| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 53,231 | 1,998,045 | 269,121 | 61,450 | 270 | 40,986,229 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -972,407 | 972,407 | -678,912 | 68,071 |
| 1 | 1,025,638 | 1,025,638 | 948,033 | -6,621 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 26,595 | -65,971 | -30,218 | 178,534 | 0.87 | 0.139 | 3,713 |
| CN | 50 | -58,260 | -291,341 | 45,007 | 556,183 | 1.30 | 0.143 | 40,508 |
| HK | 26 | 73,493 | -14,471 | 64,949 | 197,788 | 1.08 | 0.094 | 5,679 |
| ID | 6 | -15,094 | 0 | -5,848 | 15,094 | 0.38 | 0.177 | -2,320 |
| JP | 123 | 40,649 | -186,234 | 226,954 | 805,275 | 0.61 | 0.087 | 22,648 |
| KR | 18 | -80,129 | -43,653 | -77,097 | 80,129 | 1.18 | 0.188 | -13,780 |
| MY | 2 | -12,789 | 0 | -9,074 | 12,789 | 0.43 | 0.013 | 16 |
| NZ | 1 | -1,216 | -1,216 | -643 | 1,216 | 0.53 | 0.091 | 110 |
| PH | 1 | -149 | 0 | -46 | 149 | 0.31 | 0.016 | -2 |
| TH | 5 | -3,444 | 0 | -2,300 | 13,361 | 0.36 | 0.170 | -442 |
| TW | 7 | 83,575 | 0 | 57,437 | 137,527 | 0.73 | 0.163 | 5,321 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -75,969 | -65,971 | -65,360 | 75,969 | 1.10 | -0.168 | 13,379 |
| 1 | 17 | 102,565 | 0 | 35,142 | 102,565 | 0.69 | -0.112 | -9,667 | |
| CN | -1 | 32 | -307,221 | -291,341 | -307,087 | 307,221 | 1.38 | -0.133 | 44,708 |
| 1 | 18 | 248,961 | 0 | 352,094 | 248,961 | 1.17 | 0.052 | -4,199 | |
| HK | -1 | 10 | -62,148 | -14,471 | -68,058 | 62,148 | 1.05 | 0.045 | 323 |
| 1 | 16 | 135,640 | 0 | 133,008 | 135,640 | 1.10 | 0.027 | 5,356 | |
| ID | -1 | 6 | -15,094 | 0 | -5,848 | 15,094 | 0.38 | 0.177 | -2,320 |
| JP | -1 | 59 | -382,313 | -186,234 | -128,950 | 382,313 | 0.39 | -0.085 | 32,230 |
| 1 | 64 | 422,962 | 0 | 355,904 | 422,962 | 0.81 | -0.037 | -9,581 | |
| KR | -1 | 18 | -80,129 | -43,653 | -77,097 | 80,129 | 1.18 | 0.102 | -13,780 |
| MY | -1 | 2 | -12,789 | 0 | -9,074 | 12,789 | 0.43 | -0.013 | 16 |
| NZ | -1 | 1 | -1,216 | -1,216 | -643 | 1,216 | 0.53 | -0.091 | 110 |
| PH | -1 | 1 | -149 | 0 | -46 | 149 | 0.31 | 0.016 | -2 |
| TH | -1 | 3 | -8,403 | 0 | -3,520 | 8,403 | 0.40 | 0.161 | -1,342 |
| 1 | 2 | 4,958 | 0 | 1,219 | 4,958 | 0.29 | 0.184 | 899 | |
| TW | -1 | 1 | -26,976 | 0 | -13,229 | 26,976 | 0.49 | 0.195 | -5,250 |
| 1 | 6 | 110,551 | 0 | 70,666 | 110,551 | 0.77 | 0.158 | 10,571 |