| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 470,819 | 1,958,205 | 356,549 | -40,983 | 205 | 45,261,493 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -743,693 | 743,693 | -796,027 | -7,903 |
| 1 | 1,214,512 | 1,214,512 | 1,152,576 | -33,080 |
| 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 | 44 | 322,125 | -313,599 | 397,271 | 1,204,434 | 1.18 | 0.063 | -78,608 |
| HK | 17 | 49,292 | -45,531 | 28,447 | 161,532 | 1.34 | 0.129 | 12,099 |
| 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 | 22 | -44,798 | -43,118 | -48,790 | 44,798 | 0.98 | -0.044 | 2,811 |
| 1 | 12 | 52,548 | 0 | 17,474 | 52,548 | 0.34 | -0.026 | -510 | |
| CN | -1 | 30 | -441,154 | -313,599 | -498,841 | 441,154 | 1.16 | 0.026 | -10,388 |
| 1 | 14 | 763,280 | 0 | 896,112 | 763,280 | 1.24 | -0.068 | -68,219 | |
| HK | -1 | 11 | -56,120 | -45,531 | -89,838 | 56,120 | 1.39 | 0.063 | -5,369 |
| 1 | 6 | 105,412 | 0 | 118,285 | 105,412 | 1.25 | 0.115 | 17,468 | |
| JP | -1 | 47 | -172,039 | -98,760 | -134,736 | 172,039 | 0.81 | -0.043 | 6,003 |
| 1 | 40 | 200,813 | 0 | 89,563 | 200,813 | 0.45 | -0.015 | -344 | |
| KR | 1 | 9 | 69,200 | 0 | 24,236 | 69,200 | 0.55 | 0.204 | 15,147 |
| MY | 1 | 2 | 15,132 | 0 | 4,287 | 15,132 | 0.27 | 0.207 | 2,945 |
| NZ | -1 | 1 | -5,885 | -5,885 | -3,215 | 5,885 | 0.55 | -0.076 | 446 |
| 1 | 1 | 1,918 | 0 | 371 | 1,918 | 0.19 | -0.059 | -113 | |
| SG | 1 | 1 | 1,910 | 0 | 373 | 1,910 | 0.20 | -0.025 | -48 |
| TH | -1 | 1 | -345 | 0 | -266 | 345 | 0.77 | 0.096 | -33 |
| 1 | 3 | 4,299 | 0 | 1,875 | 4,299 | 0.36 | 0.145 | 593 | |
| TW | -1 | 5 | -23,353 | -6,391 | -20,342 | 23,353 | 0.69 | 0.053 | -1,372 |