| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,847 | 1,392,275 | -335,941 | 88,600 | 209 | 41,641,113 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -697,561 | 697,561 | -1,072,560 | 74,139 |
| 1.0000 | 694,714 | 694,714 | 736,619 | 14,461 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 5,153 | -27,327 | -25,045 | 62,483 | 0.83 | 0.084 | 2,178 |
| CN | 40 | -188,870 | -278,784 | -466,040 | 442,837 | 1.54 | 0.211 | 41,644 |
| HK | 8 | 21 | -23,701 | -5,105 | 53,359 | 1.05 | 0.150 | 5,745 |
| ID | 3 | -2,603 | 0 | -1,183 | 2,603 | 0.48 | 0.162 | -438 |
| JP | 87 | 101,527 | -115,471 | 7,399 | 591,904 | 0.66 | 0.091 | -3,888 |
| KR | 30 | 17,311 | -64,989 | 60,560 | 154,209 | 1.51 | 0.240 | 35,324 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.024 | -1 |
| NZ | 1 | -167 | -167 | -42 | 167 | 0.25 | 0.040 | 7 |
| SG | 1 | 2,869 | 0 | 257 | 2,869 | 0.09 | 0.049 | 141 |
| TH | 4 | -7,891 | 0 | -1,707 | 7,891 | 0.23 | 0.169 | -1,348 |
| TW | 6 | 69,849 | -2,030 | 94,972 | 73,910 | 0.98 | 0.192 | 9,238 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -28,665 | -27,327 | -43,645 | 28,665 | 1.19 | -0.063 | 2,891 |
| 1.0000 | 16 | 33,818 | 0 | 18,601 | 33,818 | 0.56 | -0.023 | -713 | |
| CN | -1.0000 | 26 | -315,854 | -278,784 | -672,370 | 315,854 | 1.60 | -0.194 | 68,096 |
| 1.0000 | 14 | 126,983 | 0 | 206,330 | 126,983 | 1.42 | -0.225 | -26,453 | |
| HK | -1.0000 | 4 | -26,669 | -23,701 | -31,902 | 26,669 | 0.95 | -0.005 | 4,904 |
| 1.0000 | 4 | 26,690 | 0 | 26,797 | 26,690 | 1.15 | 0.102 | 841 | |
| ID | -1.0000 | 3 | -2,603 | 0 | -1,183 | 2,603 | 0.48 | 0.162 | -438 |
| JP | -1.0000 | 39 | -245,189 | -115,471 | -204,707 | 245,189 | 0.78 | 0.015 | -11,156 |
| 1.0000 | 48 | 346,715 | 0 | 212,106 | 346,715 | 0.56 | 0.005 | 7,268 | |
| KR | -1.0000 | 16 | -68,449 | -64,989 | -117,318 | 68,449 | 1.44 | -0.117 | 10,603 |
| 1.0000 | 14 | 85,760 | 0 | 177,879 | 85,760 | 1.59 | 0.304 | 24,721 | |
| MY | -1.0000 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.024 | -1 |
| NZ | -1.0000 | 1 | -167 | -167 | -42 | 167 | 0.25 | -0.040 | 7 |
| SG | 1.0000 | 1 | 2,869 | 0 | 257 | 2,869 | 0.09 | 0.049 | 141 |
| TH | -1.0000 | 4 | -7,891 | 0 | -1,707 | 7,891 | 0.23 | 0.169 | -1,348 |
| TW | -1.0000 | 1 | -2,030 | -2,030 | 323 | 2,030 | -0.16 | -0.286 | 581 |
| 1.0000 | 5 | 71,879 | 0 | 94,650 | 71,879 | 1.21 | 0.173 | 8,657 |