| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 23,729 | 1,168,336 | -87,935 | 35,807 | 204 | 20,047,242 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -572,304 | 572,304 | -495,538 | 64,779 |
| 1 | 596,033 | 596,033 | 407,603 | -28,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 17 | -6,391 | -19,853 | -18,714 | 44,329 | 0.74 | 0.089 | 3,320 |
| CN | 59 | -43,594 | -240,865 | -99,204 | 543,659 | 1.05 | 0.172 | 28,407 |
| HK | 17 | -7,072 | 0 | -4,459 | 72,135 | 0.71 | 0.114 | -6,785 |
| ID | 2 | 8,051 | 0 | 5,523 | 8,051 | 0.71 | 0.275 | 2,243 |
| JP | 81 | 6,972 | -139,640 | -23,895 | 394,118 | 0.51 | 0.087 | 7,470 |
| KR | 8 | 2,265 | -1,220 | 12,271 | 18,407 | 0.99 | 0.220 | -1,270 |
| MY | 3 | -1,541 | 0 | -382 | 2,394 | 0.18 | 0.166 | -359 |
| NZ | 1 | 410 | 0 | 273 | 410 | 0.67 | 0.021 | -9 |
| SG | 3 | 32,573 | 0 | 12,709 | 32,573 | 0.51 | 0.066 | 1,662 |
| TH | 4 | -6,956 | 0 | -1,203 | 6,956 | 0.16 | 0.235 | -1,617 |
| TW | 9 | 39,011 | -2,522 | 29,147 | 45,303 | 0.46 | 0.106 | 2,745 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -25,360 | -19,853 | -23,675 | 25,360 | 1.05 | -0.060 | 1,725 |
| 1 | 6 | 18,969 | 0 | 4,960 | 18,969 | 0.17 | 0.046 | 1,594 | |
| CN | -1 | 25 | -293,627 | -240,865 | -317,217 | 293,627 | 1.07 | -0.181 | 66,446 |
| 1 | 34 | 250,033 | 0 | 218,013 | 250,033 | 1.04 | -0.114 | -38,039 | |
| HK | -1 | 9 | -39,604 | 0 | -24,607 | 39,604 | 0.84 | 0.129 | -5,031 |
| 1 | 8 | 32,532 | 0 | 20,148 | 32,532 | 0.55 | 0.003 | -1,754 | |
| ID | 1 | 2 | 8,051 | 0 | 5,523 | 8,051 | 0.71 | 0.275 | 2,243 |
| JP | -1 | 37 | -193,573 | -139,640 | -120,412 | 193,573 | 0.61 | -0.018 | 5,527 |
| 1 | 44 | 200,545 | 0 | 96,517 | 200,545 | 0.43 | -0.007 | 1,943 | |
| KR | -1 | 5 | -8,071 | -1,220 | -4,259 | 8,071 | 0.64 | 0.195 | -1,872 |
| 1 | 3 | 10,336 | 0 | 16,530 | 10,336 | 1.58 | 0.001 | 602 | |
| MY | -1 | 2 | -1,968 | 0 | -448 | 1,968 | 0.19 | 0.156 | -439 |
| 1 | 1 | 426 | 0 | 66 | 426 | 0.15 | 0.188 | 80 | |
| NZ | 1 | 1 | 410 | 0 | 273 | 410 | 0.67 | -0.021 | -9 |
| SG | 1 | 3 | 32,573 | 0 | 12,709 | 32,573 | 0.51 | 0.023 | 1,662 |
| TH | -1 | 4 | -6,956 | 0 | -1,203 | 6,956 | 0.16 | 0.235 | -1,617 |
| TW | -1 | 2 | -3,146 | -2,522 | -3,717 | 3,146 | 0.87 | 0.051 | 40 |
| 1 | 7 | 42,157 | 0 | 32,864 | 42,157 | 0.34 | 0.103 | 2,705 |