| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,831,587 | 17,419,248 | 3,888,244 | 891,119 | 261 | 368,170,755 | 0.047 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,793,830 | 7,793,830 | -3,554,486 | 834,476 |
| 1 | 9,625,418 | 9,625,418 | 7,442,730 | 56,643 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -304,088 | -1,409,281 | -221,009 | 3,250,377 | 0.49 | 0.127 | 241,881 |
| JP | 204 | 2,164,184 | -4,003,556 | 4,115,539 | 14,140,362 | 0.66 | 0.071 | 642,128 |
| NZ | 2 | -28,509 | -28,509 | -6,286 | 28,509 | 0.07 | 0.238 | 7,110 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 42 | -1,777,232 | -1,409,281 | -662,914 | 1,777,232 | 0.49 | -0.140 | 254,988 |
| 1 | 13 | 1,473,145 | 0 | 441,906 | 1,473,145 | 0.49 | -0.065 | -13,107 | |
| JP | -1 | 122 | -5,988,089 | -4,003,556 | -2,885,285 | 5,988,089 | 0.56 | -0.086 | 572,378 |
| 1 | 82 | 8,152,273 | 0 | 7,000,824 | 8,152,273 | 0.81 | -0.017 | 69,750 | |
| NZ | -1 | 2 | -28,509 | -28,509 | -6,286 | 28,509 | 0.07 | -0.238 | 7,110 |