| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 144,020 | 2,800,370 | -88,377 | -28,928 | 160 | 50,786,834 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,328,175 | 1,328,175 | -881,818 | -10,629 |
| 1 | 1,472,195 | 1,472,195 | 793,441 | -18,299 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 18 | 15,090 | -46,282 | 38,770 | 208,700 | 0.72 | 0.101 | -3,034 |
| JP | 102 | 131,819 | -606,904 | -216,701 | 1,678,275 | 0.66 | 0.045 | 285 |
| KR | 9 | -32,637 | 0 | -11,244 | 44,766 | 0.44 | 0.070 | -1,374 |
| MY | 2 | -20,767 | 0 | -5,859 | 20,767 | 0.28 | 0.079 | -2,354 |
| NZ | 1 | -89,830 | -89,830 | -27,437 | 89,830 | 0.31 | 0.150 | 13,478 |
| PH | 2 | -2,774 | 0 | -2,615 | 6,186 | 0.61 | 0.204 | -55 |
| SG | 1 | -1,601 | 0 | -254 | 1,601 | 0.16 | 0.051 | -81 |
| TH | 13 | 20,933 | -12,829 | 25,575 | 293,946 | 0.44 | 0.095 | 2,326 |
| TW | 12 | 123,787 | 0 | 111,388 | 456,300 | 0.97 | 0.100 | -38,119 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 6 | -96,805 | -46,282 | -43,616 | 96,805 | 0.51 | -0.067 | 6,759 |
| 1 | 12 | 111,895 | 0 | 82,385 | 111,895 | 0.83 | -0.111 | -9,793 | |
| JP | -1 | 51 | -773,228 | -606,904 | -575,228 | 773,228 | 0.82 | 0.004 | 4,881 |
| 1 | 51 | 905,047 | 0 | 358,528 | 905,047 | 0.51 | -0.000 | -4,596 | |
| KR | -1 | 6 | -38,701 | 0 | -12,297 | 38,701 | 0.53 | -0.009 | -230 |
| 1 | 3 | 6,064 | 0 | 1,054 | 6,064 | 0.27 | -0.180 | -1,144 | |
| MY | -1 | 2 | -20,767 | 0 | -5,859 | 20,767 | 0.28 | 0.079 | -2,354 |
| NZ | -1 | 1 | -89,830 | -89,830 | -27,437 | 89,830 | 0.31 | -0.150 | 13,478 |
| PH | -1 | 1 | -4,480 | 0 | -3,397 | 4,480 | 0.76 | 0.121 | -543 |
| 1 | 1 | 1,706 | 0 | 782 | 1,706 | 0.46 | 0.286 | 488 | |
| SG | -1 | 1 | -1,601 | 0 | -254 | 1,601 | 0.16 | 0.051 | -81 |
| TH | -1 | 8 | -136,507 | -12,829 | -46,010 | 136,507 | 0.45 | 0.062 | -10,404 |
| 1 | 5 | 157,440 | 0 | 71,585 | 157,440 | 0.42 | 0.036 | 12,729 | |
| TW | -1 | 5 | -166,257 | 0 | -167,719 | 166,257 | 0.99 | 0.134 | -22,136 |
| 1 | 7 | 290,044 | 0 | 279,107 | 290,044 | 0.94 | -0.041 | -15,983 |