| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -168,988 | 1,559,069 | -14,974 | 37,347 | 192 | 40,980,788 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -864,028 | 864,028 | -792,762 | 45,284 |
| 1 | 695,040 | 695,040 | 777,788 | -7,937 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -9,657 | -65,796 | 40,087 | 150,302 | 0.67 | 0.089 | 3,496 |
| CN | 41 | -201,611 | -394,867 | -81,257 | 803,621 | 1.29 | 0.078 | 249 |
| HK | 18 | 29,774 | -34,075 | 1,964 | 163,582 | 1.42 | 0.125 | 20,530 |
| JP | 79 | 14,774 | -90,159 | 27,230 | 380,263 | 0.73 | 0.069 | 7,448 |
| KR | 8 | 5,258 | -8,152 | -524 | 21,562 | 0.29 | 0.214 | 4,723 |
| NZ | 2 | -2,166 | -2,166 | -1,058 | 2,166 | 0.38 | 0.074 | 156 |
| SG | 4 | -1,478 | -8,838 | -3,447 | 16,197 | 0.68 | 0.034 | 770 |
| TH | 6 | -3,882 | 0 | 2,030 | 21,375 | 0.59 | 0.147 | -26 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -79,979 | -65,796 | -14,859 | 79,979 | 0.42 | -0.108 | 9,459 |
| 1 | 15 | 70,322 | 0 | 54,947 | 70,322 | 1.00 | -0.034 | -5,963 | |
| CN | -1 | 28 | -502,616 | -394,867 | -530,002 | 502,616 | 1.21 | -0.015 | 29,627 |
| 1 | 13 | 301,005 | 0 | 448,745 | 301,005 | 1.47 | -0.084 | -29,378 | |
| HK | -1 | 14 | -66,904 | -34,075 | -96,645 | 66,904 | 1.48 | 0.034 | -1,872 |
| 1 | 4 | 96,678 | 0 | 98,608 | 96,678 | 1.19 | 0.221 | 22,402 | |
| JP | -1 | 37 | -182,745 | -90,159 | -136,188 | 182,745 | 0.71 | -0.062 | 6,975 |
| 1 | 42 | 197,518 | 0 | 163,418 | 197,518 | 0.74 | 0.002 | 473 | |
| KR | -1 | 5 | -8,152 | -8,152 | -3,056 | 8,152 | 0.30 | -0.226 | 1,711 |
| 1 | 3 | 13,410 | 0 | 2,532 | 13,410 | 0.29 | 0.193 | 3,012 | |
| NZ | -1 | 2 | -2,166 | -2,166 | -1,058 | 2,166 | 0.38 | -0.074 | 156 |
| SG | -1 | 1 | -8,838 | -8,838 | -5,777 | 8,838 | 0.65 | -0.100 | 883 |
| 1 | 3 | 7,360 | 0 | 2,330 | 7,360 | 0.69 | -0.002 | -113 | |
| TH | -1 | 4 | -12,628 | 0 | -5,178 | 12,628 | 0.52 | 0.131 | -1,656 |
| 1 | 2 | 8,746 | 0 | 7,208 | 8,746 | 0.74 | 0.178 | 1,630 |