| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 135,423 | 1,625,725 | 25,830 | 130,261 | 225 | 41,758,100 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -745,151 | 745,151 | -635,825 | 93,799 |
| 1.0000 | 880,574 | 880,574 | 661,654 | 36,462 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -17,241 | -39,329 | -43,604 | 131,108 | 0.77 | 0.130 | 7,127 |
| CN | 50 | 72,395 | -277,385 | 27,748 | 629,483 | 0.99 | 0.129 | 27,459 |
| HK | 17 | -90,393 | -91,664 | -136,148 | 92,935 | 1.31 | 0.091 | 8,354 |
| ID | 3 | -2,486 | 0 | -836 | 2,486 | 0.42 | 0.257 | -654 |
| JP | 94 | 27,583 | -230,556 | 68,511 | 593,722 | 0.61 | 0.102 | 48,407 |
| KR | 22 | 92,770 | -7,544 | 98,595 | 107,858 | 1.04 | 0.252 | 34,813 |
| MY | 1 | -46 | 0 | -7 | 46 | 0.15 | 0.018 | 1 |
| NZ | 2 | -482 | -1,241 | -329 | 2,001 | 0.24 | 0.058 | 134 |
| SG | 1 | -746 | -746 | -346 | 746 | 0.46 | 0.167 | 125 |
| TH | 6 | 13,805 | 0 | 1,476 | 14,144 | 0.13 | 0.189 | 2,632 |
| TW | 4 | 40,263 | 0 | 10,768 | 51,196 | 0.84 | 0.148 | 1,865 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -74,175 | -39,329 | -46,402 | 74,175 | 0.85 | -0.138 | 7,733 |
| 1.0000 | 6 | 56,933 | 0 | 2,799 | 56,933 | 0.50 | -0.095 | -607 | |
| CN | -1.0000 | 21 | -278,544 | -277,385 | -270,538 | 278,544 | 1.14 | -0.149 | 44,320 |
| 1.0000 | 29 | 350,939 | 0 | 298,286 | 350,939 | 0.88 | -0.005 | -16,862 | |
| HK | -1.0000 | 16 | -91,664 | -91,664 | -136,608 | 91,664 | 1.37 | -0.064 | 8,095 |
| 1.0000 | 1 | 1,271 | 0 | 460 | 1,271 | 0.36 | 0.203 | 258 | |
| ID | -1.0000 | 3 | -2,486 | 0 | -836 | 2,486 | 0.42 | 0.257 | -654 |
| JP | -1.0000 | 50 | -283,069 | -230,556 | -158,634 | 283,069 | 0.49 | -0.094 | 34,351 |
| 1.0000 | 44 | 310,652 | 0 | 227,145 | 310,652 | 0.75 | 0.009 | 14,056 | |
| KR | -1.0000 | 7 | -7,544 | -7,544 | -11,386 | 7,544 | 1.44 | -0.116 | 1,017 |
| 1.0000 | 15 | 100,314 | 0 | 109,981 | 100,314 | 0.86 | 0.315 | 33,797 | |
| MY | -1.0000 | 1 | -46 | 0 | -7 | 46 | 0.15 | -0.018 | 1 |
| NZ | -1.0000 | 1 | -1,241 | -1,241 | -427 | 1,241 | 0.34 | -0.111 | 138 |
| 1.0000 | 1 | 760 | 0 | 97 | 760 | 0.13 | -0.005 | -4 | |
| SG | -1.0000 | 1 | -746 | -746 | -346 | 746 | 0.46 | -0.167 | 125 |
| TH | -1.0000 | 1 | -170 | 0 | -66 | 170 | 0.39 | 0.169 | -29 |
| 1.0000 | 5 | 13,975 | 0 | 1,542 | 13,975 | 0.07 | 0.193 | 2,661 | |
| TW | -1.0000 | 1 | -5,466 | 0 | -10,575 | 5,466 | 1.93 | 0.237 | -1,297 |
| 1.0000 | 3 | 45,729 | 0 | 21,344 | 45,729 | 0.48 | 0.118 | 3,162 |