| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 88,369 | 1,262,566 | 6,827 | 31,299 | 184 | 41,780,278 | 0.030 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -587,099 | 587,099 | -603,049 | 14,369 |
| 1.0000 | 675,468 | 675,468 | 609,876 | 16,930 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -35,950 | -49,381 | -26,976 | 63,657 | 0.67 | 0.075 | 5,619 |
| CN | 60 | 101,869 | -215,063 | 37,337 | 633,268 | 1.18 | 0.084 | 4,448 |
| HK | 17 | -3,332 | -17,549 | -13,299 | 165,149 | 1.26 | 0.134 | 2,363 |
| ID | 4 | 13,958 | 0 | 3,934 | 13,958 | 0.30 | 0.158 | 2,273 |
| JP | 68 | 211 | -93,600 | -725 | 366,246 | 0.67 | 0.077 | 14,644 |
| KR | 1 | 1,482 | 0 | 107 | 1,482 | 0.07 | 0.234 | 346 |
| NZ | 1 | 478 | 0 | 205 | 478 | 0.43 | 0.130 | -62 |
| SG | 2 | -882 | -2,380 | -556 | 3,878 | 0.70 | 0.152 | 76 |
| TH | 5 | 2,541 | 0 | 749 | 6,456 | 0.47 | 0.199 | 433 |
| TW | 2 | 7,994 | 0 | 6,051 | 7,994 | 0.73 | 0.148 | 1,159 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -49,804 | -49,381 | -31,308 | 49,804 | 0.73 | -0.083 | 4,823 |
| 1.0000 | 6 | 13,853 | 0 | 4,332 | 13,853 | 0.46 | 0.035 | 797 | |
| CN | -1.0000 | 38 | -265,700 | -215,063 | -311,594 | 265,700 | 1.19 | -0.030 | 14,861 |
| 1.0000 | 22 | 367,569 | 0 | 348,931 | 367,569 | 1.16 | -0.012 | -10,413 | |
| HK | -1.0000 | 9 | -84,240 | -17,549 | -124,147 | 84,240 | 1.16 | 0.042 | -13,703 |
| 1.0000 | 8 | 80,908 | 0 | 110,848 | 80,908 | 1.38 | 0.203 | 16,066 | |
| ID | 1.0000 | 4 | 13,958 | 0 | 3,934 | 13,958 | 0.30 | 0.158 | 2,273 |
| JP | -1.0000 | 30 | -183,017 | -93,600 | -133,063 | 183,017 | 0.62 | -0.068 | 8,499 |
| 1.0000 | 38 | 183,228 | 0 | 132,338 | 183,228 | 0.72 | 0.014 | 6,145 | |
| KR | 1.0000 | 1 | 1,482 | 0 | 107 | 1,482 | 0.07 | 0.234 | 346 |
| NZ | 1.0000 | 1 | 478 | 0 | 205 | 478 | 0.43 | -0.130 | -62 |
| SG | -1.0000 | 1 | -2,380 | -2,380 | -1,633 | 2,380 | 0.69 | -0.137 | 326 |
| 1.0000 | 1 | 1,498 | 0 | 1,077 | 1,498 | 0.72 | -0.167 | -250 | |
| TH | -1.0000 | 3 | -1,958 | 0 | -1,303 | 1,958 | 0.58 | 0.174 | -437 |
| 1.0000 | 2 | 4,499 | 0 | 2,052 | 4,499 | 0.31 | 0.236 | 870 | |
| TW | 1.0000 | 2 | 7,994 | 0 | 6,051 | 7,994 | 0.73 | 0.148 | 1,159 |