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high-frequency-portfolio-worst-months.csv

high-frequency-portfolio-worst-months.csv 9.7 KB
고유링크 히스토리 Raw

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101 
  1. portfolio,month,start_equity,end_equity,return,cost_model
    2. 

  2. equal-4-hf01601,2022-06,1.3400418184973184e-09,1.454681555068496e-10,-0.8914450627593301,taker_taker
    3. 

  3. risk-4-hf01602,2022-06,1.3400630690862192e-09,1.454706317583259e-10,-0.8914449363510022,taker_taker
    4. 

  4. equal-4-hf01029,2022-06,8.732958484757944e-09,9.87479658683625e-10,-0.8869249567134527,taker_taker
    5. 

  5. risk-4-hf01030,2022-06,8.733084161617544e-09,9.874949974438527e-10,-0.886924827567338,taker_taker
    6. 

  6. equal-4-hf02289,2022-06,7.99195389837977e-09,9.190619696109471e-10,-0.8850015926897087,taker_taker
    7. 

  7. risk-4-hf02290,2022-06,7.992072378269105e-09,9.19076699033101e-10,-0.8850014544998213,taker_taker
    8. 

  8. equal-4-hf01761,2022-06,9.21855927995412e-09,1.0872634378330278e-09,-0.8820571192510205,taker_taker
    9. 

  9. equal-4-hf01529,2022-06,3.4119705629190995e-09,4.053983445378554e-10,-0.881183516369198,taker_taker
    10. 

  10. risk-4-hf01530,2022-06,3.4148192882722417e-09,4.057622619970158e-10,-0.8811760659222717,taker_taker
    11. 

  11. equal-4-hf01765,2022-06,6.058989636290117e-09,7.206414960784363e-10,-0.8810624313066691,taker_taker
    12. 

  12. risk-4-hf01766,2022-06,6.221021422259309e-09,7.413091158492271e-10,-0.8808380383972374,taker_taker
    13. 

  13. risk-4-hf01762,2022-06,1.1717962134134184e-08,1.4046452648912855e-09,-0.880128878314124,taker_taker
    14. 

  14. equal-4-hf01337,2022-06,6.430472588334569e-09,7.735420349797829e-10,-0.8797068140243604,taker_taker
    15. 

  15. equal-4-hf01657,2022-06,2.76688498595775e-09,3.347844843540164e-10,-0.8790031078078471,taker_taker
    16. 

  16. risk-4-hf01658,2022-06,2.7668878695596103e-09,3.347848619262556e-10,-0.8790030974476962,taker_taker
    17. 

  17. risk-4-hf01338,2022-06,7.141353469212522e-09,8.654876044308293e-10,-0.8788062223551768,taker_taker
    18. 

  18. equal-4-hf01217,2022-06,6.791994386871153e-09,8.428150340054532e-10,-0.8759105225948648,taker_taker
    19. 

  19. equal-4-hf01089,2022-06,3.904721777286569e-08,4.8477783691647965e-09,-0.8758483024997092,taker_taker
    20. 

  20. equal-4-hf01013,2022-06,2.2329265151968235e-08,2.772399544146253e-09,-0.8758400903353563,taker_taker
    21. 

  21. risk-4-hf01014,2022-06,2.2346358054084856e-08,2.77469316589499e-09,-0.8758324215883678,taker_taker
    22. 

  22. risk-4-hf01090,2022-06,4.000752641376245e-08,4.97622219989761e-09,-0.8756178487909263,taker_taker
    23. 

  23. equal-4-hf01441,2022-06,4.096838988013621e-09,5.109925632001834e-10,-0.8752715045196489,taker_taker
    24. 

  24. risk-4-hf01442,2022-06,4.1174536966935585e-09,5.137679663046149e-10,-0.8752219201111633,taker_taker
    25. 

  25. equal-4-hf00981,2022-06,4.1751614172099444e-08,5.246654323152689e-09,-0.8743364914820762,taker_taker
    26. 

  26. equal-4-hf01045,2022-06,1.947162935910103e-08,2.464007470922186e-09,-0.8734565338380114,taker_taker
    27. 

  27. risk-4-hf01046,2022-06,1.9471647984944444e-08,2.4640100361451946e-09,-0.8734565231432708,taker_taker
    28. 

  28. risk-4-hf00982,2022-06,4.598868781269545e-08,5.8216942885018265e-09,-0.8734102979364696,taker_taker
    29. 

  29. equal-4-hf02217,2022-06,2.0676448705824703e-08,2.6180567500329683e-09,-0.8733797671311204,taker_taker
    30. 

  30. risk-4-hf02218,2022-06,2.0692711990452727e-08,2.6202850189943634e-09,-0.8733715996142353,taker_taker
    31. 

  31. equal-4-hf01759,2022-06,5.7164521461286854e-09,7.311394437007899e-10,-0.8720990878589031,taker_taker
    32. 

  32. risk-4-hf01218,2022-06,1.0317530693729228e-08,1.320736257017722e-09,-0.8719910513258335,taker_taker
    33. 

  33. risk-4-hf02346,2022-06,1.6513952612894137e-08,2.1166817424866725e-09,-0.8718246447653022,taker_taker
    34. 

