| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -174,664 | 2,298,978 | 37,743 | 138,500 | 225 | 42,114,936 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,236,821 | 1,236,821 | -1,085,935 | 93,135 |
| 1.0000 | 1,062,157 | 1,062,157 | 1,123,678 | 45,365 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -34,894 | -48,553 | -29,044 | 115,737 | 0.74 | 0.101 | 8,186 |
| CN | 68 | -150,182 | -539,578 | -63,571 | 1,278,408 | 1.15 | 0.111 | 91,800 |
| HK | 9 | 11,042 | -61,443 | 72,027 | 136,690 | 1.16 | 0.139 | 17,696 |
| ID | 2 | -1,726 | 0 | 37 | 1,726 | -0.01 | 0.074 | -131 |
| JP | 102 | 16,321 | -185,224 | 65,430 | 723,569 | 0.80 | 0.073 | 19,892 |
| MY | 3 | -3,476 | 0 | -1,843 | 3,476 | 0.54 | 0.059 | 241 |
| NZ | 1 | -724 | -724 | -275 | 724 | 0.38 | 0.146 | 105 |
| SG | 3 | -7,836 | -7,836 | -6,410 | 7,836 | 0.94 | 0.051 | -123 |
| TH | 4 | 6,821 | 0 | 11,170 | 18,713 | 0.73 | 0.224 | 664 |
| TW | 2 | -10,009 | 0 | -9,777 | 12,099 | 0.71 | 0.011 | 169 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -75,316 | -48,553 | -46,969 | 75,316 | 0.91 | -0.134 | 7,445 |
| 1.0000 | 19 | 40,422 | 0 | 17,926 | 40,422 | 0.63 | -0.009 | 741 | |
| CN | -1.0000 | 35 | -714,295 | -539,578 | -742,498 | 714,295 | 1.08 | -0.080 | 94,648 |
| 1.0000 | 33 | 564,113 | 0 | 678,927 | 564,113 | 1.22 | 0.016 | -2,848 | |
| HK | -1.0000 | 5 | -62,824 | -61,443 | -35,089 | 62,824 | 0.96 | -0.071 | 3,956 |
| 1.0000 | 4 | 73,866 | 0 | 107,115 | 73,866 | 1.41 | 0.224 | 13,739 | |
| ID | -1.0000 | 2 | -1,726 | 0 | 37 | 1,726 | -0.01 | 0.074 | -131 |
| JP | -1.0000 | 50 | -353,624 | -185,224 | -241,345 | 353,624 | 0.73 | 0.010 | -11,308 |
| 1.0000 | 52 | 369,945 | 0 | 306,776 | 369,945 | 0.86 | 0.072 | 31,200 | |
| MY | -1.0000 | 3 | -3,476 | 0 | -1,843 | 3,476 | 0.54 | -0.059 | 241 |
| NZ | -1.0000 | 1 | -724 | -724 | -275 | 724 | 0.38 | -0.146 | 105 |
| SG | -1.0000 | 3 | -7,836 | -7,836 | -6,410 | 7,836 | 0.94 | -0.015 | -123 |
| TH | -1.0000 | 1 | -5,946 | 0 | -1,257 | 5,946 | 0.21 | 0.313 | -1,861 |
| 1.0000 | 3 | 12,767 | 0 | 12,427 | 12,767 | 0.91 | 0.194 | 2,525 | |
| TW | -1.0000 | 1 | -11,054 | 0 | -10,284 | 11,054 | 0.93 | -0.015 | 161 |
| 1.0000 | 1 | 1,045 | 0 | 507 | 1,045 | 0.49 | 0.007 | 7 |