| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 63,270 | 2,334,194 | 170,300 | 139,252 | 180 | 41,979,770 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,135,462 | 1,135,462 | -776,651 | 38,387 |
| 1 | 1,198,732 | 1,198,732 | 946,951 | 100,865 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -45,046 | -95,600 | 21,219 | 182,464 | 0.63 | 0.083 | 10,711 |
| JP | 141 | 148,821 | -554,514 | 167,274 | 2,070,142 | 0.81 | 0.087 | 130,585 |
| NZ | 2 | -2,196 | -2,196 | -516 | 2,196 | 0.23 | 0.097 | 213 |
| TH | 6 | -38,309 | 0 | -17,676 | 79,391 | 0.47 | 0.165 | -2,257 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -113,755 | -95,600 | -22,822 | 113,755 | 0.56 | -0.051 | 11,071 |
| 1 | 16 | 68,709 | 0 | 44,041 | 68,709 | 0.69 | 0.016 | -361 | |
| JP | -1 | 68 | -960,661 | -554,514 | -725,951 | 960,661 | 0.82 | -0.026 | 33,969 |
| 1 | 73 | 1,109,482 | 0 | 893,225 | 1,109,482 | 0.81 | 0.065 | 96,616 | |
| NZ | -1 | 2 | -2,196 | -2,196 | -516 | 2,196 | 0.23 | -0.097 | 213 |
| TH | -1 | 4 | -58,850 | 0 | -27,361 | 58,850 | 0.35 | 0.138 | -6,867 |
| 1 | 2 | 20,541 | 0 | 9,685 | 20,541 | 0.70 | 0.219 | 4,610 |