| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -31,687 | 1,407,911 | 158,190 | -1,243 | 172 | 41,175,339 | 0.034 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -719,799 | 719,799 | -831,532 | 28,144 |
| 1.0000 | 688,112 | 688,112 | 989,722 | -29,387 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 16,193 | -12,827 | 19,009 | 62,610 | 0.66 | 0.098 | 311 |
| CN | 43 | 102,089 | -239,392 | 302,587 | 850,527 | 1.28 | 0.081 | -18,998 |
| HK | 12 | -88,293 | -47,488 | -137,107 | 124,719 | 1.31 | 0.107 | -1,097 |
| ID | 2 | -2,488 | 0 | -1,178 | 2,488 | 0.47 | 0.120 | -329 |
| JP | 55 | 24,637 | -35,537 | 23,241 | 244,853 | 0.76 | 0.078 | 656 |
| KR | 16 | -61,090 | -69,971 | -41,078 | 78,852 | 0.57 | 0.206 | 17,515 |
| MY | 2 | -11,588 | 0 | -3,515 | 11,588 | 0.43 | 0.031 | 387 |
| NZ | 1 | -831 | -831 | -486 | 831 | 0.58 | 0.078 | 65 |
| SG | 3 | -5,514 | 0 | -1,295 | 9,953 | 0.52 | 0.018 | -281 |
| TH | 7 | -4,801 | 0 | -1,988 | 21,489 | 0.46 | 0.178 | 530 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -23,209 | -12,827 | -9,327 | 23,209 | 0.33 | -0.092 | 2,939 |
| 1.0000 | 20 | 39,402 | 0 | 28,336 | 39,402 | 0.85 | -0.096 | -2,628 | |
| CN | -1.0000 | 28 | -374,219 | -239,392 | -527,087 | 374,219 | 1.15 | -0.017 | 15,753 |
| 1.0000 | 15 | 476,308 | 0 | 829,674 | 476,308 | 1.51 | -0.099 | -34,752 | |
| HK | -1.0000 | 10 | -106,506 | -47,488 | -155,548 | 106,506 | 1.38 | 0.041 | -5,404 |
| 1.0000 | 2 | 18,213 | 0 | 18,441 | 18,213 | 1.00 | 0.240 | 4,307 | |
| ID | -1.0000 | 2 | -2,488 | 0 | -1,178 | 2,488 | 0.47 | 0.120 | -329 |
| JP | -1.0000 | 30 | -110,108 | -35,537 | -85,922 | 110,108 | 0.75 | -0.024 | 622 |
| 1.0000 | 25 | 134,745 | 0 | 109,163 | 134,745 | 0.76 | -0.016 | 34 | |
| KR | -1.0000 | 13 | -69,971 | -69,971 | -43,085 | 69,971 | 0.59 | -0.217 | 15,957 |
| 1.0000 | 3 | 8,881 | 0 | 2,008 | 8,881 | 0.46 | 0.092 | 1,558 | |
| MY | -1.0000 | 2 | -11,588 | 0 | -3,515 | 11,588 | 0.43 | -0.031 | 387 |
| NZ | -1.0000 | 1 | -831 | -831 | -486 | 831 | 0.58 | -0.078 | 65 |
| SG | -1.0000 | 1 | -7,734 | 0 | -1,911 | 7,734 | 0.25 | 0.031 | -238 |
| 1.0000 | 2 | 2,219 | 0 | 616 | 2,219 | 0.65 | -0.011 | -43 | |
| TH | -1.0000 | 3 | -13,145 | 0 | -3,473 | 13,145 | 0.46 | 0.132 | -1,607 |
| 1.0000 | 4 | 8,344 | 0 | 1,484 | 8,344 | 0.45 | 0.213 | 2,137 |