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 |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
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 |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
FALSE
|
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
EMA |
Apirine exp. dev. |
TRUE
|
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
Log-price ratio |
|
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
FALSE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
SMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Standard dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
FALSE |
Dollar neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
OLS-beta neutral |
TRUE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
FALSE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
FALSE |
TRUE |
TRUE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
FALSE |
|
|
OLS |
TRUE |
EMA |
Apirine exp. dev. |
TRUE |
Dollar neutral |
TRUE |
TRUE |
TRUE |