| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 78,719 | 1,992,411 | -101,318 | 26,618 | 268 | 39,935,662 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -956,846 | 956,846 | -893,778 | 20,564 |
| 1.0000 | 1,035,565 | 1,035,565 | 792,460 | 6,054 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 17,543 | -28,717 | 12,554 | 136,060 | 0.63 | 0.128 | -1,896 |
| CN | 37 | 241,371 | -32,762 | 347,760 | 313,401 | 1.14 | 0.094 | 7,056 |
| HK | 24 | -118,195 | -76,958 | -185,414 | 148,149 | 1.18 | 0.121 | 8,127 |
| ID | 2 | -11,419 | 0 | -4,413 | 11,419 | 0.38 | 0.142 | -1,726 |
| JP | 115 | -152,876 | -282,101 | -279,489 | 1,019,947 | 0.73 | 0.081 | 1,709 |
| KR | 23 | 92,983 | 0 | 52,406 | 110,608 | 0.51 | 0.275 | 11,884 |
| MY | 3 | -30,744 | 0 | -16,767 | 30,744 | 0.46 | 0.028 | -340 |
| NZ | 1 | 1,833 | 0 | 264 | 1,833 | 0.14 | 0.101 | -186 |
| SG | 8 | -37,008 | -17,340 | -20,497 | 37,008 | 0.65 | 0.064 | 603 |
| TH | 8 | -4,302 | 0 | -7,045 | 19,540 | 0.44 | 0.179 | -605 |
| TW | 12 | 79,533 | -11,107 | -677 | 163,702 | 0.87 | 0.169 | 1,992 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -59,258 | -28,717 | -30,198 | 59,258 | 0.50 | -0.115 | 7,350 |
| 1.0000 | 15 | 76,802 | 0 | 42,752 | 76,802 | 0.81 | -0.144 | -9,246 | |
| CN | -1.0000 | 8 | -36,015 | -32,762 | -31,706 | 36,015 | 0.79 | -0.048 | 3,638 |
| 1.0000 | 29 | 277,386 | 0 | 379,466 | 277,386 | 1.23 | 0.048 | 3,417 | |
| HK | -1.0000 | 19 | -133,172 | -76,958 | -198,107 | 133,172 | 1.28 | -0.045 | 8,329 |
| 1.0000 | 5 | 14,977 | 0 | 12,693 | 14,977 | 0.82 | 0.008 | -202 | |
| ID | -1.0000 | 2 | -11,419 | 0 | -4,413 | 11,419 | 0.38 | 0.142 | -1,726 |
| JP | -1.0000 | 66 | -586,412 | -282,101 | -516,921 | 586,412 | 0.87 | -0.044 | 16,240 |
| 1.0000 | 49 | 433,535 | 0 | 237,432 | 433,535 | 0.55 | -0.049 | -14,531 | |
| KR | -1.0000 | 3 | -8,812 | 0 | -908 | 8,812 | 0.23 | 0.351 | -3,293 |
| 1.0000 | 20 | 101,795 | 0 | 53,314 | 101,795 | 0.55 | 0.249 | 15,177 | |
| MY | -1.0000 | 3 | -30,744 | 0 | -16,767 | 30,744 | 0.46 | 0.010 | -340 |
| NZ | 1.0000 | 1 | 1,833 | 0 | 264 | 1,833 | 0.14 | -0.101 | -186 |
| SG | -1.0000 | 8 | -37,008 | -17,340 | -20,497 | 37,008 | 0.65 | -0.049 | 603 |
| TH | -1.0000 | 5 | -11,921 | 0 | -8,461 | 11,921 | 0.56 | 0.174 | -2,031 |
| 1.0000 | 3 | 7,619 | 0 | 1,416 | 7,619 | 0.23 | 0.188 | 1,426 | |
| TW | -1.0000 | 4 | -42,084 | -11,107 | -65,799 | 42,084 | 1.58 | 0.196 | -8,206 |
| 1.0000 | 8 | 121,618 | 0 | 65,122 | 121,618 | 0.51 | 0.156 | 10,198 |