| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -382,532 | 2,431,066 | -254,415 | 60,083 | 219 | 47,502,471 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,406,799 | 1,406,799 | -1,438,670 | 95,069 |
| 1 | 1,024,267 | 1,024,267 | 1,184,255 | -34,986 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 51,408 | -17,014 | 54,658 | 120,771 | 0.74 | 0.095 | -4,974 |
| CN | 39 | -189,910 | -578,569 | 14,823 | 1,250,180 | 1.14 | 0.085 | 2,770 |
| HK | 21 | 124,308 | -3,189 | 57,182 | 235,983 | 1.54 | 0.167 | 20,584 |
| JP | 83 | -76,527 | -77,164 | -69,847 | 443,724 | 0.74 | 0.063 | -5,436 |
| KR | 25 | -324,312 | -325,938 | -333,618 | 327,564 | 0.89 | 0.138 | 42,981 |
| MY | 1 | -316 | 0 | -212 | 316 | 0.67 | 0.005 | 1 |
| NZ | 1 | 272 | 0 | 45 | 272 | 0.16 | 0.081 | -22 |
| SG | 4 | 16,821 | 0 | 9,628 | 16,821 | 0.66 | 0.028 | 681 |
| TH | 7 | 15,726 | 0 | 12,926 | 35,433 | 0.42 | 0.173 | 3,498 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,682 | -17,014 | -14,827 | 34,682 | 0.55 | -0.087 | 3,499 |
| 1 | 25 | 86,090 | 0 | 69,485 | 86,090 | 0.83 | -0.094 | -8,474 | |
| CN | -1 | 23 | -720,045 | -578,569 | -764,745 | 720,045 | 1.02 | -0.012 | 57,179 |
| 1 | 16 | 530,135 | 0 | 779,568 | 530,135 | 1.31 | -0.081 | -54,409 | |
| HK | -1 | 8 | -55,838 | -3,189 | -115,779 | 55,838 | 1.76 | 0.089 | -7,402 |
| 1 | 13 | 180,145 | 0 | 172,961 | 180,145 | 1.39 | 0.205 | 27,986 | |
| JP | -1 | 46 | -260,126 | -77,164 | -207,330 | 260,126 | 0.70 | -0.017 | 300 |
| 1 | 37 | 183,599 | 0 | 137,484 | 183,599 | 0.80 | -0.034 | -5,736 | |
| KR | -1 | 24 | -325,938 | -325,938 | -333,758 | 325,938 | 0.93 | -0.135 | 42,654 |
| 1 | 1 | 1,626 | 0 | 140 | 1,626 | 0.09 | 0.201 | 327 | |
| MY | -1 | 1 | -316 | 0 | -212 | 316 | 0.67 | -0.005 | 1 |
| NZ | 1 | 1 | 272 | 0 | 45 | 272 | 0.16 | -0.081 | -22 |
| SG | 1 | 4 | 16,821 | 0 | 9,628 | 16,821 | 0.66 | 0.018 | 681 |
| TH | -1 | 2 | -9,854 | 0 | -2,020 | 9,854 | 0.19 | 0.131 | -1,162 |
| 1 | 5 | 25,579 | 0 | 14,945 | 25,579 | 0.51 | 0.189 | 4,660 |