| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 237,579 | 1,511,319 | -69,122 | -24,287 | 220 | 39,490,389 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -636,870 | 636,870 | -655,715 | -9,593 |
| 1 | 874,449 | 874,449 | 586,593 | -14,694 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 26,716 | -807 | 20,183 | 90,241 | 0.60 | 0.081 | -5,931 |
| CN | 30 | 235,771 | -54,294 | 205,877 | 365,940 | 1.09 | 0.108 | 6,738 |
| HK | 25 | -153,412 | -23,348 | -206,873 | 169,543 | 1.26 | 0.104 | -11,267 |
| ID | 3 | -7,449 | 0 | -2,998 | 7,449 | 0.39 | 0.145 | -1,118 |
| JP | 92 | 57,145 | -64,179 | -111,120 | 685,954 | 0.61 | 0.083 | -37,895 |
| KR | 22 | 95,490 | 0 | 44,833 | 95,490 | 0.49 | 0.273 | 26,288 |
| MY | 3 | -4,674 | 0 | -1,325 | 4,674 | 0.46 | 0.112 | -758 |
| NZ | 2 | 3,299 | -4,620 | -1,304 | 12,539 | 0.34 | 0.075 | -29 |
| SG | 3 | -13,036 | -13,036 | -9,721 | 13,036 | 0.75 | 0.053 | 766 |
| TH | 8 | -21,437 | 0 | -17,424 | 47,285 | 0.53 | 0.188 | -3,797 |
| TW | 4 | 19,167 | 0 | 10,751 | 19,167 | 0.66 | 0.150 | 2,716 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -31,763 | -807 | -17,002 | 31,763 | 0.52 | -0.021 | -220 |
| 1 | 18 | 58,479 | 0 | 37,184 | 58,479 | 0.65 | -0.095 | -5,711 | |
| CN | -1 | 11 | -65,084 | -54,294 | -96,975 | 65,084 | 1.12 | -0.080 | 7,311 |
| 1 | 19 | 300,856 | 0 | 302,851 | 300,856 | 1.07 | 0.008 | -572 | |
| HK | -1 | 24 | -161,477 | -23,348 | -216,778 | 161,477 | 1.26 | -0.007 | -9,066 |
| 1 | 1 | 8,065 | 0 | 9,905 | 8,065 | 1.23 | -0.273 | -2,201 | |
| ID | -1 | 3 | -7,449 | 0 | -2,998 | 7,449 | 0.39 | 0.145 | -1,118 |
| JP | -1 | 48 | -314,405 | -64,179 | -289,316 | 314,405 | 0.81 | -0.012 | -747 |
| 1 | 44 | 371,549 | 0 | 178,196 | 371,549 | 0.40 | -0.082 | -37,148 | |
| KR | 1 | 22 | 95,490 | 0 | 44,833 | 95,490 | 0.49 | 0.260 | 26,288 |
| MY | -1 | 3 | -4,674 | 0 | -1,325 | 4,674 | 0.46 | 0.112 | -758 |
| NZ | -1 | 1 | -4,620 | -4,620 | -2,444 | 4,620 | 0.53 | -0.092 | 426 |
| 1 | 1 | 7,919 | 0 | 1,140 | 7,919 | 0.14 | -0.058 | -455 | |
| SG | -1 | 3 | -13,036 | -13,036 | -9,721 | 13,036 | 0.75 | -0.053 | 766 |
| TH | -1 | 6 | -34,361 | 0 | -19,157 | 34,361 | 0.65 | 0.189 | -6,186 |
| 1 | 2 | 12,924 | 0 | 1,733 | 12,924 | 0.15 | 0.187 | 2,390 | |
| TW | 1 | 4 | 19,167 | 0 | 10,751 | 19,167 | 0.66 | 0.118 | 2,716 |