| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -31,677 | 220,983 | -50,601 | 2,614 | 50 | 42,075,111 | 0.005 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -126,330 | 126,330 | -110,698 | -4,147 |
| 1 | 94,653 | 94,653 | 60,098 | 6,762 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -1,996 | -16,415 | -18,054 | 90,148 | 0.73 | 0.072 | 1,633 |
| HK | 10 | -14,283 | -1,414 | -19,535 | 54,506 | 1.31 | 0.094 | 264 |
| MY | 3 | -7,044 | 0 | -3,521 | 7,044 | 0.46 | 0.066 | 176 |
| NZ | 1 | 1,495 | 0 | 640 | 1,495 | 0.43 | 0.141 | -211 |
| SG | 5 | -22,885 | -22,885 | -17,219 | 22,885 | 0.79 | 0.040 | 337 |
| TH | 4 | -5,732 | 0 | -3,248 | 26,137 | 0.52 | 0.189 | -1,822 |
| TW | 2 | 18,768 | 0 | 10,335 | 18,768 | 0.83 | 0.116 | 2,237 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -46,072 | -16,415 | -29,823 | 46,072 | 0.87 | -0.058 | 1,340 |
| 1 | 11 | 44,076 | 0 | 11,769 | 44,076 | 0.56 | -0.028 | 293 | |
| HK | -1 | 7 | -34,394 | -1,414 | -51,652 | 34,394 | 1.16 | 0.046 | -2,729 |
| 1 | 3 | 20,111 | 0 | 32,117 | 20,111 | 1.68 | 0.107 | 2,992 | |
| MY | -1 | 3 | -7,044 | 0 | -3,521 | 7,044 | 0.46 | 0.015 | 176 |
| NZ | 1 | 1 | 1,495 | 0 | 640 | 1,495 | 0.43 | -0.141 | -211 |
| SG | -1 | 5 | -22,885 | -22,885 | -17,219 | 22,885 | 0.79 | -0.033 | 337 |
| TH | -1 | 2 | -15,935 | 0 | -8,483 | 15,935 | 0.38 | 0.238 | -3,272 |
| 1 | 2 | 10,202 | 0 | 5,235 | 10,202 | 0.65 | 0.141 | 1,450 | |
| TW | 1 | 2 | 18,768 | 0 | 10,335 | 18,768 | 0.83 | 0.116 | 2,237 |