| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -85,417 | 2,169,508 | -78,442 | 130,073 | 178 | 42,267,143 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,127,463 | 1,127,463 | -971,188 | 53,272 |
| 1 | 1,042,045 | 1,042,045 | 892,746 | 76,801 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -8,977 | -55,737 | 1,603 | 155,713 | 0.52 | 0.092 | 6,322 |
| CN | 55 | -87,235 | -396,302 | -183,587 | 874,523 | 1.37 | 0.094 | 58,166 |
| HK | 10 | 100,771 | -13,788 | 106,259 | 128,347 | 1.26 | 0.237 | 34,878 |
| JP | 72 | -103,859 | -223,474 | -41,672 | 887,014 | 0.69 | 0.054 | 31,381 |
| KR | 7 | -714 | 0 | 20,430 | 87,470 | 0.38 | 0.124 | -1,220 |
| MY | 2 | 4,082 | 0 | 1,220 | 6,814 | 0.29 | 0.096 | 743 |
| TW | 2 | 10,514 | 0 | 17,306 | 29,626 | 0.92 | 0.023 | -197 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -82,345 | -55,737 | -37,391 | 82,345 | 0.52 | -0.097 | 6,751 |
| 1 | 13 | 73,368 | 0 | 38,994 | 73,368 | 0.53 | -0.029 | -430 | |
| CN | -1 | 33 | -480,879 | -396,302 | -524,725 | 480,879 | 1.53 | -0.038 | 41,608 |
| 1 | 22 | 393,644 | 0 | 341,137 | 393,644 | 1.13 | 0.036 | 16,559 | |
| HK | -1 | 2 | -13,788 | -13,788 | -16,772 | 13,788 | 0.98 | 0.007 | 61 |
| 1 | 8 | 114,559 | 0 | 123,031 | 114,559 | 1.34 | 0.292 | 34,818 | |
| JP | -1 | 40 | -495,437 | -223,474 | -372,768 | 495,437 | 0.65 | -0.031 | 3,053 |
| 1 | 32 | 391,578 | 0 | 331,096 | 391,578 | 0.74 | -0.001 | 28,328 | |
| KR | -1 | 3 | -44,092 | 0 | -12,845 | 44,092 | 0.38 | -0.058 | 2,224 |
| 1 | 4 | 43,378 | 0 | 33,274 | 43,378 | 0.38 | -0.174 | -3,444 | |
| MY | -1 | 1 | -1,366 | 0 | -383 | 1,366 | 0.28 | 0.044 | -60 |
| 1 | 1 | 5,448 | 0 | 1,603 | 5,448 | 0.29 | 0.147 | 803 | |
| TW | -1 | 1 | -9,556 | 0 | -6,305 | 9,556 | 0.66 | 0.038 | -365 |
| 1 | 1 | 20,070 | 0 | 23,611 | 20,070 | 1.18 | 0.008 | 168 |