| 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 | 2,620,222 | 771 | 849 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.782 | 1 |
| 1 | True | 2,524,564 | 728,729 | 110 | 2,359 | -0.014 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.218 | 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 | 2,823,868 | 779 | 891 | -0.028 | -0.002 | -0.016 | 0.028 | 0.021 | 0.021 | 0.845 | 2 |
| 1 | True | 3,316,088 | 519,543 | 102 | 2,224 | -0.028 | -0.004 | -0.017 | 0.028 | 0.022 | 0.022 | 0.155 | 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 | 3,145,000 | 756 | 840 | -0.044 | -0.009 | -0.031 | 0.044 | 0.036 | 0.036 | 0.744 | 3 |
| 1 | True | 3,306,881 | 1,080,005 | 124 | 1,966 | -0.044 | -0.005 | -0.030 | 0.043 | 0.036 | 0.036 | 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 | 3,118,579 | 777 | 746 | -0.059 | -0.015 | -0.047 | 0.059 | 0.051 | 0.052 | 0.822 | 4 |
| 1 | True | 3,086,638 | 673,307 | 104 | 1,977 | -0.059 | 0.000 | -0.000 | 0.059 | 0.051 | 0.051 | 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 | 2,082,447 | 784 | 785 | -0.075 | -0.026 | -0.063 | 0.075 | 0.067 | 0.067 | 0.696 | 5 |
| 1 | True | 2,532,689 | 910,145 | 96 | 3,068 | -0.075 | -0.013 | -0.060 | 0.074 | 0.066 | 0.065 | 0.304 | 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 | 2,255,077 | 769 | 697 | -0.092 | -0.024 | -0.079 | 0.092 | 0.083 | 0.083 | 0.768 | 6 |
| 1 | True | 4,297,865 | 680,150 | 112 | 1,865 | -0.092 | -0.007 | -0.076 | 0.092 | 0.083 | 0.083 | 0.232 | 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 | 2,199,836 | 769 | 694 | -0.112 | -0.032 | -0.097 | 0.112 | 0.102 | 0.101 | 0.701 | 7 |
| 1 | True | 5,035,216 | 938,141 | 111 | 1,911 | -0.111 | 0.013 | 0.093 | 0.112 | 0.101 | 0.100 | 0.299 | 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 | 1,438,178 | 774 | 689 | -0.136 | -0.042 | -0.118 | 0.136 | 0.123 | 0.123 | 0.588 | 8 |
| 1 | True | 4,152,783 | 1,006,513 | 107 | 2,769 | -0.135 | 0.001 | 0.112 | 0.136 | 0.123 | 0.122 | 0.412 | 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 | 1,401,888 | 777 | 627 | -0.171 | -0.038 | -0.141 | 0.171 | 0.152 | 0.151 | 0.672 | 9 |
| 1 | True | 5,238,528 | 683,197 | 103 | 2,465 | -0.168 | 0.040 | 0.142 | 0.170 | 0.152 | 0.153 | 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 | 1,719,141 | 752 | 498 | -0.378 | -0.070 | -0.185 | 0.316 | 0.214 | 0.203 | 0.286 | 10 |
| 1 | True | 5,605,260 | 4,298,746 | 129 | 1,576 | -0.329 | 0.070 | 0.187 | 0.360 | 0.218 | 0.207 | 0.714 | 10 |