| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 464,090 | 3,382,740 | 421,374 | -17,889 | 229 | 46,890,280 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,459,325 | 1,459,325 | -1,429,958 | 84,871 |
| 1 | 1,923,415 | 1,923,415 | 1,851,332 | -102,760 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 266,434 | -40,706 | 343,945 | 362,745 | 0.65 | 0.104 | -47,126 |
| CN | 58 | -44,881 | -989,568 | -67,548 | 1,957,078 | 1.13 | 0.075 | -17,998 |
| HK | 22 | -69,809 | -99,080 | -98,482 | 188,050 | 1.03 | 0.066 | -775 |
| ID | 9 | 30,001 | 0 | 12,011 | 30,001 | 0.42 | 0.219 | 6,574 |
| JP | 87 | 31,078 | -142,418 | 61,189 | 458,852 | 0.64 | 0.074 | 30,321 |
| KR | 4 | 30,175 | 0 | 29,268 | 30,175 | 0.87 | 0.180 | 6,018 |
| MY | 1 | -138 | 0 | 3 | 138 | -0.02 | 0.060 | -8 |
| NZ | 4 | 105,734 | -50,994 | 82,078 | 207,721 | 0.30 | 0.059 | -5,982 |
| SG | 4 | 60,155 | 0 | 22,589 | 60,155 | 0.54 | 0.058 | 1,511 |
| TH | 6 | 4,929 | 0 | 2,375 | 37,415 | 0.51 | 0.203 | 184 |
| TW | 3 | 50,411 | 0 | 33,945 | 50,411 | 0.68 | 0.183 | 9,393 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -48,156 | -40,706 | -22,863 | 48,156 | 0.64 | -0.116 | 5,730 |
| 1 | 14 | 314,590 | 0 | 366,808 | 314,590 | 0.66 | -0.063 | -52,856 | |
| CN | -1 | 29 | -1,000,980 | -989,568 | -1,159,546 | 1,000,980 | 1.17 | -0.022 | 65,800 |
| 1 | 29 | 956,098 | 0 | 1,091,998 | 956,098 | 1.09 | -0.043 | -83,799 | |
| HK | -1 | 19 | -128,929 | -99,080 | -108,410 | 128,929 | 1.01 | 0.011 | -1,646 |
| 1 | 3 | 59,121 | 0 | 9,927 | 59,121 | 1.23 | 0.096 | 870 | |
| ID | 1 | 9 | 30,001 | 0 | 12,011 | 30,001 | 0.42 | 0.219 | 6,574 |
| JP | -1 | 45 | -213,887 | -142,418 | -121,355 | 213,887 | 0.61 | -0.063 | 15,377 |
| 1 | 42 | 244,965 | 0 | 182,544 | 244,965 | 0.67 | 0.037 | 14,944 | |
| KR | 1 | 4 | 30,175 | 0 | 29,268 | 30,175 | 0.87 | 0.180 | 6,018 |
| MY | -1 | 1 | -138 | 0 | 3 | 138 | -0.02 | 0.060 | -8 |
| NZ | -1 | 3 | -50,994 | -50,994 | -9,575 | 50,994 | 0.20 | -0.059 | 3,310 |
| 1 | 1 | 156,727 | 0 | 91,654 | 156,727 | 0.58 | -0.059 | -9,291 | |
| SG | 1 | 4 | 60,155 | 0 | 22,589 | 60,155 | 0.54 | 0.009 | 1,511 |
| TH | -1 | 4 | -16,243 | 0 | -8,211 | 16,243 | 0.55 | 0.207 | -3,691 |
| 1 | 2 | 21,172 | 0 | 10,586 | 21,172 | 0.42 | 0.196 | 3,875 | |
| TW | 1 | 3 | 50,411 | 0 | 33,945 | 50,411 | 0.68 | 0.183 | 9,393 |