| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 70,205 | 502,676 | -109,814 | 6,764 | 84 | 42,051,358 | 0.012 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -216,235 | 216,235 | -261,945 | -10,738 |
| 1 | 286,441 | 286,441 | 152,132 | 17,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| JP | 76 | 56,380 | -71,846 | -121,481 | 450,338 | 0.89 | 0.078 | 2,821 |
| 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 | 41 | -196,979 | -71,846 | -252,989 | 196,979 | 1.16 | 0.018 | -6,133 |
| 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 |