| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -174,007 | 2,352,692 | -232,253 | 119,867 | 208 | 42,170,036 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,263,350 | 1,263,350 | -1,107,854 | 38,599 |
| 1.0000 | 1,089,343 | 1,089,343 | 875,601 | 81,267 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 4,662 | -111,702 | 11,035 | 369,644 | 0.56 | 0.091 | 6,195 |
| CN | 54 | -194,946 | -261,949 | -337,053 | 709,770 | 1.34 | 0.100 | 41,017 |
| HK | 13 | 139,908 | -40,406 | 136,155 | 247,380 | 1.55 | 0.142 | 40,911 |
| JP | 78 | -58,564 | -281,501 | -4,946 | 809,959 | 0.71 | 0.051 | 26,891 |
| KR | 10 | -14,542 | 0 | -7,234 | 30,399 | 0.55 | 0.075 | 157 |
| MY | 1 | -7,357 | 0 | -2,061 | 7,357 | 0.28 | 0.034 | -249 |
| SG | 5 | -78,773 | -47,227 | -28,329 | 78,773 | 0.53 | 0.033 | 1,503 |
| TH | 12 | 35,606 | 0 | 180 | 99,411 | 0.35 | 0.091 | 3,441 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -182,491 | -111,702 | -68,055 | 182,491 | 0.55 | -0.091 | 16,297 |
| 1.0000 | 16 | 187,153 | 0 | 79,090 | 187,153 | 0.58 | -0.051 | -10,101 | |
| CN | -1.0000 | 34 | -452,358 | -261,949 | -584,181 | 452,358 | 1.45 | -0.038 | 13,429 |
| 1.0000 | 20 | 257,412 | 0 | 247,128 | 257,412 | 1.14 | 0.075 | 27,588 | |
| HK | -1.0000 | 7 | -53,736 | -40,406 | -79,311 | 53,736 | 1.83 | 0.029 | -2,045 |
| 1.0000 | 6 | 193,644 | 0 | 215,466 | 193,644 | 1.23 | 0.227 | 42,956 | |
| JP | -1.0000 | 40 | -434,262 | -281,501 | -317,046 | 434,262 | 0.68 | -0.022 | 12,594 |
| 1.0000 | 38 | 375,697 | 0 | 312,101 | 375,697 | 0.74 | -0.002 | 14,297 | |
| KR | -1.0000 | 7 | -22,471 | 0 | -13,922 | 22,471 | 0.52 | -0.045 | 876 |
| 1.0000 | 3 | 7,928 | 0 | 6,689 | 7,928 | 0.64 | -0.147 | -719 | |
| MY | -1.0000 | 1 | -7,357 | 0 | -2,061 | 7,357 | 0.28 | 0.034 | -249 |
| SG | -1.0000 | 5 | -78,773 | -47,227 | -28,329 | 78,773 | 0.53 | -0.029 | 1,503 |
| TH | -1.0000 | 4 | -31,903 | 0 | -14,948 | 31,903 | 0.58 | 0.067 | -3,806 |
| 1.0000 | 8 | 67,508 | 0 | 15,128 | 67,508 | 0.23 | 0.079 | 7,247 |