| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 3,405 | 1,322,658 | -126,119 | 15,074 | 241 | 41,804,872 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -659,627 | 659,627 | -679,275 | 21,149 |
| 1.0000 | 663,031 | 663,031 | 553,157 | -6,075 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 9,023 | -44,201 | 49,035 | 200,495 | 0.82 | 0.121 | -546 |
| CN | 39 | 79,603 | -94,804 | 50,108 | 298,903 | 1.26 | 0.149 | 13,407 |
| HK | 22 | -103,522 | -45,281 | -96,376 | 117,744 | 1.05 | 0.073 | 651 |
| ID | 5 | -4,880 | 0 | -1,647 | 4,880 | 0.49 | 0.217 | -1,098 |
| JP | 99 | 48,082 | -133,748 | -32,384 | 453,437 | 0.60 | 0.091 | 7,470 |
| KR | 19 | 6,057 | -30,303 | 12,997 | 68,990 | 1.18 | 0.216 | 15,663 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.004 | -0 |
| NZ | 3 | 1,005 | -1,752 | -398 | 4,509 | 0.34 | 0.078 | 5 |
| SG | 2 | 1,737 | -6,655 | -59 | 15,048 | 0.74 | 0.069 | -725 |
| TH | 5 | -12,512 | 0 | -4,107 | 12,512 | 0.29 | 0.169 | -1,944 |
| TW | 11 | -21,145 | -1,446 | -103,281 | 146,095 | 1.11 | 0.181 | -17,810 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 25 | -95,736 | -44,201 | -49,126 | 95,736 | 0.76 | -0.119 | 7,665 |
| 1.0000 | 10 | 104,759 | 0 | 98,161 | 104,759 | 0.95 | -0.099 | -8,211 | |
| CN | -1.0000 | 12 | -109,650 | -94,804 | -171,022 | 109,650 | 1.57 | -0.156 | 18,890 |
| 1.0000 | 27 | 189,253 | 0 | 221,129 | 189,253 | 1.13 | -0.011 | -5,483 | |
| HK | -1.0000 | 19 | -110,633 | -45,281 | -100,549 | 110,633 | 1.09 | -0.025 | 285 |
| 1.0000 | 3 | 7,111 | 0 | 4,174 | 7,111 | 0.78 | 0.009 | 366 | |
| ID | -1.0000 | 5 | -4,880 | 0 | -1,647 | 4,880 | 0.49 | 0.217 | -1,098 |
| JP | -1.0000 | 36 | -202,677 | -133,748 | -147,121 | 202,677 | 0.77 | -0.083 | 17,631 |
| 1.0000 | 63 | 250,759 | 0 | 114,737 | 250,759 | 0.51 | -0.026 | -10,161 | |
| KR | -1.0000 | 11 | -31,467 | -30,303 | -48,373 | 31,467 | 1.35 | -0.035 | 3,342 |
| 1.0000 | 8 | 37,523 | 0 | 61,371 | 37,523 | 0.95 | 0.296 | 12,322 | |
| MY | -1.0000 | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.004 | -0 |
| NZ | -1.0000 | 2 | -1,752 | -1,752 | -795 | 1,752 | 0.44 | -0.090 | 154 |
| 1.0000 | 1 | 2,757 | 0 | 397 | 2,757 | 0.14 | -0.054 | -149 | |
| SG | -1.0000 | 1 | -6,655 | -6,655 | -5,507 | 6,655 | 0.83 | -0.028 | 189 |
| 1.0000 | 1 | 8,393 | 0 | 5,449 | 8,393 | 0.65 | -0.109 | -913 | |
| TH | -1.0000 | 5 | -12,512 | 0 | -4,107 | 12,512 | 0.29 | 0.169 | -1,944 |
| TW | -1.0000 | 5 | -83,620 | -1,446 | -151,021 | 83,620 | 1.40 | 0.233 | -23,964 |
| 1.0000 | 6 | 62,475 | 0 | 47,740 | 62,475 | 0.86 | 0.138 | 6,154 |