| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -78,728 | 759,959 | 156,125 | 13,068 | 132 | 41,882,913 | 0.018 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -419,344 | 419,344 | -204,116 | -305 |
| 1 | 340,616 | 340,616 | 360,241 | 13,373 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -39,213 | -24,877 | 9,509 | 88,341 | 0.66 | 0.074 | -2,003 |
| JP | 101 | -32,613 | -186,676 | 148,678 | 664,716 | 0.79 | 0.072 | 14,131 |
| NZ | 2 | -6,902 | -6,902 | -2,061 | 6,902 | 0.28 | 0.134 | 940 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -63,777 | -24,877 | -11,640 | 63,777 | 0.59 | -0.059 | -477 |
| 1 | 6 | 24,564 | 0 | 21,149 | 24,564 | 0.92 | -0.057 | -1,526 | |
| JP | -1 | 46 | -348,665 | -186,676 | -190,415 | 348,665 | 0.55 | -0.011 | -768 |
| 1 | 55 | 316,051 | 0 | 339,092 | 316,051 | 1.00 | 0.041 | 14,900 | |
| NZ | -1 | 2 | -6,902 | -6,902 | -2,061 | 6,902 | 0.28 | -0.134 | 940 |