| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -319,594 | 1,543,491 | -263,554 | 45,348 | 212 | 41,544,088 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -931,543 | 931,543 | -950,841 | 45,486 |
| 1 | 611,948 | 611,948 | 687,287 | -138 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 51,408 | -17,014 | 54,658 | 120,771 | 0.74 | 0.095 | -4,974 |
| CN | 32 | -73,083 | -100,970 | 10,343 | 410,970 | 1.17 | 0.088 | -12,056 |
| HK | 20 | 73,181 | -3,189 | 57,182 | 184,856 | 1.54 | 0.167 | 20,584 |
| JP | 84 | -79,289 | -79,927 | -74,505 | 446,487 | 0.76 | 0.062 | -5,346 |
| KR | 25 | -324,312 | -325,938 | -333,618 | 327,564 | 0.89 | 0.138 | 42,981 |
| MY | 1 | -316 | 0 | -212 | 316 | 0.67 | 0.005 | 1 |
| NZ | 1 | 272 | 0 | 45 | 272 | 0.16 | 0.081 | -22 |
| SG | 4 | 16,821 | 0 | 9,628 | 16,821 | 0.66 | 0.028 | 681 |
| TH | 7 | 15,726 | 0 | 12,926 | 35,433 | 0.42 | 0.173 | 3,498 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,682 | -17,014 | -14,827 | 34,682 | 0.55 | -0.087 | 3,499 |
| 1 | 25 | 86,090 | 0 | 69,485 | 86,090 | 0.83 | -0.094 | -8,474 | |
| CN | -1 | 20 | -242,027 | -100,970 | -272,258 | 242,027 | 1.02 | -0.005 | 7,505 |
| 1 | 12 | 168,944 | 0 | 282,601 | 168,944 | 1.42 | -0.090 | -19,561 | |
| HK | -1 | 8 | -55,838 | -3,189 | -115,779 | 55,838 | 1.76 | 0.089 | -7,402 |
| 1 | 12 | 129,018 | 0 | 172,961 | 129,018 | 1.39 | 0.205 | 27,986 | |
| JP | -1 | 47 | -262,888 | -79,927 | -211,988 | 262,888 | 0.72 | -0.018 | 390 |
| 1 | 37 | 183,599 | 0 | 137,484 | 183,599 | 0.80 | -0.034 | -5,736 | |
| KR | -1 | 24 | -325,938 | -325,938 | -333,758 | 325,938 | 0.93 | -0.135 | 42,654 |
| 1 | 1 | 1,626 | 0 | 140 | 1,626 | 0.09 | 0.201 | 327 | |
| MY | -1 | 1 | -316 | 0 | -212 | 316 | 0.67 | -0.005 | 1 |
| NZ | 1 | 1 | 272 | 0 | 45 | 272 | 0.16 | -0.081 | -22 |
| SG | 1 | 4 | 16,821 | 0 | 9,628 | 16,821 | 0.66 | 0.018 | 681 |
| TH | -1 | 2 | -9,854 | 0 | -2,020 | 9,854 | 0.19 | 0.131 | -1,162 |
| 1 | 5 | 25,579 | 0 | 14,945 | 25,579 | 0.51 | 0.189 | 4,660 |