| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 118,612 | 1,276,845 | 136,902 | 35,545 | 192 | 42,010,537 | 0.030 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -579,116 | 579,116 | -561,027 | 36,958 |
| 1.0000 | 697,728 | 697,728 | 697,929 | -1,414 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 2,888 | -8,528 | 1,656 | 38,154 | 0.77 | 0.089 | 51 |
| CN | 57 | 35,606 | -272,982 | 104,444 | 651,321 | 1.25 | 0.085 | -5,425 |
| HK | 21 | 74,309 | -16,031 | 59,594 | 146,371 | 1.09 | 0.148 | 19,315 |
| JP | 82 | -10,170 | -120,910 | -31,996 | 405,515 | 0.67 | 0.067 | 19,144 |
| KR | 1 | 2,264 | 0 | 164 | 2,264 | 0.07 | 0.234 | 531 |
| MY | 1 | 1,068 | 0 | 330 | 1,068 | 0.31 | 0.221 | 236 |
| NZ | 1 | 7,816 | 0 | 3,348 | 7,816 | 0.43 | 0.141 | -1,106 |
| SG | 4 | -4,276 | -9,752 | -3,062 | 15,229 | 0.55 | 0.094 | 435 |
| TH | 2 | 9,106 | 0 | 2,424 | 9,106 | 0.31 | 0.248 | 2,364 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -17,633 | -8,528 | -12,303 | 17,633 | 0.66 | -0.078 | 1,250 |
| 1.0000 | 10 | 20,521 | 0 | 13,960 | 20,521 | 0.92 | -0.079 | -1,199 | |
| CN | -1.0000 | 32 | -307,858 | -272,982 | -365,351 | 307,858 | 1.26 | -0.061 | 26,905 |
| 1.0000 | 25 | 343,464 | 0 | 469,795 | 343,464 | 1.24 | -0.023 | -32,330 | |
| HK | -1.0000 | 8 | -36,031 | -16,031 | -40,045 | 36,031 | 1.19 | 0.043 | -3,585 |
| 1.0000 | 13 | 110,340 | 0 | 99,639 | 110,340 | 1.03 | 0.194 | 22,899 | |
| JP | -1.0000 | 47 | -207,842 | -120,910 | -136,635 | 207,842 | 0.69 | -0.052 | 11,115 |
| 1.0000 | 35 | 197,672 | 0 | 104,639 | 197,672 | 0.65 | 0.027 | 8,029 | |
| KR | 1.0000 | 1 | 2,264 | 0 | 164 | 2,264 | 0.07 | 0.234 | 531 |
| MY | 1.0000 | 1 | 1,068 | 0 | 330 | 1,068 | 0.31 | 0.221 | 236 |
| NZ | 1.0000 | 1 | 7,816 | 0 | 3,348 | 7,816 | 0.43 | -0.141 | -1,106 |
| SG | -1.0000 | 1 | -9,752 | -9,752 | -6,693 | 9,752 | 0.69 | -0.131 | 1,273 |
| 1.0000 | 3 | 5,476 | 0 | 3,632 | 5,476 | 0.50 | -0.071 | -839 | |
| TH | 1.0000 | 2 | 9,106 | 0 | 2,424 | 9,106 | 0.31 | 0.248 | 2,364 |