| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -220,225 | 1,856,042 | -606,293 | 44,351 | 165 | 40,482,394 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,038,133 | 1,038,133 | -1,270,325 | 46,282 |
| 1.0000 | 817,909 | 817,909 | 664,032 | -1,931 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | -21,645 | -20,754 | -9,718 | 37,956 | 0.67 | 0.111 | 2,097 |
| CN | 39 | -266,650 | -211,634 | -285,532 | 764,174 | 1.29 | 0.085 | 43,384 |
| HK | 20 | -24,420 | -126,189 | -73,964 | 227,958 | 1.09 | 0.123 | 21,458 |
| JP | 56 | 51,165 | -17,077 | -252,138 | 713,987 | 0.63 | 0.077 | -38,982 |
| KR | 13 | -11 | -16,726 | -8,725 | 33,441 | 0.60 | 0.180 | 5,734 |
| MY | 2 | -9,731 | 0 | -1,395 | 9,731 | 0.08 | 0.047 | 170 |
| NZ | 2 | 1,248 | 0 | 310 | 1,248 | 0.22 | 0.073 | -83 |
| SG | 1 | -5,205 | -5,205 | -3,402 | 5,205 | 0.65 | 0.104 | 543 |
| TH | 4 | 288 | 0 | 209 | 7,609 | 0.34 | 0.132 | 311 |
| TW | 6 | 54,735 | 0 | 28,063 | 54,735 | 0.40 | 0.182 | 9,720 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -29,801 | -20,754 | -18,440 | 29,801 | 0.52 | -0.112 | 2,958 |
| 1.0000 | 9 | 8,155 | 0 | 8,721 | 8,155 | 0.89 | -0.094 | -861 | |
| CN | -1.0000 | 28 | -515,412 | -211,634 | -598,657 | 515,412 | 1.26 | -0.040 | 54,919 |
| 1.0000 | 11 | 248,762 | 0 | 313,125 | 248,762 | 1.38 | -0.067 | -11,535 | |
| HK | -1.0000 | 12 | -126,189 | -126,189 | -146,690 | 126,189 | 1.19 | -0.041 | 1,383 |
| 1.0000 | 8 | 101,769 | 0 | 72,726 | 101,769 | 0.94 | 0.207 | 20,075 | |
| JP | -1.0000 | 17 | -331,411 | -17,077 | -486,200 | 331,411 | 0.67 | -0.025 | -15,790 |
| 1.0000 | 39 | 382,576 | 0 | 234,061 | 382,576 | 0.61 | -0.038 | -23,191 | |
| KR | -1.0000 | 10 | -16,726 | -16,726 | -14,473 | 16,726 | 0.70 | -0.172 | 2,475 |
| 1.0000 | 3 | 16,715 | 0 | 5,748 | 16,715 | 0.29 | 0.210 | 3,258 | |
| MY | -1.0000 | 2 | -9,731 | 0 | -1,395 | 9,731 | 0.08 | 0.010 | 170 |
| NZ | 1.0000 | 2 | 1,248 | 0 | 310 | 1,248 | 0.22 | -0.073 | -83 |
| SG | -1.0000 | 1 | -5,205 | -5,205 | -3,402 | 5,205 | 0.65 | -0.104 | 543 |
| TH | -1.0000 | 2 | -3,660 | 0 | -1,069 | 3,660 | 0.34 | 0.112 | -376 |
| 1.0000 | 2 | 3,948 | 0 | 1,278 | 3,948 | 0.34 | 0.152 | 687 | |
| TW | 1.0000 | 6 | 54,735 | 0 | 28,063 | 54,735 | 0.40 | 0.101 | 9,720 |