| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 77,609 | 495,272 | -96,868 | 7,206 | 83 | 42,051,358 | 0.012 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -208,831 | 208,831 | -249,000 | -10,296 |
| 1 | 286,441 | 286,441 | 152,132 | 17,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| JP | 75 | 63,784 | -64,442 | -108,535 | 442,934 | 0.88 | 0.078 | 3,263 |
| MY | 3 | 14,902 | 0 | 5,996 | 14,902 | 0.37 | 0.297 | 4,488 |
| TH | 5 | -1,077 | 0 | 5,671 | 37,435 | 0.58 | 0.246 | -545 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| JP | -1 | 40 | -189,575 | -64,442 | -240,043 | 189,575 | 1.14 | 0.017 | -5,691 |
| 1 | 35 | 253,359 | 0 | 131,508 | 253,359 | 0.58 | 0.017 | 8,954 | |
| MY | 1 | 3 | 14,902 | 0 | 5,996 | 14,902 | 0.37 | 0.297 | 4,488 |
| TH | -1 | 4 | -19,256 | 0 | -8,956 | 19,256 | 0.52 | 0.251 | -4,605 |
| 1 | 1 | 18,179 | 0 | 14,627 | 18,179 | 0.80 | 0.223 | 4,059 |