| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -11,800 | 6,674,989 | 392,556 | 374,869 | 157 | 206,345,095 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,343,395 | 3,343,395 | -1,371,271 | 308,155 |
| 1 | 3,331,595 | 3,331,595 | 1,763,827 | 66,714 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| JP | 131 | 868,980 | -1,268,097 | 541,541 | 5,368,528 | 0.54 | 0.066 | 204,247 |
| TH | 17 | -608,889 | -809,693 | -2,764 | 1,010,498 | 0.14 | 0.136 | 142,867 |
| TW | 9 | -271,891 | -205,009 | -146,222 | 295,964 | 0.44 | 0.122 | 27,755 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| JP | -1 | 64 | -2,249,774 | -1,268,097 | -1,215,093 | 2,249,774 | 0.53 | -0.075 | 133,878 |
| 1 | 67 | 3,118,754 | 0 | 1,756,634 | 3,118,754 | 0.56 | -0.004 | 70,369 | |
| TH | -1 | 12 | -809,693 | -809,693 | -4,975 | 809,693 | 0.18 | -0.176 | 146,945 |
| 1 | 5 | 200,804 | 0 | 2,211 | 200,804 | 0.05 | -0.033 | -4,078 | |
| TW | -1 | 8 | -283,927 | -205,009 | -151,204 | 283,927 | 0.44 | -0.131 | 27,332 |
| 1 | 1 | 12,037 | 0 | 4,982 | 12,037 | 0.41 | 0.035 | 423 |