| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 85,945 | 1,588,713 | 135,438 | 55,492 | 250 | 41,924,663 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -751,384 | 751,384 | -567,819 | 77,399 |
| 1.0000 | 837,329 | 837,329 | 703,257 | -21,906 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 34,881 | -82,036 | 74,181 | 212,013 | 0.83 | 0.128 | 7,899 |
| CN | 50 | -90,822 | -186,573 | -90,833 | 497,830 | 1.26 | 0.146 | 5,219 |
| HK | 15 | 97,894 | 0 | 107,972 | 105,444 | 1.16 | 0.120 | 9,470 |
| ID | 2 | 9,159 | 0 | 4,131 | 9,159 | 0.47 | 0.277 | 2,476 |
| JP | 107 | 34,046 | -150,266 | 36,879 | 577,775 | 0.57 | 0.088 | 13,331 |
| KR | 19 | -13,957 | -39,848 | -19,265 | 79,840 | 1.32 | 0.186 | 10,195 |
| MY | 2 | -1,565 | 0 | -405 | 1,565 | 0.21 | 0.047 | -130 |
| NZ | 2 | 306 | -1,722 | -332 | 3,751 | 0.24 | 0.044 | 158 |
| PH | 2 | 1,988 | 0 | 514 | 1,988 | 0.27 | 0.247 | 493 |
| SG | 3 | 2,805 | -1,685 | 1,238 | 6,174 | 0.57 | 0.078 | -239 |
| TH | 5 | -1,481 | 0 | -1,877 | 11,926 | 0.28 | 0.186 | 245 |
| TW | 5 | 12,692 | -25,266 | 23,236 | 81,247 | 0.43 | 0.155 | 6,375 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -88,566 | -82,036 | -31,674 | 88,566 | 0.74 | -0.160 | 15,063 |
| 1.0000 | 26 | 123,447 | 0 | 105,856 | 123,447 | 0.88 | -0.096 | -7,164 | |
| CN | -1.0000 | 28 | -294,326 | -186,573 | -355,064 | 294,326 | 1.26 | -0.097 | 27,175 |
| 1.0000 | 22 | 203,504 | 0 | 264,231 | 203,504 | 1.25 | -0.108 | -21,956 | |
| HK | -1.0000 | 2 | -3,775 | 0 | -4,393 | 3,775 | 1.01 | 0.045 | -160 |
| 1.0000 | 13 | 101,669 | 0 | 112,365 | 101,669 | 1.19 | 0.088 | 9,630 | |
| ID | 1.0000 | 2 | 9,159 | 0 | 4,131 | 9,159 | 0.47 | 0.277 | 2,476 |
| JP | -1.0000 | 44 | -271,864 | -150,266 | -113,897 | 271,864 | 0.58 | -0.084 | 23,724 |
| 1.0000 | 63 | 305,911 | 0 | 150,776 | 305,911 | 0.57 | -0.034 | -10,393 | |
| KR | -1.0000 | 13 | -46,899 | -39,848 | -59,824 | 46,899 | 1.24 | -0.062 | 5,632 |
| 1.0000 | 6 | 32,941 | 0 | 40,559 | 32,941 | 1.49 | 0.125 | 4,563 | |
| MY | -1.0000 | 2 | -1,565 | 0 | -405 | 1,565 | 0.21 | 0.047 | -130 |
| NZ | -1.0000 | 1 | -1,722 | -1,722 | -592 | 1,722 | 0.34 | -0.067 | 115 |
| 1.0000 | 1 | 2,028 | 0 | 260 | 2,028 | 0.13 | 0.021 | 43 | |
| PH | 1.0000 | 2 | 1,988 | 0 | 514 | 1,988 | 0.27 | 0.247 | 493 |
| SG | -1.0000 | 2 | -1,685 | -1,685 | -842 | 1,685 | 0.62 | -0.077 | 113 |
| 1.0000 | 1 | 4,490 | 0 | 2,080 | 4,490 | 0.46 | -0.078 | -352 | |
| TH | -1.0000 | 3 | -6,704 | 0 | -2,771 | 6,704 | 0.41 | 0.150 | -928 |
| 1.0000 | 2 | 5,223 | 0 | 893 | 5,223 | 0.10 | 0.239 | 1,173 | |
| TW | -1.0000 | 3 | -34,277 | -25,266 | 1,644 | 34,277 | 0.41 | 0.002 | 6,794 |
| 1.0000 | 2 | 46,969 | 0 | 21,591 | 46,969 | 0.45 | 0.042 | -419 |