| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 25,248 | 2,069,236 | 148,462 | 31,810 | 264 | 41,825,380 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,021,994 | 1,021,994 | -888,387 | 117,026 |
| 1 | 1,047,242 | 1,047,242 | 1,036,848 | -85,216 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -12,101 | -90,224 | -10,497 | 177,082 | 0.76 | 0.131 | 10,165 |
| CN | 54 | -136,672 | -238,731 | -122,837 | 486,436 | 1.27 | 0.149 | 25,145 |
| HK | 21 | 270,647 | -24,491 | 324,451 | 334,218 | 1.11 | 0.151 | -42,749 |
| ID | 3 | 2,087 | 0 | 807 | 2,087 | 0.35 | 0.227 | 474 |
| JP | 107 | -4,536 | -249,925 | 114,197 | 825,478 | 0.66 | 0.091 | 27,638 |
| KR | 16 | -81,879 | -95,828 | -111,166 | 112,316 | 1.19 | 0.194 | 16,842 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.006 | -0 |
| NZ | 3 | 425 | -2,389 | -488 | 5,203 | 0.33 | 0.048 | 239 |
| SG | 2 | 6,474 | -1,319 | 3,967 | 9,112 | 0.74 | 0.080 | -865 |
| TH | 3 | -118 | 0 | -475 | 9,801 | 0.38 | 0.183 | 370 |
| TW | 10 | -19,034 | -16,835 | -49,490 | 107,460 | 0.81 | 0.147 | -5,448 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -94,591 | -90,224 | -67,371 | 94,591 | 0.89 | -0.156 | 18,789 |
| 1 | 30 | 82,491 | 0 | 56,874 | 82,491 | 0.70 | -0.106 | -8,624 | |
| CN | -1 | 39 | -311,554 | -238,731 | -389,799 | 311,554 | 1.27 | -0.099 | 40,626 |
| 1 | 15 | 174,882 | 0 | 266,962 | 174,882 | 1.25 | -0.057 | -15,481 | |
| HK | -1 | 4 | -31,785 | -24,491 | -34,475 | 31,785 | 1.07 | -0.127 | 4,181 |
| 1 | 17 | 302,432 | 0 | 358,926 | 302,432 | 1.12 | 0.076 | -46,930 | |
| ID | 1 | 3 | 2,087 | 0 | 807 | 2,087 | 0.35 | 0.227 | 474 |
| JP | -1 | 47 | -415,007 | -249,925 | -195,989 | 415,007 | 0.54 | -0.089 | 44,824 |
| 1 | 60 | 410,471 | 0 | 310,186 | 410,471 | 0.77 | -0.043 | -17,187 | |
| KR | -1 | 13 | -97,098 | -95,828 | -126,915 | 97,098 | 1.29 | -0.156 | 15,013 |
| 1 | 3 | 15,218 | 0 | 15,749 | 15,218 | 0.79 | 0.213 | 1,828 | |
| MY | -1 | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.006 | -0 |
| NZ | -1 | 2 | -2,389 | -2,389 | -849 | 2,389 | 0.44 | -0.053 | 129 |
| 1 | 1 | 2,814 | 0 | 360 | 2,814 | 0.13 | 0.039 | 110 | |
| SG | -1 | 1 | -1,319 | -1,319 | -1,092 | 1,319 | 0.83 | -0.043 | 56 |
| 1 | 1 | 7,793 | 0 | 5,059 | 7,793 | 0.65 | -0.118 | -921 | |
| TH | -1 | 2 | -4,960 | 0 | -2,077 | 4,960 | 0.40 | 0.164 | -695 |
| 1 | 1 | 4,842 | 0 | 1,602 | 4,842 | 0.33 | 0.220 | 1,065 | |
| TW | -1 | 8 | -63,247 | -16,835 | -69,813 | 63,247 | 0.90 | 0.027 | -5,897 |
| 1 | 2 | 44,213 | 0 | 20,323 | 44,213 | 0.45 | 0.055 | 448 |