| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -10,214 | 1,445,963 | -47,837 | 44,493 | 202 | 41,776,633 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -728,089 | 728,089 | -635,699 | 90,246 |
| 1 | 717,875 | 717,875 | 587,862 | -45,752 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 9,900 | -49,714 | 15,615 | 131,762 | 0.68 | 0.135 | 5,821 |
| CN | 52 | 27,057 | -271,398 | 8,823 | 579,707 | 1.08 | 0.156 | 19,606 |
| HK | 9 | -43,147 | -49,623 | -59,491 | 71,226 | 1.42 | 0.173 | 8,977 |
| ID | 2 | 1,476 | 0 | 724 | 1,476 | 0.61 | 0.260 | 405 |
| JP | 68 | -22,520 | -144,788 | 2,988 | 468,379 | 0.51 | 0.105 | 3,755 |
| KR | 20 | 4,362 | -27,140 | -6,358 | 61,616 | 1.10 | 0.207 | 5,014 |
| MY | 3 | -2,474 | 0 | -1,332 | 2,474 | 0.46 | 0.025 | -100 |
| NZ | 1 | 809 | 0 | 104 | 809 | 0.13 | 0.055 | -45 |
| SG | 3 | -23,848 | -12,522 | -13,977 | 23,848 | 0.62 | 0.072 | 1,017 |
| TH | 7 | 652 | 0 | -1,083 | 13,371 | 0.31 | 0.180 | 336 |
| TW | 9 | 37,517 | -4,598 | 6,151 | 91,296 | 1.14 | 0.167 | -292 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -60,931 | -49,714 | -20,714 | 60,931 | 0.92 | -0.188 | 12,326 |
| 1 | 16 | 70,831 | 0 | 36,328 | 70,831 | 0.51 | -0.093 | -6,504 | |
| CN | -1 | 25 | -276,325 | -271,398 | -342,425 | 276,325 | 1.04 | -0.147 | 49,324 |
| 1 | 27 | 303,382 | 0 | 351,249 | 303,382 | 1.11 | -0.001 | -29,718 | |
| HK | -1 | 7 | -57,186 | -49,623 | -74,195 | 57,186 | 1.52 | -0.008 | 7,977 |
| 1 | 2 | 14,040 | 0 | 14,704 | 14,040 | 1.07 | 0.062 | 1,000 | |
| ID | 1 | 2 | 1,476 | 0 | 724 | 1,476 | 0.61 | 0.260 | 405 |
| JP | -1 | 34 | -245,450 | -144,788 | -101,242 | 245,450 | 0.51 | -0.099 | 24,625 |
| 1 | 34 | 222,930 | 0 | 104,230 | 222,930 | 0.51 | -0.087 | -20,870 | |
| KR | -1 | 14 | -28,627 | -27,140 | -35,304 | 28,627 | 1.22 | -0.019 | 1,733 |
| 1 | 6 | 32,989 | 0 | 28,945 | 32,989 | 0.80 | 0.248 | 3,281 | |
| MY | -1 | 3 | -2,474 | 0 | -1,332 | 2,474 | 0.46 | 0.006 | -100 |
| NZ | 1 | 1 | 809 | 0 | 104 | 809 | 0.13 | -0.055 | -45 |
| SG | -1 | 3 | -23,848 | -12,522 | -13,977 | 23,848 | 0.62 | -0.060 | 1,017 |
| TH | -1 | 3 | -6,359 | 0 | -2,651 | 6,359 | 0.40 | 0.171 | -992 |
| 1 | 4 | 7,011 | 0 | 1,568 | 7,011 | 0.24 | 0.186 | 1,327 | |
| TW | -1 | 4 | -26,889 | -4,598 | -43,860 | 26,889 | 1.66 | 0.206 | -5,664 |
| 1 | 5 | 64,407 | 0 | 50,011 | 64,407 | 0.73 | 0.136 | 5,372 |