| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 96,372 | 724,012 | 89,695 | -25,586 | 182 | 20,005,407 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -313,820 | 313,820 | -247,334 | 4,322 |
| 1.0000 | 410,192 | 410,192 | 337,029 | -29,908 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 29,415 | -388 | 23,937 | 45,643 | 0.64 | 0.085 | -3,198 |
| CN | 39 | 53,881 | -77,467 | 32,171 | 213,537 | 1.16 | 0.230 | -13,047 |
| HK | 22 | -19,620 | 0 | 4,375 | 61,041 | 0.94 | 0.109 | -6,352 |
| ID | 1 | -2,009 | 0 | -1,013 | 2,009 | 0.50 | 0.207 | -416 |
| JP | 76 | 7,604 | -95,965 | 32,128 | 330,919 | 0.54 | 0.084 | -134 |
| KR | 8 | 2,738 | 0 | 7,066 | 9,704 | 1.21 | 0.211 | -1,649 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.072 | -3 |
| SG | 1 | 2,325 | 0 | 1,221 | 2,325 | 0.53 | 0.049 | -113 |
| TH | 3 | 122 | 0 | 55 | 4,080 | 0.32 | 0.164 | 48 |
| TW | 9 | 21,962 | 0 | -10,237 | 54,709 | 0.81 | 0.156 | -721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 5 | -8,114 | -388 | -1,136 | 8,114 | 0.11 | 0.075 | -799 |
| 1.0000 | 17 | 37,529 | 0 | 25,073 | 37,529 | 0.79 | -0.051 | -2,399 | |
| CN | -1.0000 | 23 | -79,828 | -77,467 | -91,140 | 79,828 | 1.18 | -0.222 | 18,947 |
| 1.0000 | 16 | 133,709 | 0 | 123,311 | 133,709 | 1.12 | -0.200 | -31,995 | |
| HK | -1.0000 | 13 | -40,330 | 0 | -21,487 | 40,330 | 0.70 | 0.115 | -4,504 |
| 1.0000 | 9 | 20,710 | 0 | 25,862 | 20,710 | 1.30 | -0.091 | -1,848 | |
| ID | -1.0000 | 1 | -2,009 | 0 | -1,013 | 2,009 | 0.50 | 0.207 | -416 |
| JP | -1.0000 | 36 | -161,658 | -95,965 | -88,853 | 161,658 | 0.42 | 0.032 | -3,699 |
| 1.0000 | 40 | 169,262 | 0 | 120,981 | 169,262 | 0.64 | 0.008 | 3,565 | |
| KR | -1.0000 | 5 | -3,483 | 0 | -1,746 | 3,483 | 0.72 | 0.243 | -816 |
| 1.0000 | 3 | 6,221 | 0 | 8,812 | 6,221 | 2.03 | -0.157 | -834 | |
| MY | -1.0000 | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.072 | -3 |
| SG | 1.0000 | 1 | 2,325 | 0 | 1,221 | 2,325 | 0.53 | -0.049 | -113 |
| TH | -1.0000 | 2 | -1,979 | 0 | -568 | 1,979 | 0.32 | 0.153 | -344 |
| 1.0000 | 1 | 2,101 | 0 | 622 | 2,101 | 0.30 | 0.186 | 391 | |
| TW | -1.0000 | 3 | -16,373 | 0 | -41,384 | 16,373 | 1.75 | 0.220 | -4,044 |
| 1.0000 | 6 | 38,335 | 0 | 31,146 | 38,335 | 0.34 | 0.123 | 3,323 |