| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 159,486 | 754,550 | 220,713 | -31,565 | 167 | 20,001,800 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -297,532 | 297,532 | -259,587 | -3,761 |
| 1.0000 | 457,018 | 457,018 | 480,300 | -27,804 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | 9,103 | -10,192 | 28,341 | 42,183 | 0.78 | 0.089 | -2,450 |
| CN | 42 | 9,234 | -87,302 | 22,853 | 195,634 | 1.15 | 0.182 | 10,898 |
| HK | 15 | 171,108 | 0 | 219,955 | 171,108 | 1.21 | 0.097 | -16,929 |
| ID | 3 | 3,693 | 0 | 2,860 | 4,150 | 0.63 | 0.210 | 743 |
| JP | 53 | -11,912 | -36,415 | -514 | 226,629 | 0.55 | 0.071 | -6,714 |
| KR | 12 | -8,767 | -2,136 | -16,795 | 19,664 | 1.80 | 0.210 | -5,055 |
| MY | 2 | -1,872 | 0 | -270 | 1,872 | 0.15 | 0.162 | -409 |
| SG | 3 | -5,862 | 0 | -2,510 | 6,153 | 0.49 | 0.072 | -581 |
| TH | 3 | -1,680 | 0 | -366 | 1,680 | 0.27 | 0.182 | -337 |
| TW | 10 | -3,560 | 0 | -32,842 | 85,478 | 0.65 | 0.179 | -10,730 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 10 | -16,540 | -10,192 | -900 | 16,540 | 0.25 | 0.018 | -466 |
| 1.0000 | 14 | 25,643 | 0 | 29,241 | 25,643 | 1.15 | -0.073 | -1,984 | |
| CN | -1.0000 | 18 | -93,200 | -87,302 | -110,739 | 93,200 | 0.87 | -0.205 | 21,448 |
| 1.0000 | 24 | 102,434 | 0 | 133,592 | 102,434 | 1.37 | -0.136 | -10,551 | |
| HK | 1.0000 | 15 | 171,108 | 0 | 219,955 | 171,108 | 1.21 | -0.027 | -16,929 |
| ID | -1.0000 | 1 | -229 | 0 | -115 | 229 | 0.50 | 0.209 | -48 |
| 1.0000 | 2 | 3,922 | 0 | 2,975 | 3,922 | 0.69 | 0.211 | 790 | |
| JP | -1.0000 | 23 | -119,270 | -36,415 | -52,695 | 119,270 | 0.60 | 0.037 | -5,264 |
| 1.0000 | 30 | 107,359 | 0 | 52,181 | 107,359 | 0.52 | -0.008 | -1,449 | |
| KR | -1.0000 | 7 | -14,215 | -2,136 | -25,488 | 14,215 | 2.00 | 0.316 | -4,615 |
| 1.0000 | 5 | 5,448 | 0 | 8,694 | 5,448 | 1.52 | -0.058 | -440 | |
| MY | -1.0000 | 2 | -1,872 | 0 | -270 | 1,872 | 0.15 | 0.162 | -409 |
| SG | -1.0000 | 2 | -6,007 | 0 | -2,619 | 6,007 | 0.36 | 0.094 | -576 |
| 1.0000 | 1 | 146 | 0 | 110 | 146 | 0.75 | -0.027 | -4 | |
| TH | -1.0000 | 3 | -1,680 | 0 | -366 | 1,680 | 0.27 | 0.182 | -337 |
| TW | -1.0000 | 4 | -44,519 | 0 | -66,393 | 44,519 | 1.12 | 0.244 | -13,493 |
| 1.0000 | 6 | 40,959 | 0 | 33,551 | 40,959 | 0.34 | 0.136 | 2,763 |