| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -76,309 | 787,654 | 3,249 | 27,683 | 135 | 19,985,101 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -431,981 | 431,981 | -355,552 | 61,281 |
| 1.0000 | 355,673 | 355,673 | 358,801 | -33,598 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -4,490 | -38,953 | -10,759 | 74,083 | 0.58 | 0.085 | 4,431 |
| CN | 58 | -53,970 | -259,888 | 27,903 | 494,373 | 1.07 | 0.209 | 20,576 |
| HK | 9 | -3,326 | 0 | -3,540 | 20,767 | 0.89 | 0.130 | -973 |
| ID | 3 | 3,404 | 0 | 2,551 | 6,725 | 0.64 | 0.246 | 871 |
| KR | 16 | -23,479 | -21,497 | -31,413 | 25,965 | 1.35 | 0.179 | 2,543 |
| MY | 3 | -167 | 0 | -99 | 1,867 | 0.18 | 0.160 | -53 |
| PH | 2 | -73,289 | 0 | -22,584 | 73,289 | 0.31 | 0.108 | -7,938 |
| SG | 5 | 36,994 | 0 | 17,162 | 36,994 | 0.43 | 0.088 | 2,895 |
| TH | 5 | 8,784 | 0 | -387 | 9,098 | 0.24 | 0.240 | 2,577 |
| TW | 8 | 33,229 | -5,018 | 24,415 | 44,495 | 0.47 | 0.113 | 2,755 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -39,286 | -38,953 | -19,636 | 39,286 | 0.84 | -0.059 | 2,691 |
| 1.0000 | 12 | 34,796 | 0 | 8,877 | 34,796 | 0.29 | 0.044 | 1,741 | |
| CN | -1.0000 | 32 | -274,172 | -259,888 | -262,193 | 274,172 | 1.10 | -0.212 | 65,896 |
| 1.0000 | 26 | 220,201 | 0 | 290,096 | 220,201 | 1.03 | -0.161 | -45,320 | |
| HK | -1.0000 | 5 | -12,046 | 0 | -10,475 | 12,046 | 0.78 | 0.117 | -1,338 |
| 1.0000 | 4 | 8,720 | 0 | 6,934 | 8,720 | 1.03 | -0.072 | 366 | |
| ID | -1.0000 | 1 | -1,661 | 0 | -837 | 1,661 | 0.50 | 0.248 | -412 |
| 1.0000 | 2 | 5,064 | 0 | 3,388 | 5,064 | 0.71 | 0.244 | 1,283 | |
| KR | -1.0000 | 14 | -24,722 | -21,497 | -32,357 | 24,722 | 1.44 | -0.076 | 2,460 |
| 1.0000 | 2 | 1,243 | 0 | 944 | 1,243 | 0.74 | 0.079 | 82 | |
| MY | -1.0000 | 2 | -1,017 | 0 | -230 | 1,017 | 0.19 | 0.148 | -210 |
| 1.0000 | 1 | 850 | 0 | 131 | 850 | 0.15 | 0.184 | 157 | |
| PH | -1.0000 | 2 | -73,289 | 0 | -22,584 | 73,289 | 0.31 | 0.108 | -7,938 |
| SG | 1.0000 | 5 | 36,994 | 0 | 17,162 | 36,994 | 0.43 | 0.070 | 2,895 |
| TH | -1.0000 | 1 | -157 | 0 | -58 | 157 | 0.37 | 0.177 | -28 |
| 1.0000 | 4 | 8,941 | 0 | -329 | 8,941 | 0.21 | 0.256 | 2,605 | |
| TW | -1.0000 | 2 | -5,633 | -5,018 | -7,181 | 5,633 | 0.87 | 0.052 | 160 |
| 1.0000 | 6 | 38,862 | 0 | 31,596 | 38,862 | 0.34 | 0.117 | 2,594 |