| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -952,774 | 2,199,242 | -434,899 | -15,933 | 261 | 40,698,744 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,576,008 | 1,576,008 | -992,549 | 22,881 |
| 1 | 623,234 | 623,234 | 557,650 | -38,814 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 35,316 | -45,963 | 91,349 | 152,078 | 0.71 | 0.128 | 1,971 |
| CN | 36 | -468,342 | -481,400 | -189,933 | 557,321 | 0.96 | 0.095 | 14,956 |
| HK | 17 | -92,223 | -77,506 | -68,169 | 102,040 | 0.92 | 0.106 | 3,970 |
| ID | 1 | -1,674 | 0 | -600 | 1,674 | 0.36 | 0.096 | -160 |
| JP | 123 | 35,796 | -250,981 | 158,276 | 922,213 | 0.65 | 0.084 | 12,113 |
| KR | 20 | -120,485 | -82,108 | -147,708 | 120,485 | 1.16 | 0.196 | -26,834 |
| MY | 5 | -32,604 | 0 | -18,507 | 32,604 | 0.32 | 0.047 | -1,265 |
| NZ | 1 | -1,236 | -1,236 | -158 | 1,236 | 0.13 | 0.090 | 111 |
| SG | 13 | -186,603 | -94,769 | -93,294 | 186,603 | 0.53 | 0.041 | 3,602 |
| TH | 4 | -9,714 | 0 | -4,799 | 9,714 | 0.52 | 0.165 | -1,648 |
| TW | 7 | -111,004 | -35,319 | -161,355 | 113,273 | 1.14 | 0.192 | -22,748 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -58,381 | -45,963 | -30,196 | 58,381 | 0.61 | -0.150 | 10,057 |
| 1 | 17 | 93,697 | 0 | 121,545 | 93,697 | 0.82 | -0.104 | -8,086 | |
| CN | -1 | 27 | -512,832 | -481,400 | -221,623 | 512,832 | 0.99 | -0.051 | 21,963 |
| 1 | 9 | 44,490 | 0 | 31,689 | 44,490 | 0.86 | -0.005 | -7,007 | |
| HK | -1 | 16 | -97,132 | -77,506 | -71,218 | 97,132 | 0.94 | -0.026 | 2,976 |
| 1 | 1 | 4,908 | 0 | 3,049 | 4,908 | 0.62 | 0.203 | 994 | |
| ID | -1 | 1 | -1,674 | 0 | -600 | 1,674 | 0.36 | 0.096 | -160 |
| JP | -1 | 57 | -443,208 | -250,981 | -242,587 | 443,208 | 0.45 | -0.080 | 36,974 |
| 1 | 66 | 479,005 | 0 | 400,863 | 479,005 | 0.81 | -0.057 | -24,861 | |
| KR | -1 | 20 | -120,485 | -82,108 | -147,708 | 120,485 | 1.16 | 0.132 | -26,834 |
| MY | -1 | 5 | -32,604 | 0 | -18,507 | 32,604 | 0.32 | 0.036 | -1,265 |
| NZ | -1 | 1 | -1,236 | -1,236 | -158 | 1,236 | 0.13 | -0.090 | 111 |
| SG | -1 | 13 | -186,603 | -94,769 | -93,294 | 186,603 | 0.53 | -0.018 | 3,602 |
| TH | -1 | 4 | -9,714 | 0 | -4,799 | 9,714 | 0.52 | 0.165 | -1,648 |
| TW | -1 | 6 | -112,139 | -35,319 | -161,859 | 112,139 | 1.26 | 0.203 | -22,895 |
| 1 | 1 | 1,135 | 0 | 504 | 1,135 | 0.44 | 0.130 | 147 |