| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -12,828 | 1,466,538 | 61,369 | 57,263 | 235 | 42,113,985 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -739,683 | 739,683 | -592,997 | 70,495 |
| 1.0000 | 726,855 | 726,855 | 654,366 | -13,232 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 7,679 | -31,565 | -268 | 107,908 | 0.70 | 0.108 | 3,219 |
| CN | 47 | -3,668 | -188,070 | 8,751 | 379,192 | 1.24 | 0.165 | 6,608 |
| HK | 16 | -80,659 | -29,098 | -80,825 | 82,714 | 1.19 | 0.110 | -838 |
| ID | 5 | -8,154 | 0 | -3,277 | 8,154 | 0.51 | 0.203 | -1,607 |
| JP | 103 | -11,107 | -253,414 | 40,015 | 643,096 | 0.61 | 0.117 | 21,103 |
| KR | 14 | -38,625 | -38,010 | -43,370 | 38,625 | 1.13 | 0.145 | 2,135 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.007 | 0 |
| NZ | 2 | -1,203 | -4,347 | -1,091 | 7,491 | 0.24 | 0.063 | 336 |
| SG | 1 | 7,198 | 0 | 4,932 | 7,198 | 0.69 | 0.064 | -459 |
| TH | 6 | -23,445 | 0 | -11,062 | 37,786 | 0.37 | 0.119 | -1,440 |
| TW | 8 | 139,201 | 0 | 147,570 | 154,331 | 1.05 | 0.205 | 28,205 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -50,114 | -31,565 | -33,274 | 50,114 | 0.59 | -0.120 | 5,400 |
| 1.0000 | 16 | 57,793 | 0 | 33,006 | 57,793 | 0.81 | -0.082 | -2,181 | |
| CN | -1.0000 | 23 | -191,430 | -188,070 | -237,562 | 191,430 | 1.26 | -0.128 | 26,547 |
| 1.0000 | 24 | 187,762 | 0 | 246,314 | 187,762 | 1.23 | -0.053 | -19,939 | |
| HK | -1.0000 | 15 | -81,686 | -29,098 | -82,495 | 81,686 | 1.17 | -0.027 | -868 |
| 1.0000 | 1 | 1,027 | 0 | 1,669 | 1,027 | 1.63 | 0.029 | 30 | |
| ID | -1.0000 | 5 | -8,154 | 0 | -3,277 | 8,154 | 0.51 | 0.203 | -1,607 |
| JP | -1.0000 | 55 | -327,102 | -253,414 | -172,549 | 327,102 | 0.55 | -0.129 | 42,852 |
| 1.0000 | 48 | 315,994 | 0 | 212,564 | 315,994 | 0.67 | -0.047 | -21,749 | |
| KR | -1.0000 | 14 | -38,625 | -38,010 | -43,370 | 38,625 | 1.13 | 0.014 | 2,135 |
| MY | -1.0000 | 1 | -45 | 0 | -7 | 45 | 0.15 | -0.007 | 0 |
| NZ | -1.0000 | 1 | -4,347 | -4,347 | -1,494 | 4,347 | 0.34 | -0.098 | 426 |
| 1.0000 | 1 | 3,144 | 0 | 403 | 3,144 | 0.13 | -0.028 | -89 | |
| SG | 1.0000 | 1 | 7,198 | 0 | 4,932 | 7,198 | 0.69 | -0.064 | -459 |
| TH | -1.0000 | 5 | -30,615 | 0 | -12,339 | 30,615 | 0.41 | 0.110 | -2,597 |
| 1.0000 | 1 | 7,171 | 0 | 1,277 | 7,171 | 0.18 | 0.161 | 1,158 | |
| TW | -1.0000 | 3 | -7,565 | 0 | -6,630 | 7,565 | 0.82 | 0.213 | -1,792 |
| 1.0000 | 5 | 146,766 | 0 | 154,201 | 146,766 | 1.19 | 0.200 | 29,997 |