| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -44,326 | 1,553,637 | -124,365 | 75,821 | 182 | 42,041,338 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -798,981 | 798,981 | -725,143 | 25,956 |
| 1 | 754,655 | 754,655 | 600,778 | 49,865 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 12,717 | -33,832 | 2,514 | 143,260 | 0.63 | 0.081 | 7,817 |
| HK | 24 | -16,661 | -34,401 | -75,390 | 151,346 | 1.39 | 0.124 | 7,075 |
| ID | 1 | 1,171 | 0 | 1,739 | 1,171 | 1.48 | 0.109 | 127 |
| JP | 117 | -125,233 | -361,039 | -97,353 | 1,155,245 | 0.82 | 0.094 | 42,369 |
| NZ | 2 | -1,564 | -1,564 | -656 | 1,564 | 0.47 | 0.136 | 189 |
| TH | 7 | 85,245 | 0 | 44,781 | 101,050 | 0.56 | 0.226 | 18,244 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -65,272 | -33,832 | -48,135 | 65,272 | 0.59 | -0.056 | 5,460 |
| 1 | 16 | 77,989 | 0 | 50,649 | 77,989 | 0.68 | 0.053 | 2,357 | |
| HK | -1 | 13 | -84,004 | -34,401 | -143,023 | 84,004 | 1.70 | 0.030 | -3,643 |
| 1 | 11 | 67,342 | 0 | 67,633 | 67,342 | 1.02 | 0.124 | 10,718 | |
| ID | 1 | 1 | 1,171 | 0 | 1,739 | 1,171 | 1.48 | 0.109 | 127 |
| JP | -1 | 58 | -640,239 | -361,039 | -527,372 | 640,239 | 0.80 | -0.035 | 25,520 |
| 1 | 59 | 515,006 | 0 | 430,020 | 515,006 | 0.85 | 0.039 | 16,849 | |
| NZ | -1 | 2 | -1,564 | -1,564 | -656 | 1,564 | 0.47 | -0.136 | 189 |
| TH | -1 | 2 | -7,902 | 0 | -5,957 | 7,902 | 0.45 | 0.180 | -1,570 |
| 1 | 5 | 93,147 | 0 | 50,738 | 93,147 | 0.60 | 0.244 | 19,814 |