| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 265,025 | 2,272,799 | 56,745 | 35,621 | 221 | 41,101,855 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,003,887 | 1,003,887 | -1,000,736 | 50,290 |
| 1 | 1,268,912 | 1,268,912 | 1,057,481 | -14,668 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -72,826 | -40,706 | -83,894 | 141,390 | 0.65 | 0.104 | 18,560 |
| CN | 50 | 159,585 | -460,190 | 17,813 | 1,106,490 | 1.18 | 0.078 | -30,496 |
| HK | 21 | -120,944 | -99,080 | -98,482 | 136,915 | 1.03 | 0.066 | -775 |
| ID | 9 | 30,001 | 0 | 12,011 | 30,001 | 0.42 | 0.219 | 6,574 |
| JP | 88 | 17,942 | -155,554 | 39,038 | 471,988 | 0.65 | 0.073 | 30,644 |
| 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 | 21 | -107,108 | -40,706 | -95,162 | 107,108 | 0.76 | -0.130 | 17,680 |
| 1 | 10 | 34,282 | 0 | 11,268 | 34,282 | 0.41 | -0.014 | 880 | |
| CN | -1 | 25 | -473,453 | -460,190 | -635,875 | 473,453 | 1.24 | -0.025 | 18,946 |
| 1 | 25 | 633,038 | 0 | 653,688 | 633,038 | 1.11 | -0.041 | -49,443 | |
| HK | -1 | 19 | -128,929 | -99,080 | -108,410 | 128,929 | 1.01 | 0.011 | -1,646 |
| 1 | 2 | 7,985 | 0 | 9,927 | 7,985 | 1.23 | 0.096 | 870 | |
| ID | 1 | 9 | 30,001 | 0 | 12,011 | 30,001 | 0.42 | 0.219 | 6,574 |
| JP | -1 | 46 | -227,023 | -155,554 | -143,506 | 227,023 | 0.63 | -0.062 | 15,699 |
| 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 |