| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 15,253 | 836,675 | -121,127 | 9,247 | 131 | 41,215,315 | 0.020 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -410,711 | 410,711 | -419,700 | 29,111 |
| 1.0000 | 425,964 | 425,964 | 298,573 | -19,863 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 14,328 | -46,644 | -40,866 | 199,089 | 0.70 | 0.095 | 2,497 |
| CN | 46 | -6,169 | -208,707 | -49,957 | 447,534 | 1.18 | 0.122 | 8,918 |
| HK | 19 | -14,296 | 0 | -8,396 | 88,978 | 1.14 | 0.079 | -6,445 |
| ID | 3 | 9,611 | 0 | 7,923 | 9,611 | 0.65 | 0.256 | 2,467 |
| KR | 8 | -23,263 | -25,878 | -43,714 | 28,492 | 1.08 | 0.169 | 255 |
| MY | 2 | -3,867 | 0 | -2,726 | 3,867 | 0.43 | 0.013 | -17 |
| NZ | 1 | 2,509 | 0 | 321 | 2,509 | 0.13 | 0.051 | -128 |
| SG | 2 | -5,253 | -1,217 | -2,594 | 5,253 | 0.60 | 0.051 | 4 |
| TH | 4 | 2,574 | 0 | 589 | 3,237 | 0.27 | 0.206 | 542 |
| TW | 5 | 39,079 | 0 | 18,293 | 48,102 | 0.56 | 0.092 | 1,155 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -92,381 | -46,644 | -72,084 | 92,381 | 1.02 | -0.104 | 6,690 |
| 1.0000 | 24 | 106,709 | 0 | 31,218 | 106,709 | 0.48 | -0.067 | -4,194 | |
| CN | -1.0000 | 30 | -226,852 | -208,707 | -242,840 | 226,852 | 1.24 | -0.075 | 26,580 |
| 1.0000 | 16 | 220,682 | 0 | 192,883 | 220,682 | 1.08 | -0.068 | -17,661 | |
| HK | -1.0000 | 8 | -51,637 | 0 | -52,842 | 51,637 | 1.18 | 0.058 | -3,287 |
| 1.0000 | 11 | 37,341 | 0 | 44,446 | 37,341 | 1.11 | -0.046 | -3,159 | |
| ID | 1.0000 | 3 | 9,611 | 0 | 7,923 | 9,611 | 0.65 | 0.256 | 2,467 |
| KR | -1.0000 | 4 | -25,878 | -25,878 | -44,306 | 25,878 | 1.75 | 0.127 | 89 |
| 1.0000 | 4 | 2,615 | 0 | 592 | 2,615 | 0.41 | 0.118 | 166 | |
| MY | -1.0000 | 2 | -3,867 | 0 | -2,726 | 3,867 | 0.43 | -0.008 | -17 |
| NZ | 1.0000 | 1 | 2,509 | 0 | 321 | 2,509 | 0.13 | -0.051 | -128 |
| SG | -1.0000 | 2 | -5,253 | -1,217 | -2,594 | 5,253 | 0.60 | -0.028 | 4 |
| TH | -1.0000 | 2 | -332 | 0 | -96 | 332 | 0.28 | 0.202 | -67 |
| 1.0000 | 2 | 2,906 | 0 | 685 | 2,906 | 0.25 | 0.211 | 609 | |
| TW | -1.0000 | 1 | -4,511 | 0 | -2,212 | 4,511 | 0.49 | 0.195 | -881 |
| 1.0000 | 4 | 43,591 | 0 | 20,505 | 43,591 | 0.58 | 0.061 | 2,036 |