| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -146,559 | 883,960 | -177,926 | 15,187 | 154 | 40,297,224 | 0.022 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -515,260 | 515,260 | -472,763 | 18,060 |
| 1.0000 | 368,701 | 368,701 | 294,837 | -2,874 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 23,001 | -9,353 | -7,236 | 110,165 | 0.62 | 0.062 | -923 |
| CN | 20 | -188,875 | -209,038 | -115,492 | 325,718 | 1.36 | 0.057 | -1,317 |
| HK | 14 | -18,404 | -35,752 | -27,054 | 80,139 | 1.03 | 0.146 | 3,903 |
| ID | 1 | 12,836 | 0 | 6,157 | 12,836 | 0.48 | 0.200 | 2,565 |
| JP | 65 | -3,046 | -84,211 | -47,545 | 304,115 | 0.62 | 0.079 | 6,036 |
| KR | 10 | 7,464 | -2,398 | 1,225 | 12,259 | 0.57 | 0.218 | 2,509 |
| MY | 1 | 3,790 | 0 | 1,093 | 3,790 | 0.29 | 0.211 | 800 |
| NZ | 3 | 909 | -1,555 | -387 | 4,020 | 0.31 | 0.049 | -19 |
| SG | 2 | 10,223 | 0 | 7,476 | 10,223 | 0.50 | 0.025 | 149 |
| TH | 5 | -397 | 0 | -1,545 | 14,756 | 0.34 | 0.166 | 80 |
| TW | 1 | 5,940 | 0 | 5,383 | 5,940 | 0.91 | 0.236 | 1,404 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -43,582 | -9,353 | -30,560 | 43,582 | 0.71 | -0.021 | -531 |
| 1.0000 | 17 | 66,583 | 0 | 23,323 | 66,583 | 0.53 | -0.059 | -393 | |
| CN | -1.0000 | 15 | -257,296 | -209,038 | -247,638 | 257,296 | 1.20 | -0.007 | 2,230 |
| 1.0000 | 5 | 68,422 | 0 | 132,146 | 68,422 | 1.84 | -0.044 | -3,548 | |
| HK | -1.0000 | 10 | -49,271 | -35,752 | -59,007 | 49,271 | 1.09 | -0.051 | 2,771 |
| 1.0000 | 4 | 30,867 | 0 | 31,952 | 30,867 | 0.87 | -0.009 | 1,131 | |
| ID | 1.0000 | 1 | 12,836 | 0 | 6,157 | 12,836 | 0.48 | 0.200 | 2,565 |
| JP | -1.0000 | 35 | -153,580 | -84,211 | -128,247 | 153,580 | 0.72 | -0.039 | 14,741 |
| 1.0000 | 30 | 150,535 | 0 | 80,702 | 150,535 | 0.50 | -0.070 | -8,704 | |
| KR | -1.0000 | 2 | -2,398 | -2,398 | -3,010 | 2,398 | 1.20 | 0.033 | -86 |
| 1.0000 | 8 | 9,862 | 0 | 4,235 | 9,862 | 0.41 | 0.264 | 2,595 | |
| MY | 1.0000 | 1 | 3,790 | 0 | 1,093 | 3,790 | 0.29 | 0.211 | 800 |
| NZ | -1.0000 | 1 | -1,555 | -1,555 | -850 | 1,555 | 0.55 | -0.058 | 91 |
| 1.0000 | 2 | 2,465 | 0 | 463 | 2,465 | 0.19 | -0.045 | -110 | |
| SG | 1.0000 | 2 | 10,223 | 0 | 7,476 | 10,223 | 0.50 | -0.004 | 149 |
| TH | -1.0000 | 1 | -7,576 | 0 | -3,452 | 7,576 | 0.46 | 0.153 | -1,157 |
| 1.0000 | 4 | 7,180 | 0 | 1,907 | 7,180 | 0.31 | 0.170 | 1,237 | |
| TW | 1.0000 | 1 | 5,940 | 0 | 5,383 | 5,940 | 0.91 | 0.236 | 1,404 |