | -0.100 | -0.029 | -0.087 | 0.100 | 0.091 | 0.091 | 0.660 | 7 |
| 1 | True | 4,823,625 | 1,035,636 | 118 | 2,088 | -0.100 | -0.006 | -0.083 | 0.100 | 0.091 | 0.092 | 0.340 | 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 | 1,809,345 | 750 | 776 | -0.123 | -0.035 | -0.106 | 0.123 | 0.111 | 0.111 | 0.693 | 8 |
| 1 | True | 4,392,022 | 800,921 | 130 | 2,864 | -0.123 | 0.001 | 0.101 | 0.122 | 0.111 | 0.110 | 0.307 | 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 | 1,884,460 | 768 | 752 | -0.157 | -0.041 | -0.129 | 0.157 | 0.138 | 0.138 | 0.672 | 9 |
| 1 | True | 5,016,053 | 920,933 | 111 | 2,200 | -0.156 | 0.033 | 0.130 | 0.157 | 0.139 | 0.138 | 0.328 | 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 | 1,826,512 | 733 | 513 | -0.362 | -0.085 | -0.173 | 0.306 | 0.200 | 0.191 | 0.261 | 10 |
| 1 | True | 7,425,621 | 5,161,716 | 147 | 1,796 | -0.336 | 0.039 | 0.168 | 0.319 | 0.194 | 0.185 | 0.739 | 10 |