| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -210,268 | 15,295,847 | 731,748 | 798,346 | 214 | 251,974,735 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,753,058 | 7,753,058 | -3,665,561 | 611,557 |
| 1 | 7,542,790 | 7,542,790 | 4,397,309 | 186,789 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -135,062 | -145,795 | -181,624 | 1,076,480 | 0.32 | 0.087 | -10,588 |
| ID | 4 | 1,099,047 | 0 | -28,463 | 1,099,047 | 0.02 | 0.111 | 181,872 |
| IN | 10 | -842,213 | 0 | -217,359 | 1,024,619 | 0.20 | 0.092 | 23,033 |
| JP | 154 | -192,483 | -3,490,015 | 1,178,375 | 11,707,044 | 0.60 | 0.089 | 579,609 |
| NZ | 2 | -10,149 | -10,149 | 969 | 10,149 | -0.11 | 0.139 | 1,423 |
| SG | 2 | 36,842 | -818 | 8,905 | 38,478 | 0.50 | 0.120 | -3,485 |
| TH | 14 | -166,251 | -247,551 | -29,056 | 340,031 | 0.30 | 0.138 | 26,481 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -605,771 | -145,795 | -278,293 | 605,771 | 0.49 | -0.087 | 20,034 |
| 1 | 16 | 470,709 | 0 | 96,669 | 470,709 | 0.19 | -0.083 | -30,622 | |
| ID | 1 | 4 | 1,099,047 | 0 | -28,463 | 1,099,047 | 0.02 | 0.111 | 181,872 |
| IN | -1 | 7 | -933,416 | 0 | -233,196 | 933,416 | 0.22 | 0.004 | 3,701 |
| 1 | 3 | 91,203 | 0 | 15,838 | 91,203 | 0.16 | 0.221 | 19,332 | |
| JP | -1 | 90 | -5,949,763 | -3,490,015 | -3,094,701 | 5,949,763 | 0.62 | -0.089 | 554,129 |
| 1 | 64 | 5,757,280 | 0 | 4,273,075 | 5,757,280 | 0.58 | -0.046 | 25,480 | |
| NZ | -1 | 2 | -10,149 | -10,149 | 969 | 10,149 | -0.11 | -0.139 | 1,423 |
| SG | -1 | 1 | -818 | -818 | -613 | 818 | 0.75 | -0.144 | 117 |
| 1 | 1 | 37,660 | 0 | 9,518 | 37,660 | 0.25 | -0.096 | -3,602 | |
| TH | -1 | 11 | -253,141 | -247,551 | -59,728 | 253,141 | 0.29 | -0.142 | 32,152 |
| 1 | 3 | 86,890 | 0 | 30,672 | 86,890 | 0.34 | -0.055 | -5,671 |