| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -401,526 | 1,788,977 | -376,660 | 38,032 | 199 | 40,634,590 | 0.044 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,095,251 | 1,095,251 | -1,154,597 | 76,700 |
| 1 | 693,726 | 693,726 | 777,937 | -38,668 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 9,087 | -32,698 | -17,804 | 99,297 | 0.71 | 0.109 | -1,172 |
| CN | 42 | -299,672 | -289,236 | -225,536 | 1,097,219 | 1.13 | 0.068 | 7,228 |
| HK | 12 | 21,582 | -24,482 | 34,494 | 86,935 | 1.37 | 0.123 | 10,276 |
| JP | 81 | -100,567 | -181,816 | -128,345 | 413,297 | 0.81 | 0.090 | 12,464 |
| KR | 19 | -34,272 | -42,724 | -38,040 | 51,176 | 0.85 | 0.156 | 7,599 |
| MY | 3 | -1,696 | 0 | -311 | 1,696 | 0.32 | 0.047 | -21 |
| NZ | 1 | 1,348 | 0 | 371 | 1,348 | 0.27 | 0.056 | -75 |
| SG | 2 | 958 | 0 | 780 | 958 | 0.96 | 0.008 | 6 |
| TH | 5 | -17,672 | 0 | -15,034 | 17,672 | 0.64 | 0.105 | -1,572 |
| TW | 5 | 19,379 | 0 | 12,766 | 19,379 | 0.68 | 0.163 | 3,300 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -45,105 | -32,698 | -39,868 | 45,105 | 0.77 | -0.102 | 5,064 |
| 1 | 10 | 54,192 | 0 | 22,064 | 54,192 | 0.60 | -0.108 | -6,236 | |
| CN | -1 | 31 | -698,445 | -289,236 | -768,815 | 698,445 | 1.06 | -0.013 | 55,469 |
| 1 | 11 | 398,773 | 0 | 543,279 | 398,773 | 1.35 | -0.081 | -48,241 | |
| HK | -1 | 8 | -32,677 | -24,482 | -52,401 | 32,677 | 1.35 | 0.010 | -566 |
| 1 | 4 | 54,259 | 0 | 86,895 | 54,259 | 1.42 | 0.198 | 10,842 | |
| JP | -1 | 47 | -256,932 | -181,816 | -236,777 | 256,932 | 0.90 | -0.058 | 12,045 |
| 1 | 34 | 156,365 | 0 | 108,432 | 156,365 | 0.69 | -0.018 | 419 | |
| KR | -1 | 16 | -42,724 | -42,724 | -41,391 | 42,724 | 0.95 | -0.150 | 6,282 |
| 1 | 3 | 8,452 | 0 | 3,351 | 8,452 | 0.29 | 0.187 | 1,317 | |
| MY | -1 | 3 | -1,696 | 0 | -311 | 1,696 | 0.32 | 0.030 | -21 |
| NZ | 1 | 1 | 1,348 | 0 | 371 | 1,348 | 0.27 | -0.056 | -75 |
| SG | 1 | 2 | 958 | 0 | 780 | 958 | 0.96 | -0.000 | 6 |
| TH | -1 | 5 | -17,672 | 0 | -15,034 | 17,672 | 0.64 | 0.105 | -1,572 |
| TW | 1 | 5 | 19,379 | 0 | 12,766 | 19,379 | 0.68 | 0.163 | 3,300 |