| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 11,152 | 2,195,527 | 82,405 | 169,046 | 273 | 41,689,500 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,092,188 | 1,092,188 | -1,074,976 | 136,724 |
| 1 | 1,103,339 | 1,103,339 | 1,157,381 | 32,322 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 17,792 | -59,051 | 51,982 | 139,439 | 0.79 | 0.071 | 9,535 |
| CN | 64 | -191,979 | -416,477 | -279,486 | 770,792 | 1.54 | 0.178 | 74,046 |
| HK | 19 | -25,204 | -28,790 | -49,532 | 79,889 | 1.23 | 0.095 | 3,073 |
| ID | 1 | -209 | 0 | -98 | 209 | 0.47 | 0.151 | -31 |
| JP | 104 | -21,666 | -185,940 | 73,030 | 828,917 | 0.59 | 0.074 | 24,601 |
| KR | 26 | -10,196 | -51,773 | 4,188 | 102,942 | 1.61 | 0.240 | 22,223 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.033 | -2 |
| NZ | 1 | 1,953 | 0 | 348 | 1,953 | 0.18 | 0.040 | 78 |
| SG | 5 | 106,288 | 0 | 56,451 | 106,288 | 0.66 | 0.037 | 5,361 |
| TH | 8 | -4,406 | 0 | -2,701 | 26,229 | 0.30 | 0.152 | -179 |
| TW | 9 | 138,823 | 0 | 228,233 | 138,823 | 1.41 | 0.223 | 30,341 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -60,823 | -59,051 | -36,593 | 60,823 | 0.74 | -0.058 | 9,661 |
| 1 | 23 | 78,616 | 0 | 88,575 | 78,616 | 0.81 | 0.001 | -126 | |
| CN | -1 | 37 | -481,385 | -416,477 | -662,214 | 481,385 | 1.40 | -0.196 | 98,534 |
| 1 | 27 | 289,406 | 0 | 382,727 | 289,406 | 1.73 | -0.050 | -24,487 | |
| HK | -1 | 11 | -52,547 | -28,790 | -82,566 | 52,547 | 1.06 | 0.040 | 1,513 |
| 1 | 8 | 27,343 | 0 | 33,033 | 27,343 | 1.48 | 0.027 | 1,560 | |
| ID | -1 | 1 | -209 | 0 | -98 | 209 | 0.47 | 0.151 | -31 |
| JP | -1 | 46 | -425,291 | -185,940 | -191,558 | 425,291 | 0.47 | -0.031 | 18,018 |
| 1 | 58 | 403,626 | 0 | 264,587 | 403,626 | 0.68 | 0.004 | 6,583 | |
| KR | -1 | 17 | -56,569 | -51,773 | -95,831 | 56,569 | 1.71 | -0.168 | 10,826 |
| 1 | 9 | 46,373 | 0 | 100,018 | 46,373 | 1.43 | 0.177 | 11,397 | |
| MY | -1 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.033 | -2 |
| NZ | 1 | 1 | 1,953 | 0 | 348 | 1,953 | 0.18 | 0.040 | 78 |
| SG | 1 | 5 | 106,288 | 0 | 56,451 | 106,288 | 0.66 | 0.025 | 5,361 |
| TH | -1 | 6 | -15,317 | 0 | -6,109 | 15,317 | 0.34 | 0.149 | -1,794 |
| 1 | 2 | 10,911 | 0 | 3,408 | 10,911 | 0.18 | 0.159 | 1,614 | |
| TW | 1 | 9 | 138,823 | 0 | 228,233 | 138,823 | 1.41 | 0.223 | 30,341 |