| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,845 | 1,327,773 | 25,364 | 99,852 | 177 | 41,877,476 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -662,964 | 662,964 | -943,956 | 104,636 |
| 1.0000 | 664,809 | 664,809 | 969,320 | -4,785 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 40,096 | -52,294 | 39,222 | 190,581 | 0.96 | 0.070 | 6,689 |
| CN | 61 | -139,229 | -392,105 | -191,009 | 733,480 | 1.56 | 0.160 | 61,022 |
| HK | 17 | 22,890 | -17,135 | 44,196 | 85,305 | 1.17 | 0.119 | 821 |
| ID | 3 | -4,939 | 0 | -2,024 | 4,939 | 0.38 | 0.166 | -807 |
| KR | 25 | 26,982 | -21,895 | 64,207 | 114,946 | 1.46 | 0.187 | 14,266 |
| MY | 2 | -5,644 | 0 | -3,174 | 5,644 | 0.37 | 0.053 | -314 |
| NZ | 1 | -2,053 | -2,053 | -510 | 2,053 | 0.25 | 0.049 | 101 |
| SG | 4 | 12,420 | 0 | 5,897 | 12,420 | 0.65 | 0.029 | 356 |
| TH | 8 | 3,022 | 0 | 6,077 | 83,462 | 0.43 | 0.133 | 2,725 |
| TW | 8 | 48,300 | -23,322 | 62,482 | 94,943 | 0.64 | 0.106 | 14,992 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -75,243 | -52,294 | -61,595 | 75,243 | 0.74 | -0.110 | 11,030 |
| 1.0000 | 36 | 115,338 | 0 | 100,816 | 115,338 | 1.04 | -0.036 | -4,341 | |
| CN | -1.0000 | 28 | -436,354 | -392,105 | -762,250 | 436,354 | 1.56 | -0.163 | 97,698 |
| 1.0000 | 33 | 297,126 | 0 | 571,241 | 297,126 | 1.56 | -0.068 | -36,676 | |
| HK | -1.0000 | 7 | -31,208 | -17,135 | -35,334 | 31,208 | 1.02 | -0.009 | 1,363 |
| 1.0000 | 10 | 54,097 | 0 | 79,530 | 54,097 | 1.28 | 0.002 | -541 | |
| ID | -1.0000 | 3 | -4,939 | 0 | -2,024 | 4,939 | 0.38 | 0.166 | -807 |
| KR | -1.0000 | 12 | -43,982 | -21,895 | -53,102 | 43,982 | 1.31 | -0.061 | -1,294 |
| 1.0000 | 13 | 70,964 | 0 | 117,309 | 70,964 | 1.60 | 0.085 | 15,560 | |
| MY | -1.0000 | 2 | -5,644 | 0 | -3,174 | 5,644 | 0.37 | 0.053 | -314 |
| NZ | -1.0000 | 1 | -2,053 | -2,053 | -510 | 2,053 | 0.25 | -0.049 | 101 |
| SG | 1.0000 | 4 | 12,420 | 0 | 5,897 | 12,420 | 0.65 | 0.013 | 356 |
| TH | -1.0000 | 4 | -40,220 | 0 | -16,124 | 40,220 | 0.45 | 0.110 | -3,816 |
| 1.0000 | 4 | 43,242 | 0 | 22,201 | 43,242 | 0.42 | 0.157 | 6,541 | |
| TW | -1.0000 | 3 | -23,322 | -23,322 | -9,844 | 23,322 | 0.44 | -0.037 | 676 |
| 1.0000 | 5 | 71,622 | 0 | 72,326 | 71,622 | 0.77 | 0.147 | 14,316 |