| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 10,589 | 1,398,545 | 22,128 | 24,637 | 151 | 39,457,932 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -693,978 | 693,978 | -547,998 | 45,405 |
| 1 | 704,567 | 704,567 | 570,126 | -20,768 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -40,572 | -69,607 | -91,788 | 116,801 | 0.77 | 0.069 | 4,094 |
| CN | 24 | 63,480 | -404,463 | 212,430 | 876,132 | 1.17 | 0.096 | 3,421 |
| HK | 15 | -9,932 | -32,392 | -38,614 | 55,536 | 1.53 | 0.111 | 5,719 |
| ID | 1 | 207 | 0 | 164 | 207 | 0.79 | 0.256 | 53 |
| JP | 47 | 18,900 | -98,680 | -39,488 | 229,844 | 0.61 | 0.093 | 11,199 |
| KR | 14 | -34,907 | -27,683 | -31,653 | 42,221 | 1.11 | 0.132 | -2,490 |
| MY | 1 | -3,851 | 0 | -969 | 3,851 | 0.25 | 0.257 | -989 |
| NZ | 2 | -1,731 | -8,305 | -3,343 | 14,879 | 0.36 | 0.094 | 319 |
| SG | 1 | 1,774 | 0 | 1,435 | 1,774 | 0.81 | 0.048 | 86 |
| TH | 9 | 76 | 0 | -4,555 | 40,156 | 0.46 | 0.182 | -1 |
| TW | 4 | 17,146 | 0 | 18,509 | 17,146 | 1.07 | 0.180 | 3,226 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -78,687 | -69,607 | -97,515 | 78,687 | 1.14 | -0.076 | 4,390 |
| 1 | 14 | 38,114 | 0 | 5,727 | 38,114 | 0.26 | -0.029 | -296 | |
| CN | -1 | 13 | -406,326 | -404,463 | -253,634 | 406,326 | 1.16 | -0.115 | 34,501 |
| 1 | 11 | 469,806 | 0 | 466,063 | 469,806 | 1.18 | -0.045 | -31,080 | |
| HK | -1 | 12 | -32,734 | -32,392 | -54,610 | 32,734 | 1.60 | -0.017 | 1,467 |
| 1 | 3 | 22,802 | 0 | 15,996 | 22,802 | 1.24 | 0.116 | 4,252 | |
| ID | 1 | 1 | 207 | 0 | 164 | 207 | 0.79 | 0.256 | 53 |
| JP | -1 | 24 | -105,472 | -98,680 | -90,887 | 105,472 | 0.80 | -0.094 | 11,859 |
| 1 | 23 | 124,372 | 0 | 51,400 | 124,372 | 0.41 | -0.017 | -660 | |
| KR | -1 | 12 | -38,564 | -27,683 | -34,577 | 38,564 | 1.15 | 0.040 | -3,043 |
| 1 | 2 | 3,657 | 0 | 2,924 | 3,657 | 0.86 | 0.127 | 552 | |
| MY | -1 | 1 | -3,851 | 0 | -969 | 3,851 | 0.25 | 0.257 | -989 |
| NZ | -1 | 1 | -8,305 | -8,305 | -4,537 | 8,305 | 0.55 | -0.105 | 871 |
| 1 | 1 | 6,574 | 0 | 1,194 | 6,574 | 0.18 | -0.084 | -552 | |
| SG | 1 | 1 | 1,774 | 0 | 1,435 | 1,774 | 0.81 | 0.048 | 86 |
| TH | -1 | 4 | -20,040 | 0 | -11,269 | 20,040 | 0.53 | 0.186 | -3,652 |
| 1 | 5 | 20,116 | 0 | 6,714 | 20,116 | 0.40 | 0.179 | 3,651 | |
| TW | 1 | 4 | 17,146 | 0 | 18,509 | 17,146 | 1.07 | 0.141 | 3,226 |