| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -78,907 | 1,475,842 | -98,344 | 38,166 | 185 | 42,291,513 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -777,375 | 777,375 | -798,222 | 4,764 |
| 1.0000 | 698,468 | 698,468 | 699,878 | 33,402 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 1,853 | -51,824 | 21,750 | 146,900 | 0.69 | 0.076 | 8,754 |
| CN | 53 | -35,735 | -262,219 | -35,716 | 740,430 | 1.25 | 0.101 | 26,599 |
| HK | 11 | -63,549 | -5,699 | -81,964 | 77,059 | 1.35 | 0.123 | -6,158 |
| ID | 2 | -929 | 0 | -874 | 929 | 0.98 | 0.165 | -156 |
| JP | 61 | 79,368 | -55,401 | 33,024 | 361,289 | 0.76 | 0.079 | 17,617 |
| MY | 4 | -6,367 | 0 | -2,789 | 6,367 | 0.48 | 0.109 | -1,061 |
| NZ | 1 | 5,143 | 0 | 1,957 | 5,143 | 0.38 | 0.239 | -1,227 |
| PH | 1 | -9,408 | 0 | -3,097 | 9,408 | 0.33 | 0.207 | -1,949 |
| SG | 4 | 5,979 | 0 | 3,211 | 5,979 | 0.74 | 0.014 | 14 |
| TH | 9 | -11,523 | 0 | -6,208 | 78,602 | 0.55 | 0.253 | -1,340 |
| TW | 3 | -43,739 | -3,844 | -27,638 | 43,739 | 0.45 | 0.198 | -2,927 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -72,523 | -51,824 | -26,191 | 72,523 | 0.57 | -0.125 | 9,948 |
| 1.0000 | 27 | 74,376 | 0 | 47,941 | 74,376 | 0.73 | -0.033 | -1,194 | |
| CN | -1.0000 | 27 | -388,082 | -262,219 | -487,464 | 388,082 | 1.31 | -0.043 | 14,796 |
| 1.0000 | 26 | 352,348 | 0 | 451,748 | 352,348 | 1.20 | 0.036 | 11,803 | |
| HK | -1.0000 | 8 | -70,304 | -5,699 | -89,970 | 70,304 | 1.39 | 0.087 | -7,287 |
| 1.0000 | 3 | 6,755 | 0 | 8,006 | 6,755 | 1.25 | 0.152 | 1,129 | |
| ID | -1.0000 | 2 | -929 | 0 | -874 | 929 | 0.98 | 0.165 | -156 |
| JP | -1.0000 | 26 | -140,961 | -55,401 | -132,963 | 140,961 | 0.80 | -0.020 | 3,106 |
| 1.0000 | 35 | 220,328 | 0 | 165,987 | 220,328 | 0.73 | 0.043 | 14,511 | |
| MY | -1.0000 | 4 | -6,367 | 0 | -2,789 | 6,367 | 0.48 | 0.109 | -1,061 |
| NZ | 1.0000 | 1 | 5,143 | 0 | 1,957 | 5,143 | 0.38 | -0.239 | -1,227 |
| PH | -1.0000 | 1 | -9,408 | 0 | -3,097 | 9,408 | 0.33 | 0.207 | -1,949 |
| SG | 1.0000 | 4 | 5,979 | 0 | 3,211 | 5,979 | 0.74 | -0.002 | 14 |
| TH | -1.0000 | 5 | -45,062 | 0 | -27,237 | 45,062 | 0.45 | 0.250 | -9,706 |
| 1.0000 | 4 | 33,539 | 0 | 21,029 | 33,539 | 0.69 | 0.257 | 8,366 | |
| TW | -1.0000 | 3 | -43,739 | -3,844 | -27,638 | 43,739 | 0.45 | -0.039 | -2,927 |