| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 73,537 | 1,325,379 | -94,181 | -16,262 | 165 | 39,167,611 | 0.034 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -625,921 | 625,921 | -414,681 | 16,434 |
| 1.0000 | 699,458 | 699,458 | 320,500 | -32,697 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -31,232 | -59,778 | -15,563 | 88,324 | 0.82 | 0.075 | 5,423 |
| CN | 23 | 96,333 | -247,202 | 68,828 | 662,810 | 0.75 | 0.082 | -21,237 |
| HK | 13 | -30,816 | -20,948 | -37,268 | 33,744 | 1.26 | 0.074 | 231 |
| ID | 1 | -553 | 0 | -238 | 553 | 0.43 | 0.148 | -82 |
| JP | 74 | -21,493 | -156,962 | -112,504 | 401,576 | 0.65 | 0.083 | 1,822 |
| KR | 15 | -3,656 | -10,343 | -6,145 | 27,077 | 0.76 | 0.241 | -592 |
| MY | 1 | -4,279 | 0 | -1,077 | 4,279 | 0.25 | 0.248 | -1,060 |
| NZ | 2 | -1,261 | -5,830 | -2,355 | 10,400 | 0.36 | 0.055 | 197 |
| SG | 6 | 81,932 | -358 | 26,253 | 82,649 | 0.52 | 0.050 | 1,275 |
| TH | 4 | -4,809 | 0 | -3,399 | 7,338 | 0.55 | 0.180 | -830 |
| TW | 1 | -6,629 | 0 | -10,714 | 6,629 | 1.62 | 0.213 | -1,410 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -59,778 | -59,778 | -27,775 | 59,778 | 1.02 | -0.092 | 5,514 |
| 1.0000 | 10 | 28,546 | 0 | 12,212 | 28,546 | 0.53 | -0.002 | -91 | |
| CN | -1.0000 | 15 | -283,239 | -247,202 | -109,460 | 283,239 | 0.69 | -0.012 | 8,826 |
| 1.0000 | 8 | 379,571 | 0 | 178,289 | 379,571 | 0.87 | -0.105 | -30,063 | |
| HK | -1.0000 | 12 | -32,280 | -20,948 | -37,553 | 32,280 | 1.35 | -0.010 | 227 |
| 1.0000 | 1 | 1,464 | 0 | 285 | 1,464 | 0.19 | 0.002 | 4 | |
| ID | -1.0000 | 1 | -553 | 0 | -238 | 553 | 0.43 | 0.148 | -82 |
| JP | -1.0000 | 41 | -211,534 | -156,962 | -206,662 | 211,534 | 0.86 | -0.059 | 8,469 |
| 1.0000 | 33 | 190,042 | 0 | 94,159 | 190,042 | 0.38 | -0.019 | -6,646 | |
| KR | -1.0000 | 7 | -15,367 | -10,343 | -13,899 | 15,367 | 0.82 | 0.145 | -3,417 |
| 1.0000 | 8 | 11,711 | 0 | 7,755 | 11,711 | 0.70 | 0.264 | 2,825 | |
| MY | -1.0000 | 1 | -4,279 | 0 | -1,077 | 4,279 | 0.25 | 0.248 | -1,060 |
| NZ | -1.0000 | 1 | -5,830 | -5,830 | -3,185 | 5,830 | 0.55 | -0.067 | 392 |
| 1.0000 | 1 | 4,569 | 0 | 830 | 4,569 | 0.18 | -0.043 | -195 | |
| SG | -1.0000 | 1 | -358 | -358 | -410 | 358 | 1.14 | -0.002 | 1 |
| 1.0000 | 5 | 82,290 | 0 | 26,663 | 82,290 | 0.40 | 0.048 | 1,274 | |
| TH | -1.0000 | 3 | -6,074 | 0 | -3,707 | 6,074 | 0.65 | 0.188 | -1,026 |
| 1.0000 | 1 | 1,264 | 0 | 309 | 1,264 | 0.24 | 0.155 | 196 | |
| TW | -1.0000 | 1 | -6,629 | 0 | -10,714 | 6,629 | 1.62 | 0.213 | -1,410 |