| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -78,932 | 1,931,366 | -351,893 | 17,654 | 230 | 41,702,591 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,005,149 | 1,005,149 | -966,279 | 7,497 |
| 1 | 926,217 | 926,217 | 614,385 | 10,157 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 6,686 | -26,063 | -25,392 | 90,459 | 0.65 | 0.081 | 1,597 |
| CN | 68 | -2,337 | -314,307 | -118,628 | 931,613 | 1.13 | 0.083 | -25,176 |
| HK | 22 | -127,707 | -53,344 | -172,823 | 204,058 | 1.12 | 0.100 | -12,306 |
| ID | 12 | 143,967 | 0 | 49,175 | 143,967 | 0.39 | 0.199 | 28,934 |
| JP | 93 | -130,719 | -184,143 | -94,176 | 513,905 | 0.65 | 0.068 | 23,175 |
| KR | 2 | -5,019 | 0 | -4,624 | 5,514 | 0.48 | 0.175 | -601 |
| NZ | 1 | 2,709 | 0 | 1,584 | 2,709 | 0.58 | 0.067 | -182 |
| SG | 4 | 22,809 | 0 | 9,519 | 22,809 | 0.54 | 0.071 | -109 |
| TH | 4 | 7,570 | 0 | 1,733 | 13,223 | 0.18 | 0.206 | 2,419 |
| TW | 1 | 3,109 | 0 | 1,739 | 3,109 | 0.56 | 0.031 | -96 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -41,887 | -26,063 | -40,000 | 41,887 | 0.78 | -0.079 | 2,497 |
| 1 | 14 | 48,572 | 0 | 14,608 | 48,572 | 0.56 | -0.064 | -900 | |
| CN | -1 | 54 | -466,975 | -314,307 | -491,334 | 466,975 | 1.15 | -0.028 | 14,050 |
| 1 | 14 | 464,638 | 0 | 372,705 | 464,638 | 1.02 | -0.087 | -39,226 | |
| HK | -1 | 13 | -165,883 | -53,344 | -209,939 | 165,883 | 1.18 | 0.021 | -19,007 |
| 1 | 9 | 38,176 | 0 | 37,115 | 38,176 | 1.03 | 0.162 | 6,701 | |
| ID | 1 | 12 | 143,967 | 0 | 49,175 | 143,967 | 0.39 | 0.199 | 28,934 |
| JP | -1 | 53 | -322,312 | -184,143 | -219,834 | 322,312 | 0.66 | -0.040 | 10,952 |
| 1 | 40 | 191,593 | 0 | 125,657 | 191,593 | 0.65 | 0.039 | 12,223 | |
| KR | -1 | 1 | -5,266 | 0 | -4,646 | 5,266 | 0.88 | 0.125 | -657 |
| 1 | 1 | 248 | 0 | 21 | 248 | 0.09 | 0.225 | 56 | |
| NZ | 1 | 1 | 2,709 | 0 | 1,584 | 2,709 | 0.58 | -0.067 | -182 |
| SG | 1 | 4 | 22,809 | 0 | 9,519 | 22,809 | 0.54 | -0.020 | -109 |
| TH | -1 | 2 | -2,826 | 0 | -527 | 2,826 | 0.18 | 0.134 | -339 |
| 1 | 2 | 10,397 | 0 | 2,261 | 10,397 | 0.17 | 0.279 | 2,758 | |
| TW | 1 | 1 | 3,109 | 0 | 1,739 | 3,109 | 0.56 | -0.031 | -96 |