| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -34,985 | 2,068,144 | 131,091 | 89,203 | 189 | 41,996,888 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,051,565 | 1,051,565 | -696,328 | 1,446 |
| 1 | 1,016,580 | 1,016,580 | 827,419 | 87,757 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 7,706 | -41,726 | -29,753 | 341,355 | 0.67 | 0.073 | 82 |
| JP | 138 | -163,644 | -396,816 | 62,783 | 1,598,069 | 0.79 | 0.095 | 58,847 |
| NZ | 3 | 4,694 | 0 | 1,862 | 4,694 | 0.33 | 0.110 | -543 |
| SG | 1 | 2,619 | 0 | 1,401 | 2,619 | 0.54 | 0.073 | 191 |
| TH | 7 | 113,640 | -2,524 | 94,798 | 121,407 | 0.45 | 0.167 | 30,626 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -166,824 | -41,726 | -118,546 | 166,824 | 0.73 | -0.008 | -2,679 |
| 1 | 19 | 174,530 | 0 | 88,793 | 174,530 | 0.61 | -0.007 | 2,761 | |
| JP | -1 | 78 | -880,857 | -396,816 | -577,444 | 880,857 | 0.78 | -0.010 | 4,411 |
| 1 | 60 | 717,213 | 0 | 640,227 | 717,213 | 0.81 | 0.058 | 54,436 | |
| NZ | 1 | 3 | 4,694 | 0 | 1,862 | 4,694 | 0.33 | -0.110 | -543 |
| SG | 1 | 1 | 2,619 | 0 | 1,401 | 2,619 | 0.54 | 0.073 | 191 |
| TH | -1 | 3 | -3,884 | -2,524 | -338 | 3,884 | 0.11 | 0.069 | -286 |
| 1 | 4 | 117,524 | 0 | 95,136 | 117,524 | 0.70 | 0.241 | 30,911 |