  34. equal-4-hf00997,2022-06,2.6679651548038952e-08,3.4690860000799268e-09,-0.8699725896407026,taker_taker
    35. 

  35. risk-4-hf00998,2022-06,2.6802897904221103e-08,3.486475283722874e-09,-0.8699217041313357,taker_taker
    36. 

  36. equal-4-hf01763,2022-06,6.748044072231346e-09,8.917005441195712e-10,-0.8678579252632658,taker_taker
    37. 

  37. risk-4-hf01760,2022-06,1.0809927996759003e-08,1.4542341946277226e-09,-0.865472351428823,taker_taker
    38. 

  38. risk-4-hf01764,2022-06,1.6173850009468066e-08,2.2943946884576704e-09,-0.8581417110264689,taker_taker
    39. 

  39. equal-4-hf01657,2022-01,9.37918000938193e-07,1.4870978887149935e-07,-0.8414469188961657,taker_taker
    40. 

  40. risk-4-hf01658,2022-01,9.379188449360139e-07,1.4870993092824398e-07,-0.841446910112581,taker_taker
    41. 

  41. equal-4-hf01765,2022-01,1.3130252040440693e-06,2.2674340187934935e-07,-0.8273122243343174,taker_taker
    42. 

  42. risk-4-hf01766,2022-01,1.3420291901230434e-06,2.320985731104212e-07,-0.8270540053684367,taker_taker
    43. 

  43. equal-4-hf01529,2022-01,7.775583172326254e-07,1.364591137958598e-07,-0.8245030491326675,taker_taker
    44. 

  44. risk-4-hf01530,2022-01,7.780929799068527e-07,1.3655995674095438e-07,-0.8244940382866552,taker_taker
    45. 

  45. equal-4-hf01601,2022-01,3.357010775366118e-07,5.997203237408284e-08,-0.821352874961975,taker_taker
    46. 

  46. risk-4-hf01602,2022-01,3.3570541382426964e-07,5.997287412176151e-08,-0.8213526751369126,taker_taker
    47. 

  47. equal-4-hf01337,2022-01,1.2161791168155876e-06,2.2007208048314115e-07,-0.8190463251339389,taker_taker
    48. 

  48. equal-4-hf01441,2022-01,8.84931567296463e-07,1.6013965597440867e-07,-0.8190372432258822,taker_taker
    49. 

  49. risk-4-hf01442,2022-01,8.885865215054544e-07,1.6085239008463466e-07,-0.8189794846177539,taker_taker
    50. 

  50. equal-4-hf01761,2022-01,1.8187148946824636e-06,3.310513655483981e-07,-0.817975117201535,taker_taker
    51. 

  51. risk-4-hf01338,2022-01,1.3248113486060219e-06,2.4125636818845767e-07,-0.8178937941297757,taker_taker
    52. 

  52. risk-4-hf01762,2022-01,2.2173938823241004e-06,4.093934642050738e-07,-0.8153717896181893,taker_taker
    53. 

  53. equal-4-hf01217,2022-01,1.2344897212567908e-06,2.2863926962138147e-07,-0.814790463067921,taker_taker
    54. 

  54. risk-4-hf01218,2022-01,1.7342169000608588e-06,3.2970310891845163e-07,-0.809883579783543,taker_taker
    55. 

  55. equal-4-hf01759,2022-01,9.482066733930332e-07,1.805330864309041e-07,-0.8096057626499399,taker_taker
    56. 

  56. risk-4-hf02346,2022-01,3.96790843006427e-06,7.554828616552052e-07,-0.8096017398156116,taker_taker
    57. 

  57. equal-4-hf01763,2022-01,1.0854968019102766e-06,2.1188120004842517e-07,-0.8048071632495344,taker_taker
    58. 

  58. risk-4-hf01760,2022-01,1.5784334883194595e-06,3.1353042493667146e-07,-0.8013660839960486,taker_taker
    59. 

  59. risk-4-hf01764,2022-01,2.185194108288745e-06,4.5243606400021616e-07,-0.7929538331244519,taker_taker
    60. 

  60. equal-4-hf01759,2021-05,0.004838206417758085,0.0010019409505791577,-0.7929106648071799,taker_taker
    61. 

  61. equal-4-hf01045,2022-01,4.151173141914653e-06,8.72042111921774e-07,-0.789928754568989,taker_taker
    62. 

  62. risk-4-hf01046,2022-01,4.151176601131196e-06,8.720428758226551e-07,-0.7899287456031084,taker_taker
    63. 

  63. equal-4-hf02217,2022-01,3.340027169001084e-06,7.045857847825237e-07,-0.7890478881962966,taker_taker
    64. 

  64. risk-4-hf02218,2022-01,3.3421936471946925e-06,7.050751815632846e-07,-0.7890382018543128,taker_taker
    65. 

  65. equal-4-hf01657,2021-05,0.008568027979455974,0.0018129589973868887,-0.788404169345161,taker_taker
    66. 

  66. risk-4-hf01658,2021-05,0.008568033297859488,0.001812960214922484,-0.7884041585861474,taker_taker
    67. 

