| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -284,300 | 2,349,606 | 41,100 | 158,337 | 175 | 41,936,221 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,316,953 | 1,316,953 | -900,769 | 56,764 |
| 1 | 1,032,653 | 1,032,653 | 941,869 | 101,572 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -58,256 | -141,565 | 27,116 | 229,549 | 0.67 | 0.082 | 18,638 |
| HK | 15 | 36,933 | -62,772 | 31,715 | 226,809 | 1.47 | 0.225 | 45,842 |
| JP | 122 | -234,107 | -635,300 | -7,393 | 1,854,255 | 0.78 | 0.084 | 96,348 |
| NZ | 1 | -1,721 | -1,721 | -705 | 1,721 | 0.41 | 0.133 | 229 |
| SG | 1 | 2,976 | 0 | 2,354 | 2,976 | 0.79 | 0.147 | 438 |
| TH | 6 | -30,124 | -3,193 | -11,987 | 34,296 | 0.49 | 0.160 | -3,160 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -143,902 | -141,565 | -39,247 | 143,902 | 0.63 | -0.070 | 16,682 |
| 1 | 15 | 85,646 | 0 | 66,363 | 85,646 | 0.71 | 0.063 | 1,956 | |
| HK | -1 | 7 | -94,938 | -62,772 | -137,963 | 94,938 | 1.63 | -0.014 | 8,111 |
| 1 | 8 | 131,871 | 0 | 169,678 | 131,871 | 1.34 | 0.270 | 37,732 | |
| JP | -1 | 56 | -1,044,181 | -635,300 | -709,054 | 1,044,181 | 0.72 | -0.024 | 35,208 |
| 1 | 66 | 810,074 | 0 | 701,661 | 810,074 | 0.83 | 0.077 | 61,140 | |
| NZ | -1 | 1 | -1,721 | -1,721 | -705 | 1,721 | 0.41 | -0.133 | 229 |
| SG | 1 | 1 | 2,976 | 0 | 2,354 | 2,976 | 0.79 | 0.147 | 438 |
| TH | -1 | 5 | -32,210 | -3,193 | -13,801 | 32,210 | 0.41 | 0.065 | -3,465 |
| 1 | 1 | 2,086 | 0 | 1,814 | 2,086 | 0.87 | 0.146 | 305 |