| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 159,198 | 1,530,731 | -71,174 | 10,150 | 183 | 40,196,284 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -685,766 | 685,766 | -645,331 | -6,254 |
| 1 | 844,964 | 844,964 | 574,157 | 16,404 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 28,903 | -18,468 | -5,022 | 127,016 | 0.46 | 0.081 | -5,151 |
| CN | 27 | 120,888 | -103,958 | 72,317 | 467,424 | 1.18 | 0.064 | 7,632 |
| HK | 19 | -116,852 | -56,394 | -180,994 | 116,852 | 1.26 | 0.096 | -10,754 |
| JP | 82 | -72,801 | -76,507 | -47,753 | 575,824 | 0.70 | 0.072 | -1,241 |
| KR | 13 | 166,186 | 0 | 82,695 | 166,186 | 0.54 | 0.216 | 22,300 |
| MY | 3 | 4,363 | 0 | 1,223 | 4,363 | 0.25 | 0.183 | 796 |
| NZ | 3 | 1,571 | -2,193 | -481 | 5,957 | 0.31 | 0.058 | -62 |
| TH | 3 | -16,272 | 0 | -5,000 | 16,272 | 0.40 | 0.133 | -2,274 |
| TW | 4 | 43,212 | -3,812 | 11,841 | 50,836 | 0.47 | 0.074 | -1,095 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -49,057 | -18,468 | -34,883 | 49,057 | 0.54 | -0.039 | 79 |
| 1 | 17 | 77,960 | 0 | 29,861 | 77,960 | 0.41 | -0.070 | -5,230 | |
| CN | -1 | 21 | -173,268 | -103,958 | -207,674 | 173,268 | 1.09 | -0.001 | 10,343 |
| 1 | 6 | 294,156 | 0 | 279,991 | 294,156 | 1.51 | -0.079 | -2,711 | |
| HK | -1 | 19 | -116,852 | -56,394 | -180,994 | 116,852 | 1.26 | 0.058 | -10,754 |
| JP | -1 | 41 | -324,312 | -76,507 | -213,346 | 324,312 | 0.65 | -0.009 | -3,681 |
| 1 | 41 | 251,511 | 0 | 165,593 | 251,511 | 0.76 | -0.032 | 2,440 | |
| KR | 1 | 13 | 166,186 | 0 | 82,695 | 166,186 | 0.54 | 0.200 | 22,300 |
| MY | 1 | 3 | 4,363 | 0 | 1,223 | 4,363 | 0.25 | 0.183 | 796 |
| NZ | -1 | 1 | -2,193 | -2,193 | -1,198 | 2,193 | 0.55 | -0.062 | 137 |
| 1 | 2 | 3,764 | 0 | 718 | 3,764 | 0.19 | -0.056 | -199 | |
| TH | -1 | 3 | -16,272 | 0 | -5,000 | 16,272 | 0.40 | 0.133 | -2,274 |
| TW | -1 | 2 | -3,812 | -3,812 | -2,237 | 3,812 | 0.65 | 0.029 | -105 |
| 1 | 2 | 47,024 | 0 | 14,078 | 47,024 | 0.29 | 0.081 | -990 |