| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -64,743 | 1,325,334 | -296,997 | 35,883 | 206 | 41,926,658 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -695,038 | 695,038 | -657,941 | 24,549 |
| 1 | 630,296 | 630,296 | 360,944 | 11,335 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -5,746 | -55,666 | 21,965 | 114,292 | 0.73 | 0.099 | -1,868 |
| ID | 4 | -19,215 | 0 | -11,302 | 19,215 | 0.60 | 0.199 | -3,812 |
| JP | 126 | 18,324 | -228,867 | -175,574 | 911,280 | 0.67 | 0.069 | 27,137 |
| KR | 30 | -71,572 | -67,024 | -103,135 | 172,169 | 1.37 | 0.202 | 12,405 |
| MY | 2 | -10,666 | 0 | -7,881 | 10,666 | 0.45 | 0.042 | -635 |
| NZ | 1 | -3,954 | -3,954 | -2,368 | 3,954 | 0.60 | 0.034 | 133 |
| SG | 1 | -127 | -127 | -54 | 127 | 0.42 | 0.000 | 0 |
| TH | 6 | 19,400 | 0 | 6,239 | 26,605 | 0.32 | 0.201 | 3,921 |
| TW | 8 | 8,813 | 0 | -24,889 | 67,027 | 0.96 | 0.194 | -1,397 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -60,019 | -55,666 | -26,007 | 60,019 | 0.53 | -0.067 | 4,397 |
| 1 | 12 | 54,273 | 0 | 47,973 | 54,273 | 1.00 | -0.124 | -6,265 | |
| ID | -1 | 4 | -19,215 | 0 | -11,302 | 19,215 | 0.60 | 0.199 | -3,812 |
| JP | -1 | 56 | -446,478 | -228,867 | -389,654 | 446,478 | 0.94 | -0.038 | 23,560 |
| 1 | 70 | 464,802 | 0 | 214,081 | 464,802 | 0.45 | 0.016 | 3,576 | |
| KR | -1 | 15 | -121,870 | -67,024 | -159,391 | 121,870 | 1.36 | 0.069 | 7,468 |
| 1 | 15 | 50,299 | 0 | 56,256 | 50,299 | 1.39 | 0.061 | 4,937 | |
| MY | -1 | 2 | -10,666 | 0 | -7,881 | 10,666 | 0.45 | 0.042 | -635 |
| NZ | -1 | 1 | -3,954 | -3,954 | -2,368 | 3,954 | 0.60 | -0.034 | 133 |
| SG | -1 | 1 | -127 | -127 | -54 | 127 | 0.42 | -0.000 | 0 |
| TH | -1 | 2 | -3,602 | 0 | -1,277 | 3,602 | 0.40 | 0.193 | -753 |
| 1 | 4 | 23,003 | 0 | 7,516 | 23,003 | 0.28 | 0.205 | 4,673 | |
| TW | -1 | 3 | -29,107 | 0 | -60,007 | 29,107 | 1.82 | 0.198 | -5,809 |
| 1 | 5 | 37,920 | 0 | 35,118 | 37,920 | 0.44 | 0.191 | 4,412 |