| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 3,912,688 | 11,561,865 | 2,169,351 | 1,240,513 | 99 | 377,202,344 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,824,589 | 3,824,589 | -1,107,441 | 177,857 |
| 1 | 7,737,276 | 7,737,276 | 3,276,792 | 1,062,656 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | 194,156 | -1,419,344 | 309,917 | 4,851,088 | 0.49 | 0.088 | 312,416 |
| ID | 1 | -5,625 | 0 | -620 | 5,625 | 0.11 | 0.086 | -483 |
| IN | 8 | -1,185,783 | 0 | -237,317 | 1,186,127 | 0.26 | 0.046 | -21,232 |
| NZ | 2 | 28,926 | 0 | -3,658 | 28,926 | 0.07 | 0.315 | -8,718 |
| SG | 4 | 386,578 | 0 | 204,625 | 386,578 | 0.49 | 0.043 | 13,511 |
| TW | 21 | 4,494,436 | -20,216 | 1,896,405 | 5,103,521 | 0.68 | 0.142 | 945,018 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 40 | -2,328,466 | -1,419,344 | -677,474 | 2,328,466 | 0.47 | -0.095 | 187,059 |
| 1 | 23 | 2,522,622 | 0 | 987,391 | 2,522,622 | 0.53 | -0.040 | 125,357 | |
| ID | -1 | 1 | -5,625 | 0 | -620 | 5,625 | 0.11 | 0.086 | -483 |
| IN | -1 | 7 | -1,185,955 | 0 | -237,376 | 1,185,955 | 0.25 | 0.014 | -21,241 |
| 1 | 1 | 172 | 0 | 59 | 172 | 0.34 | 0.055 | 9 | |
| NZ | 1 | 2 | 28,926 | 0 | -3,658 | 28,926 | 0.07 | -0.315 | -8,718 |
| SG | 1 | 4 | 386,578 | 0 | 204,625 | 386,578 | 0.49 | 0.011 | 13,511 |
| TW | -1 | 2 | -304,543 | -20,216 | -191,971 | 304,543 | 0.73 | -0.044 | 12,522 |
| 1 | 19 | 4,798,979 | 0 | 2,088,376 | 4,798,979 | 0.68 | 0.152 | 932,496 |