| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 71,093 | 10,376,502 | -780,280 | 990,239 | 249 | 251,294,058 | 0.041 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,152,704 | 5,152,704 | -2,737,345 | 669,583 |
| 1 | 5,223,797 | 5,223,797 | 1,957,065 | 320,656 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -3,567 | -490,816 | -49,340 | 1,103,914 | 0.41 | 0.131 | 103,609 |
| IN | 2 | 529,408 | 0 | 84,502 | 529,408 | 0.13 | 0.224 | 136,118 |
| JP | 165 | 325,483 | -2,159,559 | -189,491 | 6,802,178 | 0.55 | 0.073 | 497,297 |
| KR | 16 | -519,920 | -519,920 | -426,807 | 519,920 | 0.70 | 0.276 | 136,860 |
| NZ | 1 | -18,800 | -18,800 | 416 | 18,800 | -0.02 | 0.181 | 3,404 |
| SG | 8 | -252,841 | -252,841 | -110,980 | 252,841 | 0.41 | 0.099 | 26,537 |
| TH | 19 | 11,331 | -398,142 | -88,580 | 1,149,439 | 0.20 | 0.094 | 86,414 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -553,741 | -490,816 | -103,605 | 553,741 | 0.55 | -0.162 | 100,654 |
| 1 | 13 | 550,174 | 0 | 54,265 | 550,174 | 0.13 | -0.058 | 2,954 | |
| IN | 1 | 2 | 529,408 | 0 | 84,502 | 529,408 | 0.13 | 0.224 | 136,118 |
| JP | -1 | 89 | -3,238,348 | -2,159,559 | -2,006,231 | 3,238,348 | 0.65 | -0.089 | 330,140 |
| 1 | 76 | 3,563,830 | 0 | 1,816,740 | 3,563,830 | 0.44 | -0.013 | 167,157 | |
| KR | -1 | 16 | -519,920 | -519,920 | -426,807 | 519,920 | 0.70 | -0.276 | 136,860 |
| NZ | -1 | 1 | -18,800 | -18,800 | 416 | 18,800 | -0.02 | -0.181 | 3,404 |
| SG | -1 | 8 | -252,841 | -252,841 | -110,980 | 252,841 | 0.41 | -0.099 | 26,537 |
| TH | -1 | 9 | -569,054 | -398,142 | -90,137 | 569,054 | 0.28 | -0.144 | 71,988 |
| 1 | 10 | 580,385 | 0 | 1,557 | 580,385 | 0.13 | 0.010 | 14,426 |