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Q19 VR study PROVEN + Q20 eigenanalysis PROVEN (EVIDENCE#034/#035)

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zhaoli
2026-08-20 05:19:09 +00:00
parent befcc33702
commit 6145cfeb62
10 changed files with 792 additions and 4 deletions
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book/data/evidence/q20-effective-names/eigenanalysis_50etf.csv
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rank,eigenvalue,pct_variance,cumulative_pct,above_mp_bound
1,31.815034542104435,44.8099078057809,44.8099078057809,True
2,7.405959580274853,10.430928986302613,55.24083679208351,True
3,4.463804174875579,6.287048133627576,61.527884925711085,True
4,3.772328914473917,5.313139316160447,66.84102424187154,True
5,2.832473325748432,3.9893990503499053,70.83042329222144,False
6,2.1979936678286203,3.0957657293360854,73.92618902155752,False
7,1.964066285555308,2.7662905430356455,76.69247956459316,False
8,1.5671817069824518,2.207298178848524,78.89977774344169,False
9,1.2611988883814362,1.7763364625090654,80.67611420595075,False
10,1.1654279087701103,1.6414477588311418,82.3175619647819,False
11,1.0717264122324044,1.5094738200456403,83.82703578482754,False
12,0.9826506748686317,1.3840150350262421,85.21105081985377,False
13,0.9325371102799626,1.3134325496900883,86.52448336954386,False
14,0.853774989056136,1.2024999845861073,87.72698335412996,False
15,0.7861987046632999,1.1073221192440845,88.83430547337406,False
16,0.7348369666546157,1.0349816431755154,89.86928711654957,False
17,0.5868899092767161,0.826605506023544,90.6958926225731,False
18,0.5726007105008386,0.8064798739448433,91.50237249651795,False
19,0.5584588988863456,0.7865618294173883,92.28893432593533,False
20,0.5104263707470506,0.7189103813338742,93.00784470726921,False
21,0.45286426295639337,0.6378369900794274,93.64568169734865,False
22,0.3936780833911836,0.5544761737903995,94.20015787113904,False
23,0.35824010254189587,0.5045635247068957,94.70472139584594,False
24,0.33224759669821513,0.46795436154678194,95.17267575739271,False
25,0.3031622662264311,0.4269891073611707,95.59966486475389,False
26,0.2870998263168786,0.40436595255898394,96.00403081731287,False
27,0.25661781983797805,0.36143354906757474,96.36546436638046,False
28,0.23941074442275173,0.33719823158134055,96.7026625979618,False
29,0.2136922031767437,0.30097493405175174,97.00363753201357,False
30,0.20039280143384747,0.28224338230119367,97.28588091431476,False
31,0.19067704574510025,0.26855921935929616,97.55444013367406,False
32,0.17263976541469883,0.24315459917563223,97.79759473284969,False
33,0.15899528771474028,0.22393702495033846,98.02153175780003,False
34,0.13960915043282207,0.1966326062434114,98.21816436404345,False
35,0.13414338531232334,0.1889343455103146,98.40709870955376,False
36,0.1070220834858169,0.15073532885326327,98.55783403840704,False
37,0.10278170493779397,0.1447629647011183,98.70259700310815,False
38,0.09036982353549343,0.12728144159928656,98.82987844470745,False
39,0.08472080116205735,0.11932507205923573,98.94920351676669,False
40,0.07787141884370884,0.1096780547094491,99.05888157147615,False
41,0.0685316242982352,0.09652341450455665,99.1554049859807,False
42,0.06579215073151423,0.09266500103030176,99.248069987011,False
43,0.061300128267873025,0.08633820882799019,99.33440819583899,False
44,0.05342952930056682,0.07525285816981243,99.40966105400881,False
45,0.047047199678787024,0.06626366151941836,99.47592471552822,False
46,0.04330506056859445,0.06099304305435839,99.53691775858259,False
47,0.04198938717379676,0.05913998193492503,99.59605774051752,False
48,0.0380899617114195,0.053647833396365495,99.64970557391388,False
49,0.03374072741017064,0.04752215128193049,99.69722772519583,False
50,0.0310297849867776,0.04370392251658818,99.7409316477124,False
51,0.02636116143474981,0.037128396386971574,99.77806004409938,False
52,0.02614558459676769,0.03682476703770098,99.81488481113706,False
53,0.021172397779370394,0.02982027856249352,99.84470508969956,False
54,0.017693812245495058,0.02492086231759868,99.86962595201716,False
55,0.014766474626110552,0.020797851586071205,99.89042380360324,False
56,0.013047652058241925,0.01837697472991821,99.90880077833316,False
57,0.011482316592622742,0.01617227689101795,99.92497305522417,False
58,0.009311986590651028,0.013115474071339478,99.9380885292955,False
59,0.007205425892304973,0.010148487172260526,99.94823701646777,False
60,0.00634857016523745,0.008941648120052749,99.95717866458783,False
61,0.005777724547699396,0.00813764020802732,99.96531630479586,False
62,0.004631244423996419,0.006522879470417494,99.97183918426626,False
63,0.004053333245737422,0.005708920064418905,99.97754810433068,False
64,0.003541525080137219,0.004988063493151014,99.98253616782384,False
65,0.003350329127255165,0.004718773418669248,99.98725494124251,False
66,0.0026078739506734394,0.0036730619023569574,99.99092800314487,False
67,0.0024440839537959555,0.0034423717659097974,99.99437037491077,False
68,0.0017273613007668248,0.0024329032405166554,99.99680327815129,False
69,0.0011956505425806483,0.0016840148487051389,99.99848729300001,False
