| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -247,920 | 1,882,140 | 2,336 | 87,315 | 180 | 41,906,438 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,065,030 | 1,065,030 | -685,597 | 6,114 |
| 1 | 817,110 | 817,110 | 687,933 | 81,201 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -84,922 | -45,135 | -52,252 | 165,489 | 0.68 | 0.081 | 1,865 |
| JP | 138 | 67,145 | -446,758 | 112,106 | 1,467,547 | 0.83 | 0.096 | 90,817 |
| NZ | 1 | -914 | -914 | -42 | 914 | 0.05 | 0.101 | 92 |
| TH | 8 | -229,228 | -80,871 | -57,477 | 248,190 | 0.37 | 0.131 | -5,459 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -125,205 | -45,135 | -78,117 | 125,205 | 0.67 | -0.024 | 1,156 |
| 1 | 11 | 40,283 | 0 | 25,865 | 40,283 | 0.70 | 0.038 | 709 | |
| JP | -1 | 67 | -700,201 | -446,758 | -545,992 | 700,201 | 0.81 | -0.003 | 11,306 |
| 1 | 71 | 767,346 | 0 | 658,098 | 767,346 | 0.86 | 0.086 | 79,511 | |
| NZ | -1 | 1 | -914 | -914 | -42 | 914 | 0.05 | -0.101 | 92 |
| TH | -1 | 5 | -238,709 | -80,871 | -61,446 | 238,709 | 0.28 | 0.106 | -6,440 |
| 1 | 3 | 9,481 | 0 | 3,969 | 9,481 | 0.52 | 0.083 | 981 |