| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -152,832 | 3,572,048 | -318,068 | 118,925 | 223 | 42,301,706 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,862,440 | 1,862,440 | -1,693,743 | 25,607 |
| 1.0000 | 1,709,608 | 1,709,608 | 1,375,675 | 93,318 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 16,555 | -95,852 | -529 | 327,224 | 0.57 | 0.101 | 23,095 |
| CN | 61 | -139,624 | -387,119 | -508,070 | 1,178,939 | 1.23 | 0.106 | 40,348 |
| HK | 16 | -17,077 | -6,673 | 13,765 | 306,233 | 1.42 | 0.182 | 26,456 |
| ID | 1 | -4,514 | 0 | -1,001 | 4,514 | 0.22 | 0.028 | -125 |
| JP | 80 | -25,394 | -175,964 | 74,119 | 1,203,140 | 0.73 | 0.053 | 12,625 |
| KR | 10 | 35,258 | -4,738 | 27,584 | 48,195 | 0.52 | 0.190 | -6,179 |
| MY | 1 | -1,019 | 0 | -286 | 1,019 | 0.28 | 0.032 | -33 |
| SG | 3 | 114,027 | 0 | 64,778 | 114,027 | 0.76 | 0.046 | 5,933 |
| TH | 15 | -169,516 | -247,576 | -22,426 | 346,206 | 0.37 | 0.088 | 15,484 |
| TW | 4 | 38,472 | 0 | 33,998 | 42,551 | 0.89 | 0.116 | 1,321 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -155,334 | -95,852 | -49,975 | 155,334 | 0.45 | -0.111 | 13,352 |
| 1.0000 | 12 | 171,890 | 0 | 49,447 | 171,890 | 0.77 | -0.022 | 9,743 | |
| CN | -1.0000 | 35 | -659,282 | -387,119 | -975,054 | 659,282 | 1.32 | -0.025 | 19,523 |
| 1.0000 | 26 | 519,658 | 0 | 466,984 | 519,658 | 1.12 | 0.024 | 20,825 | |
| HK | -1.0000 | 4 | -161,655 | -6,673 | -176,763 | 161,655 | 1.04 | 0.060 | -9,469 |
| 1.0000 | 12 | 144,578 | 0 | 190,527 | 144,578 | 1.54 | 0.223 | 35,924 | |
| ID | -1.0000 | 1 | -4,514 | 0 | -1,001 | 4,514 | 0.22 | 0.028 | -125 |
| JP | -1.0000 | 46 | -614,267 | -175,964 | -434,848 | 614,267 | 0.63 | -0.015 | -11,555 |
| 1.0000 | 34 | 588,873 | 0 | 508,967 | 588,873 | 0.87 | 0.012 | 24,180 | |
| KR | -1.0000 | 3 | -6,468 | -4,738 | -3,796 | 6,468 | 0.43 | -0.160 | 1,557 |
| 1.0000 | 7 | 41,726 | 0 | 31,380 | 41,726 | 0.56 | -0.196 | -7,736 | |
| MY | -1.0000 | 1 | -1,019 | 0 | -286 | 1,019 | 0.28 | 0.032 | -33 |
| SG | 1.0000 | 3 | 114,027 | 0 | 64,778 | 114,027 | 0.76 | 0.046 | 5,933 |
| TH | -1.0000 | 4 | -257,861 | -247,576 | -50,674 | 257,861 | 0.38 | 0.058 | 12,454 |
| 1.0000 | 11 | 88,345 | 0 | 28,248 | 88,345 | 0.36 | 0.060 | 3,030 | |
| TW | -1.0000 | 1 | -2,040 | 0 | -1,346 | 2,040 | 0.66 | 0.048 | -98 |
| 1.0000 | 3 | 40,511 | 0 | 35,344 | 40,511 | 0.96 | -0.053 | 1,418 |