| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -311,053 | 3,251,978 | -469,556 | 117,723 | 225 | 42,299,245 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,781,515 | 1,781,515 | -1,757,835 | -373 |
| 1 | 1,470,463 | 1,470,463 | 1,288,279 | 118,096 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -5,297 | -87,760 | -21,311 | 299,235 | 0.63 | 0.094 | 17,979 |
| CN | 61 | -261,375 | -382,870 | -332,398 | 877,238 | 1.33 | 0.115 | 57,891 |
| HK | 16 | -75,750 | 0 | -122,828 | 388,011 | 1.49 | 0.199 | 14,030 |
| JP | 83 | -80,026 | -148,426 | -70,508 | 1,259,522 | 0.80 | 0.058 | 29,578 |
| KR | 11 | 45,801 | -1,258 | 40,115 | 71,235 | 0.56 | 0.163 | -8,503 |
| MY | 3 | -80,037 | 0 | -29,570 | 80,037 | 0.31 | 0.103 | -8,217 |
| SG | 3 | 104,178 | 0 | 66,131 | 104,178 | 0.61 | 0.055 | 2,920 |
| TH | 11 | 36,512 | -1,179 | 6,775 | 55,585 | 0.40 | 0.089 | 1,198 |
| TW | 7 | 4,942 | -19,192 | -5,962 | 116,937 | 0.81 | 0.095 | 10,846 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -152,266 | -87,760 | -82,185 | 152,266 | 0.56 | -0.104 | 12,607 |
| 1 | 10 | 146,969 | 0 | 60,874 | 146,969 | 0.77 | -0.015 | 5,373 | |
| CN | -1 | 39 | -569,306 | -382,870 | -761,996 | 569,306 | 1.38 | -0.040 | 30,783 |
| 1 | 22 | 307,931 | 0 | 429,597 | 307,931 | 1.23 | 0.034 | 27,108 | |
| HK | -1 | 4 | -231,881 | 0 | -272,349 | 231,881 | 1.30 | 0.136 | -22,473 |
| 1 | 12 | 156,131 | 0 | 149,521 | 156,131 | 1.55 | 0.220 | 36,503 | |
| JP | -1 | 43 | -669,774 | -148,426 | -548,621 | 669,774 | 0.86 | -0.014 | -14,346 |
| 1 | 40 | 589,748 | 0 | 478,113 | 589,748 | 0.73 | -0.001 | 43,924 | |
| KR | -1 | 4 | -12,717 | -1,258 | -6,728 | 12,717 | 0.51 | -0.132 | 1,782 |
| 1 | 7 | 58,518 | 0 | 46,843 | 58,518 | 0.59 | -0.158 | -10,284 | |
| MY | -1 | 3 | -80,037 | 0 | -29,570 | 80,037 | 0.31 | 0.103 | -8,217 |
| SG | 1 | 3 | 104,178 | 0 | 66,131 | 104,178 | 0.61 | -0.014 | 2,920 |
| TH | -1 | 3 | -9,536 | -1,179 | -6,601 | 9,536 | 0.63 | 0.038 | -311 |
| 1 | 8 | 46,048 | 0 | 13,376 | 46,048 | 0.31 | 0.062 | 1,508 | |
| TW | -1 | 5 | -55,998 | -19,192 | -49,786 | 55,998 | 0.86 | 0.023 | -197 |
| 1 | 2 | 60,939 | 0 | 43,824 | 60,939 | 0.70 | 0.176 | 11,043 |