| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -200,663 | 2,382,786 | -240,384 | 133,736 | 297 | 41,917,385 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,291,724 | 1,291,724 | -1,262,915 | 150,239 |
| 1 | 1,091,061 | 1,091,061 | 1,022,531 | -16,504 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -12,629 | -48,073 | -32,010 | 83,517 | 0.77 | 0.085 | 4,368 |
| CN | 79 | -472,399 | -821,927 | -506,922 | 1,263,177 | 1.23 | 0.159 | 90,763 |
| HK | 11 | 38,833 | -17,553 | 14,330 | 73,940 | 0.72 | 0.100 | 7,771 |
| ID | 5 | -17,227 | 0 | -10,714 | 17,227 | 0.61 | 0.239 | -4,166 |
| JP | 122 | 231,013 | -217,618 | 313,066 | 741,938 | 0.69 | 0.080 | 41,956 |
| KR | 29 | -32,854 | -17,448 | -62,725 | 102,561 | 1.58 | 0.224 | -12,231 |
| MY | 1 | -43 | 0 | -7 | 43 | 0.16 | 0.089 | -4 |
| NZ | 1 | 502 | 0 | 144 | 502 | 0.29 | 0.009 | -4 |
| SG | 2 | 17,524 | 0 | 5,165 | 17,524 | 0.26 | 0.086 | 1,511 |
| TH | 7 | 925 | 0 | 6,535 | 36,666 | 0.36 | 0.193 | -354 |
| TW | 8 | 45,691 | 0 | 32,755 | 45,691 | 0.29 | 0.140 | 4,125 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -48,073 | -48,073 | -42,254 | 48,073 | 0.94 | -0.071 | 3,174 |
| 1 | 12 | 35,444 | 0 | 10,244 | 35,444 | 0.48 | -0.022 | 1,194 | |
| CN | -1 | 55 | -867,788 | -821,927 | -958,788 | 867,788 | 1.24 | -0.147 | 150,409 |
| 1 | 24 | 395,389 | 0 | 451,866 | 395,389 | 1.19 | -0.146 | -59,646 | |
| HK | -1 | 2 | -17,553 | -17,553 | -19,405 | 17,553 | 0.65 | -0.179 | 3,591 |
| 1 | 9 | 56,386 | 0 | 33,735 | 56,386 | 0.73 | 0.064 | 4,180 | |
| ID | -1 | 5 | -17,227 | 0 | -10,714 | 17,227 | 0.61 | 0.239 | -4,166 |
| JP | -1 | 41 | -255,462 | -217,618 | -104,670 | 255,462 | 0.52 | -0.048 | 13,375 |
| 1 | 81 | 486,476 | 0 | 417,736 | 486,476 | 0.77 | 0.058 | 28,581 | |
| KR | -1 | 22 | -67,707 | -17,448 | -123,361 | 67,707 | 1.71 | 0.020 | -12,402 |
| 1 | 7 | 34,853 | 0 | 60,636 | 34,853 | 1.19 | 0.110 | 171 | |
| MY | -1 | 1 | -43 | 0 | -7 | 43 | 0.16 | 0.089 | -4 |
| NZ | 1 | 1 | 502 | 0 | 144 | 502 | 0.29 | -0.009 | -4 |
| SG | 1 | 2 | 17,524 | 0 | 5,165 | 17,524 | 0.26 | 0.086 | 1,511 |
| TH | -1 | 3 | -17,870 | 0 | -3,716 | 17,870 | 0.22 | 0.206 | -3,738 |
| 1 | 4 | 18,795 | 0 | 10,250 | 18,795 | 0.46 | 0.182 | 3,384 | |
| TW | 1 | 8 | 45,691 | 0 | 32,755 | 45,691 | 0.29 | 0.110 | 4,125 |