| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -69,721 | 1,942,781 | 6,382 | 107,617 | 215 | 41,937,052 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,006,251 | 1,006,251 | -795,567 | 65,749 |
| 1 | 936,530 | 936,530 | 801,948 | 41,868 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -4,733 | -105,157 | 51,932 | 208,347 | 0.90 | 0.094 | 10,470 |
| HK | 28 | 57,473 | -37,108 | 142,590 | 189,967 | 1.39 | 0.125 | 10,814 |
| ID | 2 | 5,180 | 0 | 7,643 | 10,169 | 0.87 | 0.230 | 1,726 |
| JP | 131 | -107,150 | -468,781 | -186,474 | 1,440,262 | 0.66 | 0.069 | 80,935 |
| MY | 2 | -15,073 | 0 | -8,504 | 15,073 | 0.37 | 0.032 | -870 |
| NZ | 2 | -7,850 | -7,850 | -3,930 | 7,850 | 0.39 | 0.048 | 396 |
| SG | 3 | -7,144 | -10,162 | -4,992 | 13,181 | 0.40 | 0.058 | 1,022 |
| TH | 7 | 9,576 | 0 | 8,117 | 57,933 | 0.30 | 0.142 | 3,124 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -106,540 | -105,157 | -49,494 | 106,540 | 0.82 | -0.121 | 13,979 |
| 1 | 19 | 101,807 | 0 | 101,427 | 101,807 | 0.99 | -0.008 | -3,509 | |
| HK | -1 | 12 | -66,247 | -37,108 | -57,888 | 66,247 | 0.89 | -0.001 | 775 |
| 1 | 16 | 123,720 | 0 | 200,478 | 123,720 | 1.75 | 0.066 | 10,039 | |
| ID | -1 | 1 | -2,494 | 0 | -1,414 | 2,494 | 0.57 | 0.178 | -443 |
| 1 | 1 | 7,674 | 0 | 9,057 | 7,674 | 1.18 | 0.283 | 2,169 | |
| JP | -1 | 69 | -773,706 | -468,781 | -663,981 | 773,706 | 0.68 | -0.058 | 53,417 |
| 1 | 62 | 666,556 | 0 | 477,507 | 666,556 | 0.63 | 0.011 | 27,518 | |
| MY | -1 | 2 | -15,073 | 0 | -8,504 | 15,073 | 0.37 | 0.032 | -870 |
| NZ | -1 | 2 | -7,850 | -7,850 | -3,930 | 7,850 | 0.39 | -0.048 | 396 |
| SG | -1 | 2 | -10,162 | -10,162 | -5,654 | 10,162 | 0.49 | -0.064 | 887 |
| 1 | 1 | 3,019 | 0 | 661 | 3,019 | 0.22 | 0.045 | 134 | |
| TH | -1 | 4 | -24,179 | 0 | -4,702 | 24,179 | 0.25 | 0.119 | -2,392 |
| 1 | 3 | 33,754 | 0 | 12,819 | 33,754 | 0.37 | 0.172 | 5,516 |