| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -218,488 | 11,898,399 | -202,535 | 635,546 | 229 | 251,749,690 | 0.047 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,058,444 | 6,058,444 | -3,350,616 | 503,674 |
| 1 | 5,839,955 | 5,839,955 | 3,148,082 | 131,872 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -111,473 | -139,108 | -93,391 | 766,094 | 0.48 | 0.087 | 18,854 |
| IN | 14 | 390,556 | 0 | 68,180 | 1,110,273 | 0.26 | 0.121 | 170,585 |
| JP | 166 | -174,411 | -1,972,235 | -157,309 | 9,348,389 | 0.59 | 0.080 | 360,241 |
| NZ | 2 | -45,515 | -45,515 | 4,330 | 45,515 | -0.11 | 0.156 | 7,457 |
| TH | 18 | -277,644 | -446,237 | -24,345 | 628,128 | 0.27 | 0.144 | 78,409 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -438,783 | -139,108 | -163,777 | 438,783 | 0.53 | -0.084 | 29,093 |
| 1 | 8 | 327,310 | 0 | 70,386 | 327,310 | 0.35 | -0.071 | -10,239 | |
| IN | -1 | 6 | -359,859 | 0 | -116,145 | 359,859 | 0.30 | -0.012 | 20,676 |
| 1 | 8 | 750,414 | 0 | 184,325 | 750,414 | 0.23 | 0.167 | 149,909 | |
| JP | -1 | 81 | -4,761,400 | -1,972,235 | -2,990,771 | 4,761,400 | 0.59 | -0.085 | 375,047 |
| 1 | 85 | 4,586,989 | 0 | 2,833,463 | 4,586,989 | 0.59 | -0.043 | -14,806 | |
| NZ | -1 | 2 | -45,515 | -45,515 | 4,330 | 45,515 | -0.11 | -0.156 | 7,457 |
| TH | -1 | 13 | -452,886 | -446,237 | -84,252 | 452,886 | 0.27 | -0.156 | 71,402 |
| 1 | 5 | 175,242 | 0 | 59,908 | 175,242 | 0.27 | -0.074 | 7,008 |