| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 220,370 | 1,966,906 | 40,056 | -41,987 | 222 | 41,820,889 | 0.047 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -873,268 | 873,268 | -575,150 | 30,142 |
| 1 | 1,093,638 | 1,093,638 | 615,206 | -72,129 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 93,906 | -3,073 | 108,582 | 213,054 | 0.72 | 0.110 | -9,936 |
| CN | 43 | 214,372 | -285,082 | 98,542 | 844,463 | 1.05 | 0.132 | -5,395 |
| HK | 27 | -114,204 | -68,351 | -110,308 | 183,132 | 1.29 | 0.085 | -9,366 |
| ID | 1 | -3,445 | 0 | -859 | 3,445 | 0.25 | 0.209 | -720 |
| JP | 88 | 22,249 | -68,157 | -44,032 | 583,470 | 0.54 | 0.099 | -23,574 |
| KR | 14 | -1,829 | -17,475 | 4,312 | 38,675 | 1.38 | 0.227 | 6,748 |
| MY | 1 | -46 | 0 | -7 | 46 | 0.15 | 0.010 | 0 |
| NZ | 1 | 3,795 | 0 | 546 | 3,795 | 0.14 | 0.052 | -199 |
| SG | 2 | -17,011 | -17,011 | -13,519 | 17,011 | 0.80 | 0.062 | 1,218 |
| TH | 4 | -3,401 | 0 | -218 | 15,031 | 0.23 | 0.184 | -902 |
| TW | 6 | 25,983 | -7,220 | -2,983 | 64,784 | 0.84 | 0.156 | 138 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -59,574 | -3,073 | -12,030 | 59,574 | 0.40 | -0.065 | 577 |
| 1 | 27 | 153,480 | 0 | 120,612 | 153,480 | 0.81 | -0.115 | -10,512 | |
| CN | -1 | 22 | -315,045 | -285,082 | -168,545 | 315,045 | 0.91 | -0.068 | 30,403 |
| 1 | 21 | 529,418 | 0 | 267,087 | 529,418 | 1.19 | -0.118 | -35,798 | |
| HK | -1 | 25 | -148,668 | -68,351 | -161,484 | 148,668 | 1.26 | -0.003 | -2,493 |
| 1 | 2 | 34,464 | 0 | 51,176 | 34,464 | 1.74 | -0.097 | -6,873 | |
| ID | -1 | 1 | -3,445 | 0 | -859 | 3,445 | 0.25 | 0.209 | -720 |
| JP | -1 | 41 | -280,610 | -68,157 | -161,414 | 280,610 | 0.69 | -0.028 | 5,558 |
| 1 | 47 | 302,859 | 0 | 117,382 | 302,859 | 0.42 | -0.097 | -29,132 | |
| KR | -1 | 9 | -20,252 | -17,475 | -31,365 | 20,252 | 1.32 | -0.047 | 1,262 |
| 1 | 5 | 18,423 | 0 | 35,677 | 18,423 | 1.48 | 0.304 | 5,486 | |
| MY | -1 | 1 | -46 | 0 | -7 | 46 | 0.15 | -0.010 | 0 |
| NZ | 1 | 1 | 3,795 | 0 | 546 | 3,795 | 0.14 | -0.052 | -199 |
| SG | -1 | 2 | -17,011 | -17,011 | -13,519 | 17,011 | 0.80 | -0.062 | 1,218 |
| TH | -1 | 3 | -9,216 | 0 | -1,741 | 9,216 | 0.22 | 0.195 | -1,788 |
| 1 | 1 | 5,815 | 0 | 1,523 | 5,815 | 0.26 | 0.152 | 886 | |
| TW | -1 | 3 | -19,400 | -7,220 | -24,185 | 19,400 | 1.21 | 0.202 | -3,874 |
| 1 | 3 | 45,383 | 0 | 21,202 | 45,383 | 0.48 | 0.110 | 4,012 |