| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -74,839 | 2,452,047 | -60,964 | 160,923 | 303 | 41,780,503 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,263,443 | 1,263,443 | -1,369,237 | 163,588 |
| 1.0000 | 1,188,604 | 1,188,604 | 1,308,273 | -2,665 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 727 | -53,302 | 71,988 | 152,031 | 0.77 | 0.069 | -239 |
| CN | 68 | -118,580 | -516,870 | -484,076 | 963,880 | 1.47 | 0.174 | 105,295 |
| HK | 22 | 6,895 | -24,046 | 85,468 | 120,791 | 1.25 | 0.101 | 5,757 |
| ID | 1 | -2,124 | 0 | -997 | 2,124 | 0.47 | 0.136 | -290 |
| JP | 123 | -88,547 | -226,682 | 77,457 | 898,634 | 0.68 | 0.071 | 10,883 |
| KR | 25 | 6,038 | -37,335 | 39,953 | 100,573 | 1.36 | 0.254 | 17,997 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.042 | -2 |
| NZ | 1 | -537 | -537 | -133 | 537 | 0.25 | 0.046 | 25 |
| SG | 7 | 38,977 | 0 | 16,274 | 38,977 | 0.51 | 0.038 | 1,378 |
| TH | 6 | 14,000 | 0 | 4,910 | 43,923 | 0.37 | 0.143 | 2,749 |
| TW | 8 | 68,357 | -31,088 | 128,200 | 130,533 | 1.05 | 0.136 | 17,369 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -75,652 | -53,302 | -9,176 | 75,652 | 0.33 | -0.028 | 2,899 |
| 1.0000 | 23 | 76,379 | 0 | 81,164 | 76,379 | 1.12 | -0.049 | -3,138 | |
| CN | -1.0000 | 35 | -541,230 | -516,870 | -950,604 | 541,230 | 1.65 | -0.206 | 136,497 |
| 1.0000 | 33 | 422,650 | 0 | 466,528 | 422,650 | 1.28 | -0.049 | -31,202 | |
| HK | -1.0000 | 9 | -56,948 | -24,046 | -36,637 | 56,948 | 0.75 | -0.042 | 1,055 |
| 1.0000 | 13 | 63,843 | 0 | 122,105 | 63,843 | 1.59 | 0.047 | 4,702 | |
| ID | -1.0000 | 1 | -2,124 | 0 | -997 | 2,124 | 0.47 | 0.136 | -290 |
| JP | -1.0000 | 69 | -493,591 | -226,682 | -286,506 | 493,591 | 0.58 | -0.048 | 20,999 |
| 1.0000 | 54 | 405,043 | 0 | 363,964 | 405,043 | 0.80 | -0.021 | -10,116 | |
| KR | -1.0000 | 11 | -47,267 | -37,335 | -66,886 | 47,267 | 1.16 | -0.097 | 4,599 |
| 1.0000 | 14 | 53,305 | 0 | 106,839 | 53,305 | 1.53 | 0.180 | 13,398 | |
| MY | -1.0000 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.042 | -2 |
| NZ | -1.0000 | 1 | -537 | -537 | -133 | 537 | 0.25 | -0.046 | 25 |
| SG | 1.0000 | 7 | 38,977 | 0 | 16,274 | 38,977 | 0.51 | 0.030 | 1,378 |
| TH | -1.0000 | 4 | -14,961 | 0 | -3,485 | 14,961 | 0.45 | 0.136 | -1,899 |
| 1.0000 | 2 | 28,961 | 0 | 8,395 | 28,961 | 0.22 | 0.158 | 4,648 | |
| TW | -1.0000 | 2 | -31,088 | -31,088 | -14,805 | 31,088 | 0.52 | -0.012 | -296 |
| 1.0000 | 6 | 99,445 | 0 | 143,005 | 99,445 | 1.23 | 0.173 | 17,664 |