| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -190,054 | 17,038,435 | -525,710 | 974,333 | 295 | 401,423,595 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,614,244 | 8,614,244 | -5,767,689 | 483,175 |
| 1 | 8,424,191 | 8,424,191 | 5,241,979 | 491,158 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 57 | 100,825 | -1,147,666 | 282,484 | 3,259,482 | 0.49 | 0.071 | 206,435 |
| IN | 1 | -526 | 0 | -196 | 526 | 0.37 | 0.125 | -66 |
| JP | 204 | -1,270,464 | -4,473,839 | -1,465,718 | 11,997,538 | 0.73 | 0.051 | 544,690 |
| KR | 14 | 24,613 | -192,539 | -13,026 | 409,691 | 0.71 | 0.194 | 47,114 |
| SG | 6 | 277,305 | 0 | 104,136 | 277,305 | 0.49 | 0.075 | 25,764 |
| TW | 13 | 678,193 | -207,850 | 566,609 | 1,093,893 | 1.01 | 0.115 | 150,396 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -1,579,328 | -1,147,666 | -308,720 | 1,579,328 | 0.42 | -0.095 | 134,077 |
| 1 | 34 | 1,680,154 | 0 | 591,205 | 1,680,154 | 0.53 | -0.001 | 72,358 | |
| IN | -1 | 1 | -526 | 0 | -196 | 526 | 0.37 | 0.125 | -66 |
| JP | -1 | 121 | -6,634,001 | -4,473,839 | -5,090,446 | 6,634,001 | 0.78 | -0.039 | 272,715 |
| 1 | 83 | 5,363,537 | 0 | 3,624,728 | 5,363,537 | 0.66 | 0.024 | 271,975 | |
| KR | -1 | 8 | -192,539 | -192,539 | -165,834 | 192,539 | 0.84 | -0.296 | 57,763 |
| 1 | 6 | 217,152 | 0 | 152,808 | 217,152 | 0.54 | 0.007 | -10,649 | |
| SG | 1 | 6 | 277,305 | 0 | 104,136 | 277,305 | 0.49 | 0.051 | 25,764 |
| TW | -1 | 6 | -207,850 | -207,850 | -202,493 | 207,850 | 1.07 | -0.103 | 18,686 |
| 1 | 7 | 886,043 | 0 | 769,101 | 886,043 | 0.96 | 0.073 | 131,710 |