| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -138,703 | 1,047,142 | -153,167 | 12,186 | 196 | 41,935,222 | 0.025 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -592,922 | 592,922 | -499,462 | -13,766 |
| 1 | 454,220 | 454,220 | 346,295 | 25,952 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 44,244 | -27,058 | -10,134 | 99,864 | 0.60 | 0.078 | 5,099 |
| ID | 1 | -128 | 0 | -151 | 128 | 1.18 | 0.338 | -43 |
| JP | 119 | -209,571 | -194,006 | -93,452 | 695,760 | 0.74 | 0.081 | 13,381 |
| KR | 27 | -37,402 | -24,274 | -86,511 | 89,967 | 1.56 | 0.208 | -7,587 |
| MY | 2 | 1,945 | 0 | 294 | 2,032 | 0.16 | 0.171 | 501 |
| NZ | 1 | 609 | 0 | 174 | 609 | 0.29 | 0.001 | -1 |
| PH | 2 | -38,203 | 0 | -10,001 | 38,203 | 0.20 | 0.104 | -3,973 |
| SG | 7 | 55,648 | 0 | 20,066 | 55,648 | 0.55 | 0.044 | 3,584 |
| TH | 4 | -2,111 | 0 | -961 | 3,345 | 0.25 | 0.214 | -288 |
| TW | 10 | 46,266 | 0 | 27,509 | 61,586 | 0.56 | 0.104 | 1,513 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -27,810 | -27,058 | -18,713 | 27,810 | 0.89 | -0.092 | 2,379 |
| 1 | 12 | 72,054 | 0 | 8,579 | 72,054 | 0.33 | 0.002 | 2,719 | |
| ID | -1 | 1 | -128 | 0 | -151 | 128 | 1.18 | 0.338 | -43 |
| JP | -1 | 70 | -452,665 | -194,006 | -333,891 | 452,665 | 0.67 | -0.008 | -182 |
| 1 | 49 | 243,094 | 0 | 240,439 | 243,094 | 0.84 | 0.043 | 13,563 | |
| KR | -1 | 18 | -63,685 | -24,274 | -121,931 | 63,685 | 1.62 | 0.125 | -10,526 |
| 1 | 9 | 26,283 | 0 | 35,419 | 26,283 | 1.42 | 0.009 | 2,940 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.087 | -4 |
| 1 | 1 | 1,988 | 0 | 301 | 1,988 | 0.15 | 0.254 | 504 | |
| NZ | 1 | 1 | 609 | 0 | 174 | 609 | 0.29 | -0.001 | -1 |
| PH | -1 | 2 | -38,203 | 0 | -10,001 | 38,203 | 0.20 | 0.104 | -3,973 |
| SG | 1 | 7 | 55,648 | 0 | 20,066 | 55,648 | 0.55 | 0.044 | 3,584 |
| TH | -1 | 2 | -2,728 | 0 | -954 | 2,728 | 0.39 | 0.163 | -468 |
| 1 | 2 | 617 | 0 | -8 | 617 | 0.10 | 0.265 | 181 | |
| TW | -1 | 1 | -7,660 | 0 | -13,814 | 7,660 | 1.80 | 0.124 | -949 |
| 1 | 9 | 53,926 | 0 | 41,323 | 53,926 | 0.43 | 0.077 | 2,462 |