| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -27,803 | 1,186,070 | -102,053 | 87,483 | 140 | 41,920,719 | 0.028 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -606,936 | 606,936 | -845,761 | 105,580 |
| 1.0000 | 579,134 | 579,134 | 743,707 | -18,096 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 16,634 | -19,418 | 13,255 | 133,748 | 0.61 | 0.073 | -261 |
| CN | 52 | -134,250 | -393,785 | -120,952 | 739,158 | 1.63 | 0.179 | 59,870 |
| HK | 19 | 45,328 | -32,262 | 25,375 | 109,852 | 1.00 | 0.114 | 8,035 |
| ID | 1 | -2,528 | 0 | -1,433 | 2,528 | 0.57 | 0.170 | -429 |
| KR | 16 | -15,526 | -19,353 | -45,422 | 36,951 | 1.59 | 0.255 | 5,932 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.030 | -1 |
| NZ | 1 | -453 | -453 | -113 | 453 | 0.25 | 0.043 | 19 |
| SG | 1 | 3,269 | 0 | 716 | 3,269 | 0.22 | 0.049 | 160 |
| TH | 5 | -6,866 | 0 | -2,598 | 10,249 | 0.44 | 0.126 | -91 |
| TW | 11 | 66,633 | -1,869 | 29,125 | 149,817 | 0.60 | 0.197 | 14,250 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -58,557 | -19,418 | -25,473 | 58,557 | 0.56 | -0.062 | 752 |
| 1.0000 | 22 | 75,191 | 0 | 38,729 | 75,191 | 0.63 | -0.018 | -1,014 | |
| CN | -1.0000 | 24 | -436,704 | -393,785 | -651,904 | 436,704 | 1.63 | -0.202 | 103,873 |
| 1.0000 | 28 | 302,454 | 0 | 530,952 | 302,454 | 1.64 | -0.072 | -44,003 | |
| HK | -1.0000 | 4 | -32,262 | -32,262 | -51,795 | 32,262 | 0.80 | -0.129 | 6,469 |
| 1.0000 | 15 | 77,590 | 0 | 77,170 | 77,590 | 1.05 | -0.011 | 1,566 | |
| ID | -1.0000 | 1 | -2,528 | 0 | -1,433 | 2,528 | 0.57 | 0.170 | -429 |
| KR | -1.0000 | 9 | -26,239 | -19,353 | -56,896 | 26,239 | 1.86 | -0.033 | 4,756 |
| 1.0000 | 7 | 10,712 | 0 | 11,473 | 10,712 | 1.23 | 0.080 | 1,175 | |
| MY | -1.0000 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.030 | -1 |
| NZ | -1.0000 | 1 | -453 | -453 | -113 | 453 | 0.25 | -0.043 | 19 |
| SG | 1.0000 | 1 | 3,269 | 0 | 716 | 3,269 | 0.22 | 0.049 | 160 |
| TH | -1.0000 | 3 | -8,557 | 0 | -3,189 | 8,557 | 0.49 | 0.098 | -391 |
| 1.0000 | 2 | 1,692 | 0 | 591 | 1,692 | 0.36 | 0.167 | 300 | |
| TW | -1.0000 | 2 | -41,592 | -1,869 | -54,951 | 41,592 | 0.84 | 0.095 | -9,468 |
| 1.0000 | 9 | 108,225 | 0 | 84,075 | 108,225 | 0.54 | 0.208 | 23,718 |