| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -6,166 | 1,853,938 | -121,494 | 95,302 | 221 | 39,873,869 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -930,052 | 930,052 | -873,181 | 53,879 |
| 1.0000 | 923,886 | 923,886 | 751,687 | 41,424 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -4,716 | -30,613 | 20,361 | 105,585 | 0.68 | 0.101 | 146 |
| CN | 29 | -38,422 | -341,795 | 15,238 | 661,470 | 1.24 | 0.086 | 38,814 |
| HK | 20 | -144,628 | -73,368 | -188,906 | 156,889 | 1.14 | 0.120 | 5,519 |
| ID | 5 | -7,561 | 0 | -2,901 | 7,561 | 0.40 | 0.183 | -1,209 |
| JP | 88 | 17,503 | -192,333 | -50,165 | 667,756 | 0.62 | 0.093 | 361 |
| KR | 34 | 179,944 | -860 | 108,256 | 181,663 | 0.55 | 0.273 | 51,943 |
| MY | 2 | -15,349 | 0 | -9,748 | 15,349 | 0.43 | 0.019 | -442 |
| NZ | 1 | 535 | 0 | 77 | 535 | 0.14 | 0.072 | -38 |
| SG | 3 | -3,695 | 0 | -1,229 | 5,444 | 0.46 | 0.030 | -126 |
| TH | 7 | 2,209 | 0 | -5,844 | 21,760 | 0.46 | 0.186 | 419 |
| TW | 4 | 8,015 | 0 | -6,634 | 29,927 | 0.72 | 0.177 | -84 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -55,151 | -30,613 | -26,048 | 55,151 | 0.55 | -0.084 | 4,599 |
| 1.0000 | 14 | 50,435 | 0 | 46,408 | 50,435 | 0.82 | -0.108 | -4,453 | |
| CN | -1.0000 | 8 | -349,946 | -341,795 | -375,562 | 349,946 | 0.95 | -0.005 | 34,410 |
| 1.0000 | 21 | 311,524 | 0 | 390,801 | 311,524 | 1.35 | 0.020 | 4,405 | |
| HK | -1.0000 | 19 | -150,758 | -73,368 | -193,136 | 150,758 | 1.16 | -0.046 | 4,591 |
| 1.0000 | 1 | 6,130 | 0 | 4,230 | 6,130 | 0.69 | 0.151 | 927 | |
| ID | -1.0000 | 5 | -7,561 | 0 | -2,901 | 7,561 | 0.40 | 0.183 | -1,209 |
| JP | -1.0000 | 57 | -325,126 | -192,333 | -241,866 | 325,126 | 0.70 | -0.075 | 16,434 |
| 1.0000 | 31 | 342,629 | 0 | 191,701 | 342,629 | 0.48 | -0.051 | -16,073 | |
| KR | -1.0000 | 1 | -860 | -860 | -519 | 860 | 0.60 | -0.139 | 120 |
| 1.0000 | 33 | 180,803 | 0 | 108,775 | 180,803 | 0.54 | 0.277 | 51,823 | |
| MY | -1.0000 | 2 | -15,349 | 0 | -9,748 | 15,349 | 0.43 | 0.015 | -442 |
| NZ | 1.0000 | 1 | 535 | 0 | 77 | 535 | 0.14 | -0.072 | -38 |
| SG | -1.0000 | 2 | -4,569 | 0 | -1,828 | 4,569 | 0.35 | 0.041 | -134 |
| 1.0000 | 1 | 874 | 0 | 599 | 874 | 0.69 | 0.008 | 7 | |
| TH | -1.0000 | 5 | -9,775 | 0 | -7,480 | 9,775 | 0.58 | 0.186 | -1,796 |
| 1.0000 | 2 | 11,985 | 0 | 1,636 | 11,985 | 0.15 | 0.188 | 2,215 | |
| TW | -1.0000 | 1 | -10,956 | 0 | -14,094 | 10,956 | 1.29 | 0.246 | -2,694 |
| 1.0000 | 3 | 18,971 | 0 | 7,460 | 18,971 | 0.53 | 0.154 | 2,610 |