If you buy PhD-trader, I guarantee you will become rich.

In PhD-trader it is possible to model 512 statistical arbitrage trading strategies with different combinations of indicators, hedge and signals management logic. Here we prepared a list of all 512 strategies.


List of strategies available for backtesting and optimization in PhD-trader

 

Strategy №

Spread model

OLS-spread with MA

MA type

Bands type

Separate period for Bands

Hedge model

Accum. position

Reverse position at opposite Band

Trigger: upper Band is crossed from above/lower-from below

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

    21.

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

FALSE

 

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Standard dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

EMA

Apirine exp. dev.

TRUE

 

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

Log-price ratio

 

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

FALSE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 

  1.  

OLS

TRUE

SMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 

  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Standard

dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

OLS-beta neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

FALSE

Dollar neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

OLS-beta neutral

TRUE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

FALSE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

FALSE

TRUE

TRUE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

FALSE

 
  1.  

OLS

TRUE

EMA

Apirine exp. dev.

TRUE

Dollar neutral

TRUE

TRUE

TRUE