| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -60,531 | 1,517,559 | -104,887 | 61,635 | 224 | 41,608,356 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -789,045 | 789,045 | -1,135,110 | 98,624 |
| 1 | 728,514 | 728,514 | 1,030,224 | -36,989 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -4,656 | -38,325 | -12,041 | 95,139 | 0.85 | 0.092 | 5,293 |
| CN | 56 | -52,245 | -298,129 | -103,853 | 628,187 | 1.58 | 0.184 | 4,493 |
| HK | 11 | 40,083 | -16,954 | 44,446 | 76,968 | 1.06 | 0.081 | -3,406 |
| ID | 3 | -664 | 0 | -303 | 664 | 0.48 | 0.165 | -106 |
| JP | 72 | -74,889 | -93,770 | -73,730 | 413,745 | 0.57 | 0.088 | 5,943 |
| KR | 33 | -62,564 | -122,662 | -125,500 | 182,760 | 1.57 | 0.241 | 36,601 |
| MY | 1 | -46 | 0 | -8 | 46 | 0.18 | 0.000 | 0 |
| NZ | 1 | -1,177 | -1,177 | -292 | 1,177 | 0.25 | 0.043 | 51 |
| SG | 1 | 3,279 | 0 | 1,230 | 3,279 | 0.38 | 0.075 | 245 |
| TH | 7 | -6,249 | 0 | -1,412 | 16,997 | 0.27 | 0.154 | -893 |
| TW | 6 | 98,597 | 0 | 166,578 | 98,597 | 1.40 | 0.201 | 13,415 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -49,897 | -38,325 | -40,783 | 49,897 | 0.99 | -0.088 | 4,808 |
| 1 | 14 | 45,241 | 0 | 28,742 | 45,241 | 0.67 | -0.019 | 485 | |
| CN | -1 | 32 | -340,216 | -298,129 | -648,246 | 340,216 | 1.61 | -0.167 | 65,231 |
| 1 | 24 | 287,971 | 0 | 544,393 | 287,971 | 1.54 | -0.187 | -60,738 | |
| HK | -1 | 5 | -18,443 | -16,954 | -44,071 | 18,443 | 1.32 | -0.071 | 2,628 |
| 1 | 6 | 58,525 | 0 | 88,517 | 58,525 | 0.84 | -0.003 | -6,035 | |
| ID | -1 | 3 | -664 | 0 | -303 | 664 | 0.48 | 0.165 | -106 |
| JP | -1 | 36 | -244,317 | -93,770 | -167,159 | 244,317 | 0.65 | -0.034 | 5,230 |
| 1 | 36 | 169,428 | 0 | 93,428 | 169,428 | 0.48 | 0.003 | 714 | |
| KR | -1 | 14 | -122,662 | -122,662 | -231,053 | 122,662 | 1.64 | -0.175 | 22,532 |
| 1 | 19 | 60,098 | 0 | 105,553 | 60,098 | 1.52 | 0.236 | 14,070 | |
| MY | -1 | 1 | -46 | 0 | -8 | 46 | 0.18 | -0.000 | 0 |
| NZ | -1 | 1 | -1,177 | -1,177 | -292 | 1,177 | 0.25 | -0.043 | 51 |
| SG | 1 | 1 | 3,279 | 0 | 1,230 | 3,279 | 0.38 | 0.075 | 245 |
| TH | -1 | 6 | -11,623 | 0 | -3,194 | 11,623 | 0.26 | 0.153 | -1,749 |
| 1 | 1 | 5,374 | 0 | 1,782 | 5,374 | 0.33 | 0.159 | 856 | |
| TW | 1 | 6 | 98,597 | 0 | 166,578 | 98,597 | 1.40 | 0.092 | 13,415 |