  67. equal-4-hf01441,2021-05,0.005801510323511469,0.0012298383284109226,-0.7880141101487275,taker_taker
    68. 

  68. risk-4-hf01442,2021-05,0.005816929491704383,0.0012334067213465101,-0.7879625800681457,taker_taker
    69. 

  69. risk-4-hf01760,2021-05,0.006616338570195687,0.001409928189915545,-0.7869020493801839,taker_taker
    70. 

  70. equal-4-hf02289,2022-01,1.4212410785565826e-06,3.054993975265912e-07,-0.785047447518997,taker_taker
    71. 

  71. risk-4-hf02290,2022-01,1.4212582507081511e-06,3.055033958277109e-07,-0.7850472314405268,taker_taker
    72. 

  72. risk-4-hf02346,2021-05,0.026811568733581585,0.005772359530522704,-0.7847063859679049,taker_taker
    73. 

  73. equal-4-hf01765,2021-05,0.008846328503748694,0.001973701758825717,-0.7768902931889374,taker_taker
    74. 

  74. risk-4-hf01766,2021-05,0.0089756523820366,0.002005271542190005,-0.7765876554886137,taker_taker
    75. 

  75. equal-4-hf01529,2021-05,0.005022824283917228,0.0011425914703945966,-0.7725201189989657,taker_taker
    76. 

  76. risk-4-hf01530,2021-05,0.005025018549594475,0.0011431453347273339,-0.7725092308724737,taker_taker
    77. 

  77. equal-4-hf01089,2022-01,5.356420784790953e-06,1.221862263821789e-06,-0.7718882976312932,taker_taker
    78. 

  78. risk-4-hf01090,2022-01,5.465708657846503e-06,1.248289968127854e-06,-0.7716142505444697,taker_taker
    79. 

  79. equal-4-hf02217,2021-05,0.01578292359204958,0.003651877196405112,-0.7686184581008367,taker_taker
    80. 

  80. risk-4-hf02218,2021-05,0.015789329771989772,0.0036535355341973763,-0.7686073071525342,taker_taker
    81. 

  81. equal-4-hf01013,2022-01,3.2242538029159663e-06,7.461341431197805e-07,-0.7685870316893204,taker_taker
    82. 

  82. risk-4-hf01014,2022-01,3.2262952979724236e-06,7.46637477442018e-07,-0.768577452314658,taker_taker
    83. 

  83. equal-4-hf01029,2021-01,0.5996080014910133,0.13894986005199728,-0.7682655006162725,taker_taker
    84. 

  84. risk-4-hf01030,2021-01,0.5996106047685567,0.13895054838604065,-0.7682653587494936,taker_taker
    85. 

  85. equal-4-hf01763,2021-05,0.004836860488445642,0.0011216953437489404,-0.7680943358965053,taker_taker
    86. 

  86. equal-4-hf01337,2020-04,580.2368401464182,135.23441694762627,-0.7669323841735025,taker_taker
    87. 

  87. risk-4-hf01338,2020-04,587.4503340233272,137.59219753489248,-0.7657807144434634,taker_taker
    88. 

  88. equal-4-hf01601,2020-04,367.38342938407277,86.22733625881345,-0.7652933437869648,taker_taker
    89. 

  89. risk-4-hf01602,2020-04,367.3839274580723,86.22753080309833,-0.7652931324467398,taker_taker
    90. 

  90. equal-4-hf01029,2022-01,1.3793606410451269e-06,3.265941826833549e-07,-0.7632278513936008,taker_taker
    91. 

  91. risk-4-hf01030,2022-01,1.3793768604512655e-06,3.2659832198358887e-07,-0.7632276346315237,taker_taker
    92. 

  92. equal-4-hf01529,2020-04,524.7665328561058,124.64596382515441,-0.7624734886450293,taker_taker
    93. 

  93. risk-4-hf01530,2020-04,524.8168279099738,124.66336795232122,-0.7624630893624742,taker_taker
    94. 

  94. equal-4-hf01337,2021-05,0.006724374850834439,0.0015974573003375303,-0.7624377974497809,taker_taker
    95. 

  95. equal-4-hf00981,2022-01,5.003981407885147e-06,1.1943932988675589e-06,-0.7613114035584816,taker_taker
    96. 

  96. equal-4-hf00997,2022-01,3.654985851329537e-06,8.725259480928873e-07,-0.7612778862671938,taker_taker
    97. 

  97. risk-4-hf00998,2022-01,3.6689003816977524e-06,8.76075986885696e-07,-0.7612156516279411,taker_taker
    98. 

  98. risk-4-hf01338,2021-05,0.007100978536775481,0.001697157771334186,-0.7609966341195482,taker_taker
    99. 

  99. equal-4-hf01217,2021-05,0.006186773624588748,0.0014813627188419115,-0.7605597345675661,taker_taker
    100. 

  100. risk-4-hf00982,2022-01,5.415949924417581e-06,1.299445610516466e-06,-0.7600706009747301,taker_taker
    101. 

  101. equal-4-hf01765,2020-04,629.3976009714578,151.60071137525816,-0.7591336364465535,taker_taker
    102.