| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 144,961 | 1,386,714 | -37,222 | -5,826 | 197 | 40,011,134 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -620,876 | 620,876 | -661,858 | -4,302 |
| 1.0000 | 765,838 | 765,838 | 624,636 | -1,524 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 7,750 | -43,118 | -31,316 | 97,345 | 0.75 | 0.057 | 2,301 |
| CN | 37 | 33,427 | -191,011 | 48,700 | 670,102 | 1.21 | 0.064 | -37,291 |
| HK | 16 | 12,133 | -45,531 | -16,754 | 124,373 | 1.35 | 0.127 | 5,939 |
| JP | 87 | 28,774 | -98,760 | -45,173 | 372,852 | 0.65 | 0.077 | 5,660 |
| KR | 9 | 69,200 | 0 | 24,236 | 69,200 | 0.55 | 0.204 | 15,147 |
| MY | 2 | 15,132 | 0 | 4,287 | 15,132 | 0.27 | 0.207 | 2,945 |
| NZ | 2 | -3,966 | -5,885 | -2,844 | 7,803 | 0.37 | 0.067 | 333 |
| SG | 1 | 1,910 | 0 | 373 | 1,910 | 0.20 | 0.025 | -48 |
| TH | 4 | 3,954 | 0 | 1,609 | 4,644 | 0.46 | 0.133 | 560 |
| TW | 5 | -23,353 | -6,391 | -20,342 | 23,353 | 0.69 | 0.053 | -1,372 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -44,798 | -43,118 | -48,790 | 44,798 | 0.98 | -0.044 | 2,811 |
| 1.0000 | 12 | 52,548 | 0 | 17,474 | 52,548 | 0.34 | -0.026 | -510 | |
| CN | -1.0000 | 28 | -318,338 | -191,011 | -364,673 | 318,338 | 1.16 | 0.025 | -6,787 |
| 1.0000 | 9 | 351,765 | 0 | 413,373 | 351,765 | 1.34 | -0.073 | -30,504 | |
| HK | -1.0000 | 11 | -56,120 | -45,531 | -89,838 | 56,120 | 1.39 | 0.063 | -5,369 |
| 1.0000 | 5 | 68,253 | 0 | 73,084 | 68,253 | 1.26 | 0.105 | 11,308 | |
| JP | -1.0000 | 47 | -172,039 | -98,760 | -134,736 | 172,039 | 0.81 | -0.043 | 6,003 |
| 1.0000 | 40 | 200,813 | 0 | 89,563 | 200,813 | 0.45 | -0.015 | -344 | |
| KR | 1.0000 | 9 | 69,200 | 0 | 24,236 | 69,200 | 0.55 | 0.204 | 15,147 |
| MY | 1.0000 | 2 | 15,132 | 0 | 4,287 | 15,132 | 0.27 | 0.207 | 2,945 |
| NZ | -1.0000 | 1 | -5,885 | -5,885 | -3,215 | 5,885 | 0.55 | -0.076 | 446 |
| 1.0000 | 1 | 1,918 | 0 | 371 | 1,918 | 0.19 | -0.059 | -113 | |
| SG | 1.0000 | 1 | 1,910 | 0 | 373 | 1,910 | 0.20 | -0.025 | -48 |
| TH | -1.0000 | 1 | -345 | 0 | -266 | 345 | 0.77 | 0.096 | -33 |
| 1.0000 | 3 | 4,299 | 0 | 1,875 | 4,299 | 0.36 | 0.145 | 593 | |
| TW | -1.0000 | 5 | -23,353 | -6,391 | -20,342 | 23,353 | 0.69 | 0.053 | -1,372 |