| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -136,915 | 2,572,338 | -1,321 | 9,182 | 247 | 42,320,091 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,354,626 | 1,354,626 | -1,417,697 | 29,038 |
| 1.0000 | 1,217,711 | 1,217,711 | 1,416,376 | -19,857 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 44,076 | -6,006 | 33,801 | 119,300 | 0.72 | 0.088 | -6,441 |
| CN | 79 | 131,381 | -426,546 | 211,172 | 1,388,907 | 1.32 | 0.096 | 31,162 |
| HK | 21 | 78,282 | 0 | 44,547 | 148,823 | 1.31 | 0.180 | 9,530 |
| ID | 1 | 3,432 | 0 | -437 | 3,432 | -0.13 | 0.250 | 857 |
| JP | 92 | -409,596 | -103,314 | -306,251 | 828,164 | 0.70 | 0.072 | -27,954 |
| KR | 1 | -6,703 | 0 | -2,381 | 6,703 | 0.36 | 0.145 | 972 |
| MY | 2 | -9,798 | 0 | -5,213 | 9,798 | 0.56 | 0.122 | -1,855 |
| NZ | 1 | -3,968 | -3,968 | -1,510 | 3,968 | 0.38 | 0.191 | 759 |
| SG | 4 | 13,043 | -1,079 | 4,936 | 15,201 | 0.58 | 0.091 | -877 |
| TH | 6 | -2,908 | 0 | -2,655 | 22,197 | 0.52 | 0.241 | 480 |
| TW | 3 | 25,844 | 0 | 22,670 | 25,844 | 0.95 | 0.158 | 2,548 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -37,612 | -6,006 | -23,707 | 37,612 | 0.61 | -0.076 | 788 |
| 1.0000 | 25 | 81,688 | 0 | 57,508 | 81,688 | 0.77 | -0.080 | -7,229 | |
| CN | -1.0000 | 51 | -628,763 | -426,546 | -873,187 | 628,763 | 1.38 | -0.028 | 55,145 |
| 1.0000 | 28 | 760,144 | 0 | 1,084,359 | 760,144 | 1.19 | -0.025 | -23,983 | |
| HK | -1.0000 | 7 | -35,270 | 0 | -71,306 | 35,270 | 1.84 | 0.183 | -6,492 |
| 1.0000 | 14 | 113,552 | 0 | 115,853 | 113,552 | 1.04 | 0.098 | 16,022 | |
| ID | 1.0000 | 1 | 3,432 | 0 | -437 | 3,432 | -0.13 | 0.250 | 857 |
| JP | -1.0000 | 58 | -618,880 | -103,314 | -433,013 | 618,880 | 0.76 | 0.016 | -17,942 |
| 1.0000 | 34 | 209,284 | 0 | 126,763 | 209,284 | 0.60 | -0.036 | -10,012 | |
| KR | -1.0000 | 1 | -6,703 | 0 | -2,381 | 6,703 | 0.36 | -0.145 | 972 |
| MY | -1.0000 | 2 | -9,798 | 0 | -5,213 | 9,798 | 0.56 | 0.122 | -1,855 |
| NZ | -1.0000 | 1 | -3,968 | -3,968 | -1,510 | 3,968 | 0.38 | -0.191 | 759 |
| SG | -1.0000 | 1 | -1,079 | -1,079 | -667 | 1,079 | 0.62 | -0.212 | 229 |
| 1.0000 | 3 | 14,122 | 0 | 5,603 | 14,122 | 0.56 | -0.051 | -1,106 | |
| TH | -1.0000 | 4 | -12,553 | 0 | -6,712 | 12,553 | 0.53 | 0.219 | -2,566 |
| 1.0000 | 2 | 9,645 | 0 | 4,057 | 9,645 | 0.51 | 0.287 | 3,046 | |
| TW | 1.0000 | 3 | 25,844 | 0 | 22,670 | 25,844 | 0.95 | 0.028 | 2,548 |