| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -399,906 | 1,779,628 | -594,143 | -86,307 | 220 | 41,663,005 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,089,767 | 1,089,767 | -1,121,986 | -61,769 |
| 1.0000 | 689,861 | 689,861 | 527,843 | -24,538 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -18,482 | -51,891 | -34,178 | 149,610 | 0.65 | 0.109 | 6,441 |
| CN | 49 | 36,875 | -192,196 | -35,205 | 434,127 | 1.20 | 0.144 | 978 |
| HK | 14 | -79,075 | -46,108 | -105,676 | 82,808 | 1.32 | 0.081 | -4,109 |
| ID | 2 | -328 | 0 | -129 | 328 | 0.45 | 0.207 | -67 |
| JP | 97 | 74,001 | -149,933 | 42,046 | 549,591 | 0.55 | 0.104 | 23,562 |
| KR | 9 | 26,027 | -4,531 | 31,096 | 35,089 | 1.22 | 0.254 | 10,619 |
| MY | 2 | -8,767 | 0 | -4,636 | 8,767 | 0.34 | 0.034 | -454 |
| NZ | 3 | 27 | -3,024 | -644 | 6,075 | 0.21 | 0.052 | 217 |
| SG | 1 | -745 | -745 | -345 | 745 | 0.46 | 0.162 | 121 |
| TH | 4 | -5,621 | 0 | -2,688 | 5,621 | 0.47 | 0.120 | -623 |
| TW | 6 | -423,816 | -12,582 | -483,784 | 506,865 | 1.15 | 0.204 | -122,992 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -84,046 | -51,891 | -40,695 | 84,046 | 0.70 | -0.112 | 8,142 |
| 1.0000 | 11 | 65,564 | 0 | 6,517 | 65,564 | 0.55 | -0.078 | -1,700 | |
| CN | -1.0000 | 23 | -198,626 | -192,196 | -295,674 | 198,626 | 1.31 | -0.101 | 24,871 |
| 1.0000 | 26 | 235,501 | 0 | 260,469 | 235,501 | 1.10 | -0.063 | -23,893 | |
| HK | -1.0000 | 13 | -80,942 | -46,108 | -107,968 | 80,942 | 1.32 | -0.001 | -3,597 |
| 1.0000 | 1 | 1,866 | 0 | 2,292 | 1,866 | 1.23 | -0.274 | -512 | |
| ID | -1.0000 | 2 | -328 | 0 | -129 | 328 | 0.45 | 0.207 | -67 |
| JP | -1.0000 | 45 | -237,795 | -149,933 | -159,131 | 237,795 | 0.51 | -0.093 | 33,859 |
| 1.0000 | 52 | 311,796 | 0 | 201,177 | 311,796 | 0.58 | -0.064 | -10,296 | |
| KR | -1.0000 | 2 | -4,531 | -4,531 | -6,810 | 4,531 | 1.41 | -0.199 | 919 |
| 1.0000 | 7 | 30,558 | 0 | 37,905 | 30,558 | 1.17 | 0.269 | 9,699 | |
| MY | -1.0000 | 2 | -8,767 | 0 | -4,636 | 8,767 | 0.34 | 0.018 | -454 |
| NZ | -1.0000 | 1 | -3,024 | -3,024 | -1,039 | 3,024 | 0.34 | -0.094 | 285 |
| 1.0000 | 2 | 3,051 | 0 | 395 | 3,051 | 0.14 | -0.030 | -69 | |
| SG | -1.0000 | 1 | -745 | -745 | -345 | 745 | 0.46 | -0.162 | 121 |
| TH | -1.0000 | 4 | -5,621 | 0 | -2,688 | 5,621 | 0.47 | 0.120 | -623 |
| TW | -1.0000 | 4 | -465,341 | -12,582 | -502,871 | 465,341 | 1.50 | 0.254 | -125,225 |
| 1.0000 | 2 | 41,525 | 0 | 19,087 | 41,525 | 0.45 | 0.103 | 2,233 |