| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -136,137 | 6,903,736 | -572,343 | 121,630 | 236 | 51,855,944 | 0.133 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,519,937 | 3,519,937 | -2,279,672 | 120,413 |
| 1 | 3,383,799 | 3,383,799 | 1,707,328 | 1,217 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 55,994 | -327,353 | 112,667 | 1,004,348 | 0.65 | 0.113 | 36,750 |
| JP | 158 | -139,436 | -1,649,711 | -631,526 | 4,143,279 | 0.75 | 0.051 | 78,587 |
| MY | 2 | -14,148 | 0 | -3,980 | 14,148 | 0.28 | 0.083 | -1,099 |
| NZ | 1 | 93,321 | 0 | 28,503 | 93,321 | 0.31 | 0.161 | -15,022 |
| PH | 1 | -7,144 | 0 | -5,417 | 7,144 | 0.76 | 0.095 | -681 |
| SG | 4 | -268,630 | -148,485 | -108,573 | 321,602 | 0.49 | 0.076 | 3,690 |
| TH | 20 | 4,273 | -94,237 | -77,591 | 841,754 | 0.37 | 0.080 | 9,582 |
| TW | 11 | 139,633 | -89,063 | 113,573 | 478,140 | 0.95 | 0.083 | 9,824 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -474,177 | -327,353 | -176,827 | 474,177 | 0.59 | -0.121 | 52,812 |
| 1 | 22 | 530,171 | 0 | 289,495 | 530,171 | 0.70 | -0.081 | -16,063 | |
| JP | -1 | 93 | -2,141,358 | -1,649,711 | -1,646,299 | 2,141,358 | 0.90 | -0.021 | 73,698 |
| 1 | 65 | 2,001,922 | 0 | 1,014,774 | 2,001,922 | 0.54 | -0.005 | 4,890 | |
| MY | -1 | 2 | -14,148 | 0 | -3,980 | 14,148 | 0.28 | 0.083 | -1,099 |
| NZ | 1 | 1 | 93,321 | 0 | 28,503 | 93,321 | 0.31 | -0.161 | -15,022 |
| PH | -1 | 1 | -7,144 | 0 | -5,417 | 7,144 | 0.76 | 0.095 | -681 |
| SG | -1 | 3 | -295,116 | -148,485 | -125,504 | 295,116 | 0.45 | -0.030 | 8,039 |
| 1 | 1 | 26,486 | 0 | 16,931 | 26,486 | 0.64 | -0.164 | -4,349 | |
| TH | -1 | 9 | -418,741 | -94,237 | -161,314 | 418,741 | 0.48 | 0.004 | -8,011 |
| 1 | 11 | 423,014 | 0 | 83,723 | 423,014 | 0.29 | 0.059 | 17,594 | |
| TW | -1 | 4 | -169,253 | -89,063 | -160,329 | 169,253 | 1.01 | 0.074 | -4,345 |
| 1 | 7 | 308,887 | 0 | 273,903 | 308,887 | 0.91 | 0.018 | 14,168 |