| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 42,576 | 863,841 | -6,777 | -5,030 | 146 | 42,058,817 | 0.021 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -410,632 | 410,632 | -280,664 | 2,696 |
| 1 | 453,208 | 453,208 | 273,887 | -7,726 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 19,396 | -20,118 | 13,313 | 76,533 | 0.68 | 0.080 | 388 |
| ID | 1 | -1,179 | 0 | 164 | 1,179 | -0.14 | 0.141 | -167 |
| JP | 104 | -3,688 | -92,835 | -40,188 | 737,013 | 0.71 | 0.058 | -5,534 |
| NZ | 1 | -502 | -502 | -215 | 502 | 0.43 | 0.116 | 58 |
| SG | 4 | 10,526 | -2,819 | 4,912 | 16,164 | 0.56 | 0.088 | 425 |
| TH | 3 | -1,652 | 0 | 1,037 | 9,170 | 0.34 | 0.180 | -193 |
| TW | 4 | 19,675 | 0 | 14,201 | 23,279 | 0.50 | 0.147 | -9 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -28,569 | -20,118 | -13,161 | 28,569 | 0.54 | -0.075 | 2,879 |
| 1 | 20 | 47,965 | 0 | 26,474 | 47,965 | 0.75 | -0.052 | -2,491 | |
| ID | -1 | 1 | -1,179 | 0 | 164 | 1,179 | -0.14 | 0.141 | -167 |
| JP | -1 | 56 | -370,350 | -92,835 | -263,849 | 370,350 | 0.78 | -0.013 | 586 |
| 1 | 48 | 366,663 | 0 | 223,662 | 366,663 | 0.64 | -0.023 | -6,120 | |
| NZ | -1 | 1 | -502 | -502 | -215 | 502 | 0.43 | -0.116 | 58 |
| SG | -1 | 1 | -2,819 | -2,819 | -1,935 | 2,819 | 0.69 | -0.122 | 344 |
| 1 | 3 | 13,345 | 0 | 6,847 | 13,345 | 0.52 | -0.056 | 82 | |
| TH | -1 | 2 | -5,411 | 0 | -405 | 5,411 | 0.32 | 0.177 | -895 |
| 1 | 1 | 3,759 | 0 | 1,442 | 3,759 | 0.38 | 0.187 | 702 | |
| TW | -1 | 1 | -1,802 | 0 | -1,262 | 1,802 | 0.70 | 0.061 | -109 |
| 1 | 3 | 21,477 | 0 | 15,463 | 21,477 | 0.44 | -0.034 | 101 |