| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -70,434 | 765,686 | -18,658 | 44,865 | 158 | 19,989,490 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -418,060 | 418,060 | -343,068 | 58,479 |
| 1.0000 | 347,626 | 347,626 | 324,410 | -13,614 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 17 | -4,268 | -11,534 | 6,235 | 24,857 | 0.79 | 0.077 | 117 |
| CN | 44 | -162,924 | -221,403 | -134,883 | 343,784 | 1.11 | 0.198 | 46,551 |
| HK | 19 | -10,319 | 0 | -6,756 | 70,839 | 0.88 | 0.101 | -7,678 |
| ID | 1 | -582 | 0 | -293 | 582 | 0.50 | 0.218 | -127 |
| JP | 56 | 68,549 | -48,611 | 83,993 | 271,089 | 0.56 | 0.087 | 5,256 |
| KR | 7 | -752 | -493 | 1,870 | 6,868 | 1.01 | 0.195 | -1,080 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.072 | -3 |
| SG | 1 | 1,404 | 0 | 738 | 1,404 | 0.53 | 0.035 | -50 |
| TH | 5 | -1,039 | 0 | -2,175 | 5,500 | 0.30 | 0.201 | 110 |
| TW | 7 | 39,542 | 0 | 32,621 | 40,719 | 0.34 | 0.122 | 1,769 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -14,563 | -11,534 | -6,308 | 14,563 | 0.42 | 0.012 | 697 |
| 1.0000 | 8 | 10,294 | 0 | 12,543 | 10,294 | 1.21 | -0.062 | -580 | |
| CN | -1.0000 | 25 | -253,354 | -221,403 | -262,703 | 253,354 | 1.15 | -0.163 | 64,800 |
| 1.0000 | 19 | 90,430 | 0 | 127,820 | 90,430 | 1.06 | -0.186 | -18,249 | |
| HK | -1.0000 | 9 | -40,579 | 0 | -37,902 | 40,579 | 0.73 | 0.111 | -4,861 |
| 1.0000 | 10 | 30,260 | 0 | 31,145 | 30,260 | 1.03 | -0.081 | -2,818 | |
| ID | -1.0000 | 1 | -582 | 0 | -293 | 582 | 0.50 | 0.218 | -127 |
| JP | -1.0000 | 23 | -101,270 | -48,611 | -32,464 | 101,270 | 0.32 | 0.025 | -649 |
| 1.0000 | 33 | 169,819 | 0 | 116,457 | 169,819 | 0.72 | 0.026 | 5,905 | |
| KR | -1.0000 | 4 | -3,810 | -493 | -1,511 | 3,810 | 0.50 | 0.120 | -714 |
| 1.0000 | 3 | 3,058 | 0 | 3,380 | 3,058 | 1.70 | -0.152 | -366 | |
| MY | -1.0000 | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.072 | -3 |
| SG | 1.0000 | 1 | 1,404 | 0 | 738 | 1,404 | 0.53 | -0.035 | -50 |
| TH | -1.0000 | 4 | -3,270 | 0 | -1,678 | 3,270 | 0.43 | 0.175 | -574 |
| 1.0000 | 1 | 2,230 | 0 | -497 | 2,230 | -0.22 | 0.307 | 684 | |
| TW | -1.0000 | 1 | -588 | 0 | -203 | 588 | 0.35 | 0.153 | -90 |
| 1.0000 | 6 | 40,130 | 0 | 32,824 | 40,130 | 0.34 | 0.117 | 1,859 |