| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 273,649 | 9,272,134 | -588,824 | 544,162 | 199 | 252,439,087 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,499,242 | 4,499,242 | -2,687,149 | 409,277 |
| 1 | 4,772,891 | 4,772,891 | 2,098,326 | 134,886 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 8,258 | -318,838 | -195,582 | 1,285,299 | 0.46 | 0.101 | 5,310 |
| ID | 2 | 538,333 | 0 | -8,195 | 538,333 | 0.02 | 0.107 | 71,536 |
| IN | 7 | 191,009 | 0 | -14,833 | 688,641 | 0.23 | 0.128 | 111,853 |
| JP | 138 | -496,726 | -2,281,635 | -397,541 | 6,383,793 | 0.58 | 0.088 | 321,134 |
| NZ | 2 | -22,420 | -22,420 | 2,325 | 22,420 | -0.11 | 0.158 | 3,557 |
| PH | 1 | 44,686 | 0 | 12,759 | 44,686 | 0.29 | 0.317 | 14,183 |
| TH | 15 | 10,510 | -134,379 | 12,243 | 308,962 | 0.26 | 0.131 | 16,591 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -638,520 | -318,838 | -338,605 | 638,520 | 0.54 | -0.098 | 37,700 |
| 1 | 10 | 646,778 | 0 | 143,023 | 646,778 | 0.25 | -0.091 | -32,390 | |
| ID | 1 | 2 | 538,333 | 0 | -8,195 | 538,333 | 0.02 | 0.107 | 71,536 |
| IN | -1 | 5 | -248,816 | 0 | -108,521 | 248,816 | 0.24 | 0.087 | -2,384 |
| 1 | 2 | 439,825 | 0 | 93,688 | 439,825 | 0.23 | 0.199 | 114,237 | |
| JP | -1 | 73 | -3,440,260 | -2,281,635 | -2,202,103 | 3,440,260 | 0.64 | -0.083 | 349,869 |
| 1 | 65 | 2,943,534 | 0 | 1,804,562 | 2,943,534 | 0.52 | -0.060 | -28,736 | |
| NZ | -1 | 2 | -22,420 | -22,420 | 2,325 | 22,420 | -0.11 | -0.158 | 3,557 |
| PH | 1 | 1 | 44,686 | 0 | 12,759 | 44,686 | 0.29 | 0.317 | 14,183 |
| TH | -1 | 12 | -149,226 | -134,379 | -40,245 | 149,226 | 0.24 | -0.128 | 20,535 |
| 1 | 3 | 159,736 | 0 | 52,488 | 159,736 | 0.31 | -0.058 | -3,944 |