| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 2,792 | 1,289,858 | 43,658 | 48,453 | 179 | 40,644,549 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -643,533 | 643,533 | -495,654 | 38,487 |
| 1 | 646,325 | 646,325 | 539,312 | 9,965 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -34,163 | -64,610 | -5,753 | 117,563 | 0.59 | 0.092 | 5,630 |
| CN | 37 | -26,170 | -233,405 | 558 | 617,605 | 1.13 | 0.070 | -4,245 |
| HK | 16 | 16,335 | -38,412 | 16,124 | 125,237 | 1.18 | 0.107 | 17,167 |
| JP | 74 | 31,964 | -148,394 | 28,183 | 372,647 | 0.63 | 0.085 | 22,372 |
| KR | 8 | 657 | -10,505 | -1,658 | 21,667 | 0.25 | 0.210 | 3,446 |
| NZ | 1 | -807 | -807 | -472 | 807 | 0.58 | 0.063 | 51 |
| SG | 2 | -5,210 | -5,705 | -3,646 | 6,199 | 0.41 | 0.055 | 503 |
| TH | 5 | 17,334 | 0 | 8,116 | 25,280 | 0.50 | 0.138 | 3,062 |
| TW | 1 | 2,853 | 0 | 2,206 | 2,853 | 0.77 | 0.164 | 467 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -75,863 | -64,610 | -32,513 | 75,863 | 0.50 | -0.097 | 8,082 |
| 1 | 10 | 41,700 | 0 | 26,760 | 41,700 | 0.82 | -0.051 | -2,452 | |
| CN | -1 | 25 | -321,888 | -233,405 | -289,544 | 321,888 | 1.08 | 0.005 | 9,330 |
| 1 | 12 | 295,718 | 0 | 290,102 | 295,718 | 1.23 | -0.079 | -13,575 | |
| HK | -1 | 13 | -54,451 | -38,412 | -64,054 | 54,451 | 1.16 | -0.011 | 1,932 |
| 1 | 3 | 70,786 | 0 | 80,178 | 70,786 | 1.27 | 0.216 | 15,235 | |
| JP | -1 | 35 | -170,341 | -148,394 | -98,701 | 170,341 | 0.64 | -0.092 | 16,781 |
| 1 | 39 | 202,305 | 0 | 126,884 | 202,305 | 0.62 | 0.022 | 5,590 | |
| KR | -1 | 4 | -10,505 | -10,505 | -4,102 | 10,505 | 0.33 | -0.226 | 2,233 |
| 1 | 4 | 11,162 | 0 | 2,444 | 11,162 | 0.17 | 0.090 | 1,213 | |
| NZ | -1 | 1 | -807 | -807 | -472 | 807 | 0.58 | -0.063 | 51 |
| SG | -1 | 1 | -5,705 | -5,705 | -3,729 | 5,705 | 0.65 | -0.090 | 513 |
| 1 | 1 | 495 | 0 | 83 | 495 | 0.17 | -0.019 | -10 | |
| TH | -1 | 2 | -3,973 | 0 | -2,538 | 3,973 | 0.58 | 0.108 | -434 |
| 1 | 3 | 21,307 | 0 | 10,655 | 21,307 | 0.45 | 0.157 | 3,497 | |
| TW | 1 | 1 | 2,853 | 0 | 2,206 | 2,853 | 0.77 | 0.164 | 467 |