| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 71,875 | 1,614,888 | -101,477 | 42,917 | 199 | 41,901,676 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -771,507 | 771,507 | -762,671 | 69,641 |
| 1 | 843,381 | 843,381 | 661,194 | -26,724 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | -12,834 | -34,329 | -14,498 | 98,055 | 0.57 | 0.087 | 1,721 |
| CN | 54 | 13,458 | -413,106 | -212,380 | 927,870 | 1.27 | 0.151 | 32,808 |
| HK | 17 | 69,342 | -2,438 | 91,876 | 74,217 | 1.44 | 0.135 | 7,300 |
| ID | 1 | -8,135 | 0 | -2,029 | 8,135 | 0.25 | 0.204 | -1,663 |
| JP | 77 | 16,061 | -112,838 | 36,276 | 369,722 | 0.67 | 0.097 | -1,089 |
| KR | 15 | -30,845 | -26,581 | -17,404 | 43,799 | 1.39 | 0.179 | 2,538 |
| MY | 2 | -745 | 0 | -106 | 745 | 0.15 | 0.083 | -106 |
| NZ | 1 | -2,475 | -2,475 | -1,310 | 2,475 | 0.53 | 0.030 | 75 |
| SG | 1 | 697 | 0 | 453 | 697 | 0.65 | 0.058 | -41 |
| TH | 4 | 11,147 | 0 | 7,397 | 12,956 | 0.45 | 0.152 | 1,337 |
| TW | 6 | 16,204 | -12,239 | 10,248 | 76,216 | 0.45 | 0.143 | 35 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -55,445 | -34,329 | -24,067 | 55,445 | 0.40 | -0.030 | 3,667 |
| 1 | 10 | 42,611 | 0 | 9,569 | 42,611 | 0.75 | -0.093 | -1,945 | |
| CN | -1 | 41 | -457,206 | -413,106 | -562,878 | 457,206 | 1.24 | -0.134 | 56,387 |
| 1 | 13 | 470,664 | 0 | 350,498 | 470,664 | 1.39 | -0.091 | -23,578 | |
| HK | -1 | 1 | -2,438 | -2,438 | -5,602 | 2,438 | 2.30 | -0.297 | 724 |
| 1 | 16 | 71,779 | 0 | 97,478 | 71,779 | 1.39 | 0.086 | 6,576 | |
| ID | -1 | 1 | -8,135 | 0 | -2,029 | 8,135 | 0.25 | 0.204 | -1,663 |
| JP | -1 | 32 | -176,830 | -112,838 | -123,933 | 176,830 | 0.73 | -0.084 | 10,233 |
| 1 | 45 | 192,891 | 0 | 160,210 | 192,891 | 0.62 | -0.051 | -11,322 | |
| KR | -1 | 11 | -37,322 | -26,581 | -31,544 | 37,322 | 1.31 | -0.063 | 595 |
| 1 | 4 | 6,477 | 0 | 14,139 | 6,477 | 1.58 | 0.196 | 1,944 | |
| MY | -1 | 2 | -745 | 0 | -106 | 745 | 0.15 | 0.069 | -106 |
| NZ | -1 | 1 | -2,475 | -2,475 | -1,310 | 2,475 | 0.53 | -0.030 | 75 |
| SG | 1 | 1 | 697 | 0 | 453 | 697 | 0.65 | -0.058 | -41 |
| TH | -1 | 2 | -905 | 0 | -208 | 905 | 0.29 | 0.177 | -165 |
| 1 | 2 | 12,051 | 0 | 7,605 | 12,051 | 0.61 | 0.126 | 1,502 | |
| TW | -1 | 4 | -30,006 | -12,239 | -10,994 | 30,006 | 0.45 | 0.023 | -106 |
| 1 | 2 | 46,210 | 0 | 21,242 | 46,210 | 0.45 | 0.060 | 141 |