| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 66,047 | 2,175,057 | 41,940 | 48,687 | 252 | 41,809,273 | 0.052 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,054,505 | 1,054,505 | -934,195 | 33,356 |
| 1 | 1,120,552 | 1,120,552 | 976,135 | 15,332 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 2,525 | -70,162 | 67,586 | 180,021 | 1.20 | 0.091 | 9,619 |
| HK | 21 | 88,589 | -39,259 | 174,681 | 299,688 | 0.88 | 0.094 | -28,906 |
| ID | 5 | -10,483 | 0 | -4,839 | 11,421 | 0.60 | 0.190 | -1,741 |
| JP | 142 | 11,418 | -465,911 | -147,238 | 1,304,866 | 0.76 | 0.073 | 69,109 |
| KR | 32 | 7,433 | -43,397 | 6,269 | 160,211 | 1.64 | 0.206 | 14,827 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.048 | -2 |
| SG | 2 | 9,539 | 0 | 7,813 | 9,539 | 0.79 | 0.025 | 227 |
| TH | 7 | -638 | 0 | 766 | 20,513 | 0.34 | 0.152 | 1,008 |
| TW | 16 | -42,292 | -3,110 | -63,090 | 188,754 | 1.11 | 0.165 | -15,453 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -88,748 | -70,162 | -52,110 | 88,748 | 0.70 | -0.123 | 10,385 |
| 1 | 19 | 91,273 | 0 | 119,697 | 91,273 | 1.38 | -0.025 | -767 | |
| HK | -1 | 14 | -105,550 | -39,259 | -76,463 | 105,550 | 0.80 | 0.013 | -2,878 |
| 1 | 7 | 194,138 | 0 | 251,144 | 194,138 | 1.05 | -0.143 | -26,028 | |
| ID | -1 | 4 | -10,952 | 0 | -5,392 | 10,952 | 0.45 | 0.170 | -1,867 |
| 1 | 1 | 469 | 0 | 553 | 469 | 1.18 | 0.269 | 126 | |
| JP | -1 | 73 | -646,724 | -465,911 | -520,133 | 646,724 | 0.84 | -0.041 | 42,027 |
| 1 | 69 | 658,142 | 0 | 372,895 | 658,142 | 0.68 | 0.042 | 27,082 | |
| KR | -1 | 15 | -76,389 | -43,397 | -128,959 | 76,389 | 1.40 | -0.039 | 4,424 |
| 1 | 17 | 83,822 | 0 | 135,228 | 83,822 | 1.86 | 0.055 | 10,403 | |
| MY | -1 | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.048 | -2 |
| SG | 1 | 2 | 9,539 | 0 | 7,813 | 9,539 | 0.79 | 0.014 | 227 |
| TH | -1 | 5 | -10,576 | 0 | -2,807 | 10,576 | 0.32 | 0.131 | -1,293 |
| 1 | 2 | 9,937 | 0 | 3,572 | 9,937 | 0.40 | 0.206 | 2,301 | |
| TW | -1 | 7 | -115,523 | -3,110 | -148,324 | 115,523 | 1.28 | 0.135 | -17,440 |
| 1 | 9 | 73,231 | 0 | 85,234 | 73,231 | 0.97 | 0.136 | 1,987 |