| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 237,479 | 1,485,131 | 284,000 | -39,513 | 161 | 45,638,537 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -623,826 | 623,826 | -591,290 | 13,555 |
| 1 | 861,305 | 861,305 | 875,289 | -53,068 |
| 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 | 26 | 147,737 | -317,001 | 288,744 | 879,462 | 1.29 | 0.058 | -59,704 |
| HK | 15 | 29,022 | -35,752 | 30,635 | 127,565 | 1.04 | 0.142 | 7,590 |
| 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 | 15 | -43,582 | -9,353 | -30,560 | 43,582 | 0.71 | -0.021 | -531 |
| 1 | 17 | 66,583 | 0 | 23,323 | 66,583 | 0.53 | -0.059 | -393 | |
| CN | -1 | 16 | -365,863 | -317,001 | -366,164 | 365,863 | 1.20 | -0.007 | -2,275 |
| 1 | 10 | 513,600 | 0 | 654,908 | 513,600 | 1.45 | -0.056 | -57,429 | |
| HK | -1 | 10 | -49,271 | -35,752 | -59,007 | 49,271 | 1.09 | -0.051 | 2,771 |
| 1 | 5 | 78,293 | 0 | 89,642 | 78,293 | 0.94 | 0.008 | 4,819 | |
| ID | 1 | 1 | 12,836 | 0 | 6,157 | 12,836 | 0.48 | 0.200 | 2,565 |
| JP | -1 | 35 | -153,580 | -84,211 | -128,247 | 153,580 | 0.72 | -0.039 | 14,741 |
| 1 | 30 | 150,535 | 0 | 80,702 | 150,535 | 0.50 | -0.070 | -8,704 | |
| KR | -1 | 2 | -2,398 | -2,398 | -3,010 | 2,398 | 1.20 | 0.033 | -86 |
| 1 | 8 | 9,862 | 0 | 4,235 | 9,862 | 0.41 | 0.264 | 2,595 | |
| MY | 1 | 1 | 3,790 | 0 | 1,093 | 3,790 | 0.29 | 0.211 | 800 |
| NZ | -1 | 1 | -1,555 | -1,555 | -850 | 1,555 | 0.55 | -0.058 | 91 |
| 1 | 2 | 2,465 | 0 | 463 | 2,465 | 0.19 | -0.045 | -110 | |
| SG | 1 | 2 | 10,223 | 0 | 7,476 | 10,223 | 0.50 | -0.004 | 149 |
| TH | -1 | 1 | -7,576 | 0 | -3,452 | 7,576 | 0.46 | 0.153 | -1,157 |
| 1 | 4 | 7,180 | 0 | 1,907 | 7,180 | 0.31 | 0.170 | 1,237 | |
| TW | 1 | 1 | 5,940 | 0 | 5,383 | 5,940 | 0.91 | 0.236 | 1,404 |