| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -73,178 | 1,602,939 | -119,723 | 45,047 | 219 | 41,968,280 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -838,059 | 838,059 | -914,513 | 94,745 |
| 1.0000 | 764,880 | 764,880 | 794,790 | -49,698 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -34,807 | -47,410 | -20,439 | 84,894 | 0.57 | 0.091 | 3,605 |
| CN | 50 | -86,623 | -362,525 | -251,510 | 760,325 | 1.27 | 0.156 | 32,552 |
| HK | 7 | 6,133 | 0 | 3,709 | 11,574 | 1.06 | 0.096 | 724 |
| ID | 6 | -15,797 | 0 | -5,716 | 15,797 | 0.40 | 0.179 | -2,944 |
| JP | 89 | -3,494 | -215,039 | 92,687 | 585,748 | 0.59 | 0.095 | -6,537 |
| KR | 22 | 29,750 | -15,280 | 33,657 | 60,953 | 1.20 | 0.245 | 15,214 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.016 | -1 |
| NZ | 2 | 1,214 | -1,203 | 131 | 3,619 | 0.21 | 0.046 | 121 |
| SG | 3 | -4,936 | -6,003 | -2,387 | 7,069 | 0.67 | 0.053 | 370 |
| TH | 6 | -8,348 | 0 | -4,995 | 29,141 | 0.43 | 0.125 | -199 |
| TW | 3 | 43,775 | 0 | 35,147 | 43,775 | 0.34 | 0.166 | 2,141 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -59,851 | -47,410 | -35,285 | 59,851 | 0.58 | -0.080 | 4,653 |
| 1.0000 | 12 | 25,043 | 0 | 14,845 | 25,043 | 0.55 | -0.038 | -1,047 | |
| CN | -1.0000 | 32 | -423,474 | -362,525 | -654,683 | 423,474 | 1.40 | -0.147 | 70,536 |
| 1.0000 | 18 | 336,851 | 0 | 403,173 | 336,851 | 1.05 | -0.037 | -37,984 | |
| HK | -1.0000 | 1 | -2,721 | 0 | -4,369 | 2,721 | 1.61 | 0.007 | -19 |
| 1.0000 | 6 | 8,854 | 0 | 8,078 | 8,854 | 0.97 | 0.079 | 743 | |
| ID | -1.0000 | 6 | -15,797 | 0 | -5,716 | 15,797 | 0.40 | 0.179 | -2,944 |
| JP | -1.0000 | 45 | -294,621 | -215,039 | -177,706 | 294,621 | 0.60 | -0.061 | 21,000 |
| 1.0000 | 44 | 291,127 | 0 | 270,393 | 291,127 | 0.57 | -0.052 | -27,536 | |
| KR | -1.0000 | 7 | -15,602 | -15,280 | -24,528 | 15,602 | 1.23 | -0.155 | 2,935 |
| 1.0000 | 15 | 45,351 | 0 | 58,185 | 45,351 | 1.19 | 0.247 | 12,279 | |
| MY | -1.0000 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.016 | -1 |
| NZ | -1.0000 | 1 | -1,203 | -1,203 | -299 | 1,203 | 0.25 | -0.085 | 102 |
| 1.0000 | 1 | 2,416 | 0 | 430 | 2,416 | 0.18 | 0.008 | 19 | |
| SG | -1.0000 | 2 | -6,003 | -6,003 | -3,478 | 6,003 | 0.49 | -0.054 | 423 |
| 1.0000 | 1 | 1,067 | 0 | 1,091 | 1,067 | 1.02 | -0.049 | -53 | |
| TH | -1.0000 | 5 | -18,745 | 0 | -8,442 | 18,745 | 0.45 | 0.117 | -1,938 |
| 1.0000 | 1 | 10,397 | 0 | 3,447 | 10,397 | 0.33 | 0.167 | 1,739 | |
| TW | 1.0000 | 3 | 43,775 | 0 | 35,147 | 43,775 | 0.34 | -0.048 | 2,141 |