| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 236,574 | 2,704,658 | 150,530 | 122,261 | 179 | 42,526,935 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,234,042 | 1,234,042 | -636,501 | 40,336 |
| 1 | 1,470,616 | 1,470,616 | 787,032 | 81,925 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -1,139 | -196,719 | 140,843 | 974,068 | 0.52 | 0.089 | 54,608 |
| IN | 2 | -10,094 | 0 | -2,768 | 10,094 | 0.26 | 0.015 | 127 |
| JP | 97 | 252,696 | -295,084 | 67,074 | 1,262,993 | 0.71 | 0.049 | 59,335 |
| KR | 16 | 53,504 | -193 | 25,859 | 53,889 | 0.53 | 0.155 | -8,577 |
| SG | 9 | -119,377 | -83,984 | -48,246 | 119,377 | 0.51 | 0.031 | 2,155 |
| TH | 9 | 111,204 | 0 | 1,731 | 234,018 | 0.37 | 0.110 | 15,387 |
| TW | 3 | -50,219 | -22,390 | -33,963 | 50,219 | 0.80 | 0.111 | -773 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -487,604 | -196,719 | -113,747 | 487,604 | 0.52 | -0.121 | 48,182 |
| 1 | 22 | 486,464 | 0 | 254,590 | 486,464 | 0.51 | -0.023 | 6,426 | |
| IN | -1 | 2 | -10,094 | 0 | -2,768 | 10,094 | 0.26 | -0.015 | 127 |
| JP | -1 | 53 | -505,148 | -295,084 | -407,484 | 505,148 | 0.76 | -0.023 | -3,008 |
| 1 | 44 | 757,844 | 0 | 474,558 | 757,844 | 0.64 | 0.047 | 62,343 | |
| KR | -1 | 1 | -193 | -193 | -40 | 193 | 0.21 | -0.224 | 43 |
| 1 | 15 | 53,696 | 0 | 25,899 | 53,696 | 0.55 | -0.137 | -8,620 | |
| SG | -1 | 9 | -119,377 | -83,984 | -48,246 | 119,377 | 0.51 | -0.025 | 2,155 |
| TH | -1 | 4 | -61,407 | 0 | -30,253 | 61,407 | 0.55 | 0.070 | -6,390 |
| 1 | 5 | 172,611 | 0 | 31,984 | 172,611 | 0.22 | 0.142 | 21,777 | |
| TW | -1 | 3 | -50,219 | -22,390 | -33,963 | 50,219 | 0.80 | -0.037 | -773 |