| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -300,504 | 2,885,520 | -553,700 | 58,610 | 173 | 46,183,050 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,593,012 | 1,593,012 | -1,838,086 | 99,238 |
| 1 | 1,292,508 | 1,292,508 | 1,284,386 | -40,627 |
| 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 | 46 | -385,408 | -765,751 | -232,939 | 1,755,173 | 1.27 | 0.081 | 57,644 |
| HK | 21 | 14,059 | -126,189 | -73,964 | 266,436 | 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 | 13 | -29,801 | -20,754 | -18,440 | 29,801 | 0.52 | -0.112 | 2,958 |
| 1 | 9 | 8,155 | 0 | 8,721 | 8,155 | 0.89 | -0.094 | -861 | |
| CN | -1 | 30 | -1,070,291 | -765,751 | -1,166,418 | 1,070,291 | 1.25 | -0.035 | 107,875 |
| 1 | 16 | 684,883 | 0 | 933,479 | 684,883 | 1.30 | -0.062 | -50,232 | |
| HK | -1 | 12 | -126,189 | -126,189 | -146,690 | 126,189 | 1.19 | -0.041 | 1,383 |
| 1 | 9 | 140,248 | 0 | 72,726 | 140,248 | 0.94 | 0.207 | 20,075 | |
| JP | -1 | 17 | -331,411 | -17,077 | -486,200 | 331,411 | 0.67 | -0.025 | -15,790 |
| 1 | 39 | 382,576 | 0 | 234,061 | 382,576 | 0.61 | -0.038 | -23,191 | |
| KR | -1 | 10 | -16,726 | -16,726 | -14,473 | 16,726 | 0.70 | -0.172 | 2,475 |
| 1 | 3 | 16,715 | 0 | 5,748 | 16,715 | 0.29 | 0.210 | 3,258 | |
| MY | -1 | 2 | -9,731 | 0 | -1,395 | 9,731 | 0.08 | 0.010 | 170 |
| NZ | 1 | 2 | 1,248 | 0 | 310 | 1,248 | 0.22 | -0.073 | -83 |
| SG | -1 | 1 | -5,205 | -5,205 | -3,402 | 5,205 | 0.65 | -0.104 | 543 |
| TH | -1 | 2 | -3,660 | 0 | -1,069 | 3,660 | 0.34 | 0.112 | -376 |
| 1 | 2 | 3,948 | 0 | 1,278 | 3,948 | 0.34 | 0.152 | 687 | |
| TW | 1 | 6 | 54,735 | 0 | 28,063 | 54,735 | 0.40 | 0.101 | 9,720 |