| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 436,588 | 6,769,027 | -161,814 | 360,491 | 165 | 207,685,643 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,166,220 | 3,166,220 | -1,806,389 | 195,353 |
| 1 | 3,602,807 | 3,602,807 | 1,644,575 | 165,138 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| IN | 6 | -43,104 | 0 | -6,535 | 235,999 | 0.19 | 0.123 | -4,592 |
| JP | 131 | 301,238 | -1,749,196 | -166,734 | 5,658,902 | 0.56 | 0.067 | 295,973 |
| SG | 6 | 130,683 | 0 | 30,150 | 130,683 | 0.24 | 0.064 | 6,956 |
| TH | 16 | 11,858 | -216,527 | -13,014 | 444,911 | 0.21 | 0.145 | 34,112 |
| TW | 6 | 35,913 | -45,749 | -5,681 | 298,532 | 0.42 | 0.142 | 28,042 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| IN | -1 | 3 | -139,551 | 0 | -24,329 | 139,551 | 0.13 | 0.092 | -19,735 |
| 1 | 3 | 96,448 | 0 | 17,794 | 96,448 | 0.26 | 0.155 | 15,143 | |
| JP | -1 | 62 | -2,678,832 | -1,749,196 | -1,650,271 | 2,678,832 | 0.59 | -0.060 | 166,893 |
| 1 | 69 | 2,980,070 | 0 | 1,483,537 | 2,980,070 | 0.53 | -0.001 | 129,080 | |
| SG | 1 | 6 | 130,683 | 0 | 30,150 | 130,683 | 0.24 | 0.054 | 6,956 |
| TH | -1 | 12 | -216,527 | -216,527 | -54,054 | 216,527 | 0.23 | -0.182 | 39,709 |
| 1 | 4 | 228,385 | 0 | 41,041 | 228,385 | 0.17 | -0.028 | -5,597 | |
| TW | -1 | 4 | -131,310 | -45,749 | -77,734 | 131,310 | 0.41 | -0.139 | 8,485 |
| 1 | 2 | 167,222 | 0 | 72,054 | 167,222 | 0.44 | 0.143 | 19,557 |