| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -357,171 | 20,086,150 | -1,635,720 | 2,018,189 | 341 | 347,112,450 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,221,660 | 10,221,660 | -5,387,842 | 1,546,971 |
| 1 | 9,864,490 | 9,864,490 | 3,752,122 | 471,218 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| ID | 4 | 633,451 | 0 | -109,102 | 633,451 | -0.12 | 0.135 | 110,904 |
| IN | 6 | 290,826 | 0 | 59,602 | 290,826 | 0.19 | 0.130 | 43,007 |
| JP | 238 | -2,574,300 | -6,084,068 | -1,818,713 | 12,913,148 | 0.53 | 0.088 | 1,069,600 |
| KR | 32 | -558,537 | -558,537 | -320,371 | 558,537 | 0.65 | 0.282 | 167,014 |
| SG | 5 | -162,523 | -162,749 | -75,311 | 162,975 | 0.36 | 0.106 | 26,462 |
| TH | 30 | -346,021 | -1,633,615 | -300,212 | 3,079,947 | 0.20 | 0.111 | 384,537 |
| TW | 26 | 2,359,933 | -43,667 | 928,387 | 2,447,267 | 0.41 | 0.067 | 216,666 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| ID | 1 | 4 | 633,451 | 0 | -109,102 | 633,451 | -0.12 | 0.135 | 110,904 |
| IN | 1 | 6 | 290,826 | 0 | 59,602 | 290,826 | 0.19 | 0.130 | 43,007 |
| JP | -1 | 125 | -7,743,724 | -6,084,068 | -4,480,315 | 7,743,724 | 0.59 | -0.136 | 1,062,227 |
| 1 | 113 | 5,169,424 | 0 | 2,661,602 | 5,169,424 | 0.45 | -0.022 | 7,373 | |
| KR | -1 | 32 | -558,537 | -558,537 | -320,371 | 558,537 | 0.65 | -0.282 | 167,014 |
| SG | -1 | 4 | -162,749 | -162,749 | -75,321 | 162,749 | 0.44 | -0.126 | 26,468 |
| 1 | 1 | 226 | 0 | 10 | 226 | 0.05 | -0.027 | -6 | |
| TH | -1 | 20 | -1,712,984 | -1,633,615 | -482,725 | 1,712,984 | 0.24 | -0.147 | 281,232 |
| 1 | 10 | 1,366,963 | 0 | 182,512 | 1,366,963 | 0.10 | 0.031 | 103,305 | |
| TW | -1 | 2 | -43,667 | -43,667 | -29,111 | 43,667 | 0.81 | -0.206 | 10,030 |
| 1 | 24 | 2,403,600 | 0 | 957,498 | 2,403,600 | 0.38 | 0.053 | 206,635 |