| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 12,583 | 1,742,171 | -166,093 | 58,618 | 240 | 41,723,499 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -864,794 | 864,794 | -960,187 | 48,941 |
| 1 | 877,377 | 877,377 | 794,094 | 9,676 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -37,499 | -88,086 | 16,939 | 160,146 | 0.83 | 0.073 | 2,487 |
| HK | 20 | 56,710 | -71,872 | 52,046 | 311,917 | 0.92 | 0.102 | -13,750 |
| ID | 3 | -2,813 | 0 | -1,649 | 3,255 | 0.77 | 0.214 | -562 |
| JP | 139 | -59,464 | -291,729 | -369,969 | 951,255 | 0.80 | 0.071 | 40,165 |
| KR | 33 | 90,476 | -23,304 | 163,147 | 184,269 | 1.52 | 0.224 | 26,659 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.041 | -2 |
| NZ | 1 | -1,636 | -1,636 | -468 | 1,636 | 0.29 | 0.046 | 75 |
| SG | 2 | 8,863 | 0 | 7,793 | 8,863 | 0.88 | 0.034 | 314 |
| TH | 4 | -4,819 | 0 | -3,839 | 10,478 | 0.61 | 0.156 | 53 |
| TW | 11 | -37,189 | -31,115 | -30,085 | 110,311 | 0.55 | 0.176 | 3,180 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -98,822 | -88,086 | -39,506 | 98,822 | 0.49 | -0.035 | 8,581 |
| 1 | 10 | 61,323 | 0 | 56,445 | 61,323 | 1.38 | -0.088 | -6,094 | |
| HK | -1 | 16 | -127,603 | -71,872 | -189,449 | 127,603 | 0.85 | -0.023 | 7,994 |
| 1 | 4 | 184,313 | 0 | 241,495 | 184,313 | 1.22 | -0.146 | -21,745 | |
| ID | -1 | 2 | -3,034 | 0 | -1,909 | 3,034 | 0.57 | 0.187 | -621 |
| 1 | 1 | 221 | 0 | 260 | 221 | 1.18 | 0.269 | 59 | |
| JP | -1 | 70 | -505,359 | -291,729 | -605,853 | 505,359 | 1.05 | -0.051 | 33,789 |
| 1 | 69 | 445,895 | 0 | 235,884 | 445,895 | 0.55 | 0.014 | 6,376 | |
| KR | -1 | 15 | -46,897 | -23,304 | -53,438 | 46,897 | 1.40 | -0.089 | 2,007 |
| 1 | 18 | 137,372 | 0 | 216,585 | 137,372 | 1.62 | 0.129 | 24,652 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.041 | -2 |
| NZ | -1 | 1 | -1,636 | -1,636 | -468 | 1,636 | 0.29 | -0.046 | 75 |
| SG | 1 | 2 | 8,863 | 0 | 7,793 | 8,863 | 0.88 | 0.034 | 314 |
| TH | -1 | 2 | -7,648 | 0 | -5,675 | 7,648 | 0.59 | 0.117 | -502 |
| 1 | 2 | 2,829 | 0 | 1,836 | 2,829 | 0.62 | 0.194 | 555 | |
| TW | -1 | 6 | -73,750 | -31,115 | -63,881 | 73,750 | 0.65 | 0.078 | -2,379 |
| 1 | 5 | 36,561 | 0 | 33,796 | 36,561 | 0.44 | 0.196 | 5,558 |