| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 107,677 | 1,309,337 | 85,769 | 5,611 | 187 | 41,801,538 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -600,830 | 600,830 | -773,963 | 72,014 |
| 1.0000 | 708,507 | 708,507 | 859,731 | -66,402 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 14,901 | -21,410 | -5,239 | 102,558 | 0.67 | 0.077 | -141 |
| CN | 39 | -13,877 | -285,430 | 19,179 | 573,308 | 1.64 | 0.230 | 5,829 |
| HK | 16 | 10,240 | -9,766 | 17,009 | 62,060 | 0.96 | 0.133 | -1,918 |
| ID | 1 | -1,593 | 0 | -747 | 1,593 | 0.47 | 0.154 | -245 |
| JP | 80 | 48,771 | -43,582 | -13,357 | 487,615 | 0.60 | 0.084 | -7,170 |
| KR | 12 | 9,279 | -8,545 | 33,450 | 36,476 | 1.25 | 0.222 | 6,748 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.002 | -0 |
| NZ | 1 | -407 | -407 | -101 | 407 | 0.25 | 0.047 | 19 |
| SG | 2 | 872 | -1,718 | 1,647 | 4,309 | 0.80 | 0.062 | 15 |
| TH | 2 | -717 | 0 | -263 | 717 | 0.36 | 0.131 | -78 |
| TW | 2 | 40,250 | 0 | 34,199 | 40,250 | 0.59 | 0.113 | 2,552 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -43,828 | -21,410 | -21,431 | 43,828 | 0.89 | -0.099 | 2,704 |
| 1.0000 | 20 | 58,730 | 0 | 16,191 | 58,730 | 0.55 | -0.031 | -2,845 | |
| CN | -1.0000 | 24 | -293,592 | -285,430 | -557,283 | 293,592 | 1.54 | -0.233 | 72,771 |
| 1.0000 | 15 | 279,716 | 0 | 576,462 | 279,716 | 1.79 | -0.143 | -66,942 | |
| HK | -1.0000 | 6 | -25,910 | -9,766 | -19,897 | 25,910 | 0.65 | 0.107 | -1,348 |
| 1.0000 | 10 | 36,150 | 0 | 36,905 | 36,150 | 1.15 | 0.012 | -570 | |
| ID | -1.0000 | 1 | -1,593 | 0 | -747 | 1,593 | 0.47 | 0.154 | -245 |
| JP | -1.0000 | 42 | -219,422 | -43,582 | -162,309 | 219,422 | 0.63 | 0.007 | -2,796 |
| 1.0000 | 38 | 268,193 | 0 | 148,952 | 268,193 | 0.57 | -0.032 | -4,374 | |
| KR | -1.0000 | 7 | -13,598 | -8,545 | -10,920 | 13,598 | 0.72 | -0.042 | 851 |
| 1.0000 | 5 | 22,877 | 0 | 44,371 | 22,877 | 2.00 | 0.217 | 5,897 | |
| MY | -1.0000 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.002 | -0 |
| NZ | -1.0000 | 1 | -407 | -407 | -101 | 407 | 0.25 | -0.047 | 19 |
| SG | -1.0000 | 1 | -1,718 | -1,718 | -1,004 | 1,718 | 0.58 | -0.079 | 135 |
| 1.0000 | 1 | 2,591 | 0 | 2,650 | 2,591 | 1.02 | -0.046 | -120 | |
| TH | -1.0000 | 2 | -717 | 0 | -263 | 717 | 0.36 | 0.131 | -78 |
| TW | 1.0000 | 2 | 40,250 | 0 | 34,199 | 40,250 | 0.59 | 0.113 | 2,552 |