70,0.0006064595998380524,0.0008541684504761303,99.99934146145047,False
71,0.00046756237020805386,0.0006585385495888083,100.00000000000007,False
1 rank eigenvalue pct_variance cumulative_pct above_mp_bound
2 1 31.815034542104435 44.8099078057809 44.8099078057809 True
3 2 7.405959580274853 10.430928986302613 55.24083679208351 True
4 3 4.463804174875579 6.287048133627576 61.527884925711085 True
5 4 3.772328914473917 5.313139316160447 66.84102424187154 True
6 5 2.832473325748432 3.9893990503499053 70.83042329222144 False
7 6 2.1979936678286203 3.0957657293360854 73.92618902155752 False
8 7 1.964066285555308 2.7662905430356455 76.69247956459316 False
9 8 1.5671817069824518 2.207298178848524 78.89977774344169 False
10 9 1.2611988883814362 1.7763364625090654 80.67611420595075 False
11 10 1.1654279087701103 1.6414477588311418 82.3175619647819 False
12 11 1.0717264122324044 1.5094738200456403 83.82703578482754 False
13 12 0.9826506748686317 1.3840150350262421 85.21105081985377 False
14 13 0.9325371102799626 1.3134325496900883 86.52448336954386 False
15 14 0.853774989056136 1.2024999845861073 87.72698335412996 False
16 15 0.7861987046632999 1.1073221192440845 88.83430547337406 False
17 16 0.7348369666546157 1.0349816431755154 89.86928711654957 False
18 17 0.5868899092767161 0.826605506023544 90.6958926225731 False
19 18 0.5726007105008386 0.8064798739448433 91.50237249651795 False
20 19 0.5584588988863456 0.7865618294173883 92.28893432593533 False
21 20 0.5104263707470506 0.7189103813338742 93.00784470726921 False
22 21 0.45286426295639337 0.6378369900794274 93.64568169734865 False
23 22 0.3936780833911836 0.5544761737903995 94.20015787113904 False
24 23 0.35824010254189587 0.5045635247068957 94.70472139584594 False
25 24 0.33224759669821513 0.46795436154678194 95.17267575739271 False
26 25 0.3031622662264311 0.4269891073611707 95.59966486475389 False
27 26 0.2870998263168786 0.40436595255898394 96.00403081731287 False
28 27 0.25661781983797805 0.36143354906757474 96.36546436638046 False
29 28 0.23941074442275173 0.33719823158134055 96.7026625979618 False
30 29 0.2136922031767437 0.30097493405175174 97.00363753201357 False
31 30 0.20039280143384747 0.28224338230119367 97.28588091431476 False
32 31 0.19067704574510025 0.26855921935929616 97.55444013367406 False
33 32 0.17263976541469883 0.24315459917563223 97.79759473284969 False
34 33 0.15899528771474028 0.22393702495033846 98.02153175780003 False
35 34 0.13960915043282207 0.1966326062434114 98.21816436404345 False
36 35 0.13414338531232334 0.1889343455103146 98.40709870955376 False
37 36 0.1070220834858169 0.15073532885326327 98.55783403840704 False
38 37 0.10278170493779397 0.1447629647011183 98.70259700310815 False
39 38 0.09036982353549343 0.12728144159928656 98.82987844470745 False
40 39 0.08472080116205735 0.11932507205923573 98.94920351676669 False
41 40 0.07787141884370884 0.1096780547094491 99.05888157147615 False
42 41 0.0685316242982352 0.09652341450455665 99.1554049859807 False
43 42 0.06579215073151423 0.09266500103030176 99.248069987011 False
44 43 0.061300128267873025 0.08633820882799019 99.33440819583899 False
45 44 0.05342952930056682 0.07525285816981243 99.40966105400881 False
46 45 0.047047199678787024 0.06626366151941836 99.47592471552822 False
47 46 0.04330506056859445 0.06099304305435839 99.53691775858259 False
48 47 0.04198938717379676 0.05913998193492503 99.59605774051752 False
49 48 0.0380899617114195 0.053647833396365495 99.64970557391388 False
50 49 0.03374072741017064 0.04752215128193049 99.69722772519583 False
51 50 0.0310297849867776 0.04370392251658818 99.7409316477124 False
52 51 0.02636116143474981 0.037128396386971574 99.77806004409938 False
53 52 0.02614558459676769 0.03682476703770098 99.81488481113706 False
54 53 0.021172397779370394 0.02982027856249352 99.84470508969956 False
55 54 0.017693812245495058 0.02492086231759868 99.86962595201716 False
56 55 0.014766474626110552 0.020797851586071205 99.89042380360324 False
57 56 0.013047652058241925 0.01837697472991821 99.90880077833316 False
58 57 0.011482316592622742 0.01617227689101795 99.92497305522417 False
59 58 0.009311986590651028 0.013115474071339478 99.9380885292955 False
60 59 0.007205425892304973 0.010148487172260526 99.94823701646777 False
61 60 0.00634857016523745 0.008941648120052749 99.95717866458783 False
62 61 0.005777724547699396 0.00813764020802732 99.96531630479586 False
63 62 0.004631244423996419 0.006522879470417494 99.97183918426626 False
64 63 0.004053333245737422 0.005708920064418905 99.97754810433068 False
65 64 0.003541525080137219 0.004988063493151014 99.98253616782384 False
66 65 0.003350329127255165 0.004718773418669248 99.98725494124251 False
67 66 0.0026078739506734394 0.0036730619023569574 99.99092800314487 False
68 67 0.0024440839537959555 0.0034423717659097974 99.99437037491077 False
69 68 0.0017273613007668248 0.0024329032405166554 99.99680327815129 False
70 69 0.0011956505425806483 0.0016840148487051389 99.99848729300001 False
71 70 0.0006064595998380524 0.0008541684504761303 99.99934146145047 False
72 71 0.00046756237020805386 0.0006585385495888083 100.00000000000007 False