| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -479,381 | 1,697,360 | -256,777 | 48,485 | 201 | 39,096,609 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,088,371 | 1,088,371 | -795,315 | 22,422 |
| 1.0000 | 608,989 | 608,989 | 538,538 | 26,063 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -7,082 | -15,900 | -8,584 | 55,526 | 0.56 | 0.071 | 585 |
| CN | 18 | -450,315 | -125,806 | -54,156 | 717,193 | 1.34 | 0.070 | -1,714 |
| HK | 53 | -140,573 | -86,929 | -218,209 | 262,608 | 1.41 | 0.101 | -2,493 |
| ID | 2 | -4,383 | 0 | -1,835 | 4,383 | 0.41 | 0.139 | -635 |
| JP | 61 | 7,963 | -219,839 | -35,428 | 487,546 | 0.70 | 0.090 | 33,090 |
| KR | 19 | 42,674 | -4,607 | 15,025 | 51,888 | 0.74 | 0.222 | 13,877 |
| MY | 1 | -3,508 | 0 | -883 | 3,508 | 0.25 | 0.249 | -873 |
| NZ | 3 | 624 | -5,299 | -1,816 | 11,222 | 0.31 | 0.062 | 90 |
| SG | 7 | 62,861 | 0 | 35,382 | 62,861 | 0.49 | 0.077 | 3,051 |
| TH | 6 | -11,140 | 0 | -6,090 | 17,126 | 0.37 | 0.151 | -1,590 |
| TW | 4 | 23,499 | 0 | 19,815 | 23,499 | 0.73 | 0.190 | 5,097 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -31,304 | -15,900 | -16,967 | 31,304 | 0.65 | -0.049 | 1,334 |
| 1.0000 | 12 | 24,222 | 0 | 8,383 | 24,222 | 0.46 | -0.064 | -750 | |
| CN | -1.0000 | 10 | -583,754 | -125,806 | -261,199 | 583,754 | 1.15 | 0.011 | 8,873 |
| 1.0000 | 8 | 133,439 | 0 | 207,044 | 133,439 | 1.58 | -0.054 | -10,588 | |
| HK | -1.0000 | 43 | -201,590 | -86,929 | -316,365 | 201,590 | 1.45 | 0.016 | -3,874 |
| 1.0000 | 10 | 61,018 | 0 | 98,156 | 61,018 | 1.25 | -0.018 | 1,381 | |
| ID | -1.0000 | 2 | -4,383 | 0 | -1,835 | 4,383 | 0.41 | 0.139 | -635 |
| JP | -1.0000 | 36 | -239,792 | -219,839 | -180,971 | 239,792 | 0.79 | -0.076 | 19,087 |
| 1.0000 | 25 | 247,754 | 0 | 145,543 | 247,754 | 0.58 | 0.049 | 14,003 | |
| KR | -1.0000 | 3 | -4,607 | -4,607 | -7,759 | 4,607 | 1.55 | -0.013 | 145 |
| 1.0000 | 16 | 47,281 | 0 | 22,784 | 47,281 | 0.59 | 0.256 | 13,732 | |
| MY | -1.0000 | 1 | -3,508 | 0 | -883 | 3,508 | 0.25 | 0.249 | -873 |
| NZ | -1.0000 | 1 | -5,299 | -5,299 | -2,895 | 5,299 | 0.55 | -0.074 | 390 |
| 1.0000 | 2 | 5,923 | 0 | 1,079 | 5,923 | 0.19 | -0.056 | -300 | |
| SG | 1.0000 | 7 | 62,861 | 0 | 35,382 | 62,861 | 0.49 | 0.030 | 3,051 |
| TH | -1.0000 | 4 | -14,133 | 0 | -6,441 | 14,133 | 0.44 | 0.152 | -2,025 |
| 1.0000 | 2 | 2,993 | 0 | 352 | 2,993 | 0.23 | 0.148 | 436 | |
| TW | 1.0000 | 4 | 23,499 | 0 | 19,815 | 23,499 | 0.73 | 0.190 | 5,097 |