| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -10,929 | 3,667,545 | -19,846 | 158,700 | 273 | 42,037,066 | 0.087 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,839,237 | 1,839,237 | -1,683,142 | 142,560 |
| 1 | 1,828,308 | 1,828,308 | 1,663,296 | 16,140 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -45,722 | -45,097 | -19,881 | 175,982 | 0.70 | 0.084 | 5,531 |
| CN | 83 | 80,297 | -655,172 | -156,547 | 1,730,193 | 1.30 | 0.141 | 41,714 |
| HK | 23 | -13,328 | -86,741 | 28,383 | 211,482 | 1.15 | 0.135 | 20,773 |
| ID | 1 | 6,800 | 0 | 11,039 | 6,800 | 1.62 | 0.186 | 1,263 |
| JP | 114 | -74,041 | -340,517 | 36,389 | 1,240,088 | 0.88 | 0.085 | 67,620 |
| MY | 3 | 38,788 | 0 | 19,537 | 38,788 | 0.52 | 0.210 | 8,160 |
| NZ | 1 | 9,350 | 0 | 4,358 | 9,350 | 0.47 | 0.069 | -646 |
| SG | 2 | -6,736 | -2,795 | -3,091 | 6,736 | 0.47 | 0.073 | -492 |
| TH | 13 | -50,928 | -6,472 | 24,835 | 174,498 | 0.50 | 0.132 | 6,497 |
| TW | 6 | 44,591 | 0 | 35,132 | 73,628 | 0.96 | 0.081 | 8,280 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -110,852 | -45,097 | -68,039 | 110,852 | 0.63 | -0.028 | 2,760 |
| 1 | 8 | 65,130 | 0 | 48,158 | 65,130 | 0.87 | 0.019 | 2,771 | |
| CN | -1 | 46 | -824,948 | -655,172 | -922,467 | 824,948 | 1.25 | -0.132 | 116,270 |
| 1 | 37 | 905,245 | 0 | 765,920 | 905,245 | 1.36 | -0.067 | -74,556 | |
| HK | -1 | 11 | -112,405 | -86,741 | -104,574 | 112,405 | 1.00 | -0.050 | 2,709 |
| 1 | 12 | 99,077 | 0 | 132,956 | 99,077 | 1.28 | 0.151 | 18,064 | |
| ID | 1 | 1 | 6,800 | 0 | 11,039 | 6,800 | 1.62 | 0.186 | 1,263 |
| JP | -1 | 51 | -657,064 | -340,517 | -549,688 | 657,064 | 0.83 | -0.015 | 25,624 |
| 1 | 63 | 583,024 | 0 | 586,078 | 583,024 | 0.93 | 0.058 | 41,996 | |
| MY | 1 | 3 | 38,788 | 0 | 19,537 | 38,788 | 0.52 | 0.210 | 8,160 |
| NZ | 1 | 1 | 9,350 | 0 | 4,358 | 9,350 | 0.47 | -0.069 | -646 |
| SG | -1 | 2 | -6,736 | -2,795 | -3,091 | 6,736 | 0.47 | 0.073 | -492 |
| TH | -1 | 9 | -112,713 | -6,472 | -20,395 | 112,713 | 0.46 | 0.113 | -3,621 |
| 1 | 4 | 61,785 | 0 | 45,230 | 61,785 | 0.59 | 0.164 | 10,118 | |
| TW | -1 | 3 | -14,519 | 0 | -14,888 | 14,519 | 0.99 | 0.060 | -690 |
| 1 | 3 | 59,109 | 0 | 50,020 | 59,109 | 0.93 | 0.092 | 8,970 |