| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -69,069 | 899,063 | 25,990 | 15,608 | 153 | 40,696,646 | 0.022 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -484,066 | 484,066 | -450,236 | 22,714 |
| 1 | 414,997 | 414,997 | 476,226 | -7,106 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -8,867 | -42,240 | 20 | 87,710 | 0.67 | 0.101 | 3,969 |
| CN | 34 | -57,279 | -152,020 | -242 | 401,114 | 1.23 | 0.089 | -9,885 |
| HK | 19 | -15,553 | -44,882 | 3,158 | 131,272 | 1.21 | 0.113 | 7,448 |
| JP | 56 | 20,591 | -96,363 | 30,040 | 254,056 | 0.69 | 0.079 | 10,974 |
| KR | 7 | -5,333 | -7,648 | -3,250 | 9,963 | 0.61 | 0.169 | 1,914 |
| NZ | 1 | -3,502 | -3,502 | -2,048 | 3,502 | 0.58 | 0.063 | 222 |
| SG | 1 | -2,370 | -2,370 | -1,549 | 2,370 | 0.65 | 0.098 | 232 |
| TH | 6 | 4,483 | 0 | 1,355 | 7,837 | 0.59 | 0.152 | 659 |
| TW | 1 | -1,239 | -1,239 | -1,493 | 1,239 | 1.21 | 0.061 | 75 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -48,289 | -42,240 | -22,263 | 48,289 | 0.56 | -0.120 | 6,091 |
| 1 | 10 | 39,421 | 0 | 22,284 | 39,421 | 0.86 | -0.038 | -2,122 | |
| CN | -1 | 21 | -229,196 | -152,020 | -260,459 | 229,196 | 1.09 | -0.033 | 10,876 |
| 1 | 13 | 171,917 | 0 | 260,217 | 171,917 | 1.46 | -0.082 | -20,761 | |
| HK | -1 | 13 | -73,412 | -44,882 | -81,420 | 73,412 | 1.15 | 0.035 | -4,273 |
| 1 | 6 | 57,860 | 0 | 84,578 | 57,860 | 1.33 | 0.207 | 11,722 | |
| JP | -1 | 28 | -116,732 | -96,363 | -75,525 | 116,732 | 0.66 | -0.059 | 8,198 |
| 1 | 28 | 137,323 | 0 | 105,564 | 137,323 | 0.73 | 0.010 | 2,776 | |
| KR | -1 | 4 | -7,648 | -7,648 | -4,133 | 7,648 | 0.85 | -0.149 | 1,519 |
| 1 | 3 | 2,315 | 0 | 883 | 2,315 | 0.29 | 0.194 | 396 | |
| NZ | -1 | 1 | -3,502 | -3,502 | -2,048 | 3,502 | 0.58 | -0.063 | 222 |
| SG | -1 | 1 | -2,370 | -2,370 | -1,549 | 2,370 | 0.65 | -0.098 | 232 |
| TH | -1 | 3 | -1,677 | 0 | -1,346 | 1,677 | 0.72 | 0.159 | -224 |
| 1 | 3 | 6,160 | 0 | 2,701 | 6,160 | 0.45 | 0.144 | 884 | |
| TW | -1 | 1 | -1,239 | -1,239 | -1,493 | 1,239 | 1.21 | -0.061 | 75 |