| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 495,483 | 1,661,764 | 597,140 | -28,266 | 175 | 45,919,265 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -583,141 | 583,141 | -429,754 | -244 |
| 1 | 1,078,623 | 1,078,623 | 1,026,895 | -28,022 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -3,878 | -33,535 | -21,476 | 122,994 | 0.78 | 0.086 | -1,631 |
| CN | 7 | 330,913 | -127,364 | 405,227 | 586,167 | 1.07 | 0.053 | -46,152 |
| HK | 1 | 37,501 | 0 | 45,618 | 37,501 | 1.22 | 0.156 | 5,854 |
| ID | 2 | 2,757 | 0 | 1,394 | 2,757 | 0.61 | 0.183 | 481 |
| JP | 102 | -44,583 | -209,317 | -12,809 | 626,040 | 0.69 | 0.081 | -6,289 |
| KR | 13 | 128,555 | -456 | 143,381 | 129,466 | 0.99 | 0.171 | 20,015 |
| MY | 2 | -9,562 | 0 | -358 | 9,562 | 0.01 | 0.040 | -3 |
| NZ | 1 | 5,388 | 0 | 2,943 | 5,388 | 0.55 | 0.087 | -469 |
| SG | 3 | 9,098 | 0 | 5,685 | 9,098 | 0.63 | 0.036 | -465 |
| TH | 4 | -13,807 | 0 | -6,504 | 13,807 | 0.54 | 0.114 | -1,286 |
| TW | 4 | 53,099 | 0 | 34,039 | 118,983 | 0.73 | 0.112 | 1,678 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -63,436 | -33,535 | -49,926 | 63,436 | 0.91 | -0.060 | 3,288 |
| 1 | 14 | 59,558 | 0 | 28,450 | 59,558 | 0.58 | -0.100 | -4,919 | |
| CN | -1 | 2 | -127,627 | -127,364 | -139,517 | 127,627 | 1.10 | 0.034 | -3,884 |
| 1 | 5 | 458,540 | 0 | 544,745 | 458,540 | 1.06 | -0.058 | -42,267 | |
| HK | 1 | 1 | 37,501 | 0 | 45,618 | 37,501 | 1.22 | 0.156 | 5,854 |
| ID | 1 | 2 | 2,757 | 0 | 1,394 | 2,757 | 0.61 | 0.183 | 481 |
| JP | -1 | 61 | -335,312 | -209,317 | -204,910 | 335,312 | 0.64 | -0.035 | 5,325 |
| 1 | 41 | 290,729 | 0 | 192,101 | 290,729 | 0.75 | -0.043 | -11,614 | |
| KR | -1 | 1 | -456 | -456 | -741 | 456 | 1.62 | -0.078 | 35 |
| 1 | 12 | 129,011 | 0 | 144,122 | 129,011 | 0.93 | 0.170 | 19,980 | |
| MY | -1 | 2 | -9,562 | 0 | -358 | 9,562 | 0.01 | 0.006 | -3 |
| NZ | 1 | 1 | 5,388 | 0 | 2,943 | 5,388 | 0.55 | -0.087 | -469 |
| SG | 1 | 3 | 9,098 | 0 | 5,685 | 9,098 | 0.63 | -0.035 | -465 |
| TH | -1 | 4 | -13,807 | 0 | -6,504 | 13,807 | 0.54 | 0.114 | -1,286 |
| TW | -1 | 3 | -32,942 | 0 | -27,798 | 32,942 | 0.73 | 0.128 | -3,719 |
| 1 | 1 | 86,041 | 0 | 61,837 | 86,041 | 0.72 | 0.063 | 5,397 |