| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -6,070 | 433,206 | 5,658 | 27,119 | 84 | 41,949,167 | 0.010 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -219,638 | 219,638 | -143,885 | 6,420 |
| 1 | 213,568 | 213,568 | 149,543 | 20,699 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| JP | 75 | -19,379 | -144,080 | 2,121 | 410,736 | 0.68 | 0.071 | 22,303 |
| MY | 4 | 11,085 | 0 | 4,854 | 11,085 | 0.53 | 0.260 | 3,159 |
| PH | 3 | 6,804 | 0 | 1,773 | 6,804 | 0.30 | 0.276 | 1,496 |
| SG | 2 | -4,581 | -4,581 | -3,090 | 4,581 | 0.65 | 0.088 | 160 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| JP | -1 | 40 | -215,057 | -144,080 | -140,795 | 215,057 | 0.66 | -0.038 | 6,260 |
| 1 | 35 | 195,679 | 0 | 142,916 | 195,679 | 0.71 | 0.063 | 16,044 | |
| MY | 1 | 4 | 11,085 | 0 | 4,854 | 11,085 | 0.53 | 0.260 | 3,159 |
| PH | 1 | 3 | 6,804 | 0 | 1,773 | 6,804 | 0.30 | 0.276 | 1,496 |
| SG | -1 | 2 | -4,581 | -4,581 | -3,090 | 4,581 | 0.65 | -0.085 | 160 |