| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 136,107 | 806,782 | 12,568 | -765 | 140 | 39,955,271 | 0.020 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -335,338 | 335,338 | -333,084 | 3,757 |
| 1.0000 | 471,445 | 471,445 | 345,652 | -4,522 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -1,618 | -15,581 | -10,761 | 74,255 | 0.58 | 0.074 | -563 |
| CN | 23 | 205,919 | -42,950 | 152,670 | 356,189 | 1.25 | 0.067 | -9,280 |
| HK | 15 | -67,549 | -46,773 | -105,574 | 73,611 | 1.35 | 0.123 | 3,210 |
| ID | 2 | -3,994 | 0 | -1,585 | 3,994 | 0.41 | 0.161 | -602 |
| JP | 59 | 1,016 | -80,448 | -10,260 | 217,318 | 0.60 | 0.080 | 6,473 |
| MY | 2 | 359 | 0 | 37 | 549 | 0.53 | 0.165 | 112 |
| NZ | 2 | 458 | -4,695 | -1,629 | 9,848 | 0.36 | 0.059 | 71 |
| SG | 2 | 8,479 | 0 | 4,393 | 8,479 | 0.60 | 0.055 | 525 |
| TH | 4 | -2,542 | 0 | -2,949 | 22,476 | 0.39 | 0.168 | -139 |
| TW | 3 | -4,420 | 0 | -11,774 | 40,062 | 0.81 | 0.121 | -572 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -37,937 | -15,581 | -23,501 | 37,937 | 0.74 | -0.042 | 823 |
| 1.0000 | 13 | 36,319 | 0 | 12,740 | 36,319 | 0.40 | -0.065 | -1,386 | |
| CN | -1.0000 | 10 | -75,135 | -42,950 | -102,202 | 75,135 | 1.28 | -0.018 | -1,278 |
| 1.0000 | 13 | 281,054 | 0 | 254,872 | 281,054 | 1.22 | -0.057 | -8,002 | |
| HK | -1.0000 | 14 | -70,580 | -46,773 | -107,423 | 70,580 | 1.40 | -0.037 | 3,634 |
| 1.0000 | 1 | 3,031 | 0 | 1,848 | 3,031 | 0.61 | -0.140 | -423 | |
| ID | -1.0000 | 2 | -3,994 | 0 | -1,585 | 3,994 | 0.41 | 0.161 | -602 |
| JP | -1.0000 | 33 | -108,151 | -80,448 | -69,268 | 108,151 | 0.64 | -0.057 | 5,415 |
| 1.0000 | 26 | 109,167 | 0 | 59,009 | 109,167 | 0.54 | 0.001 | 1,059 | |
| MY | -1.0000 | 1 | -95 | 0 | -77 | 95 | 0.81 | 0.068 | -6 |
| 1.0000 | 1 | 454 | 0 | 114 | 454 | 0.25 | 0.261 | 119 | |
| NZ | -1.0000 | 1 | -4,695 | -4,695 | -2,565 | 4,695 | 0.55 | -0.069 | 326 |
| 1.0000 | 1 | 5,153 | 0 | 936 | 5,153 | 0.18 | -0.050 | -255 | |
| SG | 1.0000 | 2 | 8,479 | 0 | 4,393 | 8,479 | 0.60 | 0.055 | 525 |
| TH | -1.0000 | 1 | -12,509 | 0 | -5,699 | 12,509 | 0.46 | 0.147 | -1,837 |
| 1.0000 | 3 | 9,967 | 0 | 2,750 | 9,967 | 0.37 | 0.175 | 1,698 | |
| TW | -1.0000 | 1 | -22,241 | 0 | -20,762 | 22,241 | 0.93 | 0.122 | -2,716 |
| 1.0000 | 2 | 17,821 | 0 | 8,989 | 17,821 | 0.74 | 0.120 | 2,145 |