| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -264,259 | 2,371,591 | -408,173 | 37,458 | 218 | 42,279,563 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,317,925 | 1,317,925 | -1,263,729 | 43,861 |
| 1.0000 | 1,053,666 | 1,053,666 | 855,556 | -6,403 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | 7,898 | -24,609 | -2,566 | 140,857 | 0.71 | 0.077 | 471 |
| CN | 76 | -236,185 | -431,393 | -232,168 | 1,323,518 | 1.24 | 0.125 | 18,153 |
| HK | 17 | -76,410 | -61,769 | -135,619 | 120,820 | 1.39 | 0.147 | 9,732 |
| ID | 3 | 6,132 | 0 | 2,683 | 6,132 | 0.41 | 0.246 | 1,594 |
| JP | 78 | -4,302 | -18,106 | -80,591 | 601,981 | 0.71 | 0.065 | -713 |
| KR | 2 | -15,327 | 0 | -620 | 15,327 | 0.48 | 0.191 | 2,265 |
| MY | 4 | 41,656 | 0 | 22,418 | 48,137 | 0.45 | 0.267 | 10,307 |
| NZ | 1 | 5,038 | 0 | 2,180 | 5,038 | 0.43 | 0.156 | -785 |
| PH | 1 | 7,059 | 0 | 4,404 | 7,059 | 0.62 | 0.314 | 2,218 |
| SG | 1 | 6,016 | 0 | 7,412 | 6,016 | 1.23 | 0.039 | 234 |
| TH | 10 | -31,121 | 0 | -24,877 | 62,274 | 0.38 | 0.180 | -4,750 |
| TW | 4 | 25,287 | 0 | 29,171 | 34,430 | 0.87 | 0.137 | -1,269 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -66,480 | -24,609 | -40,669 | 66,480 | 0.72 | -0.026 | -1,654 |
| 1.0000 | 10 | 74,378 | 0 | 38,103 | 74,378 | 0.71 | 0.002 | 2,125 | |
| CN | -1.0000 | 44 | -779,851 | -431,393 | -762,466 | 779,851 | 1.20 | -0.048 | 62,813 |
| 1.0000 | 32 | 543,667 | 0 | 530,298 | 543,667 | 1.30 | -0.077 | -44,660 | |
| HK | -1.0000 | 11 | -98,615 | -61,769 | -163,900 | 98,615 | 1.31 | -0.012 | 4,222 |
| 1.0000 | 6 | 22,205 | 0 | 28,281 | 22,205 | 1.55 | 0.181 | 5,510 | |
| ID | 1.0000 | 3 | 6,132 | 0 | 2,683 | 6,132 | 0.41 | 0.246 | 1,594 |
| JP | -1.0000 | 31 | -303,142 | -18,106 | -261,683 | 303,142 | 0.75 | 0.037 | -13,464 |
| 1.0000 | 47 | 298,840 | 0 | 181,092 | 298,840 | 0.68 | 0.022 | 12,752 | |
| KR | -1.0000 | 2 | -15,327 | 0 | -620 | 15,327 | 0.48 | -0.191 | 2,265 |
| MY | -1.0000 | 2 | -3,240 | 0 | -1,363 | 3,240 | 0.38 | 0.283 | -910 |
| 1.0000 | 2 | 44,897 | 0 | 23,781 | 44,897 | 0.52 | 0.251 | 11,217 | |
| NZ | 1.0000 | 1 | 5,038 | 0 | 2,180 | 5,038 | 0.43 | -0.156 | -785 |
| PH | 1.0000 | 1 | 7,059 | 0 | 4,404 | 7,059 | 0.62 | 0.314 | 2,218 |
| SG | 1.0000 | 1 | 6,016 | 0 | 7,412 | 6,016 | 1.23 | 0.039 | 234 |
| TH | -1.0000 | 7 | -46,698 | 0 | -31,023 | 46,698 | 0.37 | 0.127 | -9,611 |
| 1.0000 | 3 | 15,577 | 0 | 6,145 | 15,577 | 0.39 | 0.305 | 4,861 | |
| TW | -1.0000 | 1 | -4,572 | 0 | -2,004 | 4,572 | 0.44 | -0.044 | 201 |
| 1.0000 | 3 | 29,858 | 0 | 31,176 | 29,858 | 1.01 | -0.071 | -1,470 |