| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -245,510 | 2,976,233 | 393,389 | 129,611 | 249 | 42,049,421 | 0.071 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,610,872 | 1,610,872 | -954,461 | 79,452 |
| 1.0000 | 1,365,361 | 1,365,361 | 1,347,850 | 50,159 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | -434,746 | -375,578 | -169,518 | 436,982 | 0.53 | 0.074 | 26,545 |
| CN | 68 | -37,217 | -643,917 | 447,888 | 1,632,869 | 1.18 | 0.120 | 43,233 |
| HK | 19 | -91,253 | -68,709 | -78,222 | 190,818 | 1.25 | 0.097 | 11,043 |
| JP | 86 | 278,697 | -138,692 | 168,973 | 634,591 | 0.73 | 0.087 | 38,100 |
| KR | 1 | -6,550 | 0 | -2,314 | 6,550 | 0.35 | 0.142 | 928 |
| MY | 2 | 11,555 | 0 | 6,033 | 11,850 | 0.40 | 0.219 | 2,926 |
| NZ | 1 | 7,246 | 0 | 2,765 | 7,246 | 0.38 | 0.195 | -1,411 |
| PH | 1 | 3,920 | 0 | 1,317 | 3,920 | 0.34 | 0.250 | 979 |
| SG | 2 | -5,771 | -5,771 | -3,865 | 5,771 | 0.70 | 0.093 | 609 |
| TH | 4 | -8,514 | 0 | -6,229 | 8,514 | 0.64 | 0.236 | -1,805 |
| TW | 2 | 37,123 | 0 | 26,563 | 37,123 | 0.72 | 0.233 | 8,464 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 59 | -435,864 | -375,578 | -170,614 | 435,864 | 0.52 | -0.063 | 26,658 |
| 1.0000 | 4 | 1,118 | 0 | 1,096 | 1,118 | 0.71 | -0.066 | -113 | |
| CN | -1.0000 | 34 | -835,043 | -643,917 | -495,217 | 835,043 | 1.19 | -0.057 | 50,853 |
| 1.0000 | 34 | 797,826 | 0 | 943,105 | 797,826 | 1.17 | -0.024 | -7,621 | |
| HK | -1.0000 | 17 | -141,036 | -68,709 | -141,773 | 141,036 | 1.27 | 0.020 | 3,867 |
| 1.0000 | 2 | 49,782 | 0 | 63,551 | 49,782 | 1.04 | 0.208 | 7,176 | |
| JP | -1.0000 | 36 | -177,947 | -138,692 | -134,408 | 177,947 | 0.75 | 0.007 | -1,631 |
| 1.0000 | 50 | 456,644 | 0 | 303,381 | 456,644 | 0.72 | 0.061 | 39,732 | |
| KR | -1.0000 | 1 | -6,550 | 0 | -2,314 | 6,550 | 0.35 | -0.142 | 928 |
| MY | -1.0000 | 1 | -147 | 0 | -40 | 147 | 0.27 | 0.186 | -27 |
| 1.0000 | 1 | 11,703 | 0 | 6,073 | 11,703 | 0.52 | 0.252 | 2,953 | |
| NZ | 1.0000 | 1 | 7,246 | 0 | 2,765 | 7,246 | 0.38 | -0.195 | -1,411 |
| PH | 1.0000 | 1 | 3,920 | 0 | 1,317 | 3,920 | 0.34 | 0.250 | 979 |
| SG | -1.0000 | 2 | -5,771 | -5,771 | -3,865 | 5,771 | 0.70 | -0.071 | 609 |
| TH | -1.0000 | 4 | -8,514 | 0 | -6,229 | 8,514 | 0.64 | 0.236 | -1,805 |
| TW | 1.0000 | 2 | 37,123 | 0 | 26,563 | 37,123 | 0.72 | 0.233 | 8,464 |