| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 207,863 | 1,810,488 | 290,113 | -72,393 | 177 | 45,746,059 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -801,313 | 801,313 | -768,306 | -141 |
| 1 | 1,009,176 | 1,009,176 | 1,058,419 | -72,252 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -9,127 | -17,938 | -7,998 | 62,704 | 0.51 | 0.075 | 1,791 |
| CN | 24 | 33,585 | -378,329 | 100,156 | 816,135 | 1.20 | 0.067 | -43,198 |
| HK | 22 | 88,529 | -97,857 | 121,105 | 407,296 | 1.28 | 0.109 | -56,480 |
| JP | 78 | 30,745 | -78,101 | 50,640 | 435,830 | 0.61 | 0.074 | 8,754 |
| KR | 14 | 45,691 | -7,071 | 14,944 | 59,834 | 0.64 | 0.186 | 13,812 |
| MY | 2 | 5,509 | 0 | 1,438 | 5,509 | 0.25 | 0.164 | 937 |
| NZ | 3 | 1,076 | -1,462 | -320 | 4,000 | 0.31 | 0.069 | -56 |
| SG | 1 | 1,195 | 0 | 495 | 1,195 | 0.41 | 0.068 | 81 |
| TH | 3 | -1,737 | 0 | -784 | 5,590 | 0.43 | 0.138 | -202 |
| TW | 3 | 12,395 | 0 | 10,436 | 12,395 | 0.72 | 0.177 | 2,168 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -35,915 | -17,938 | -17,530 | 35,915 | 0.50 | -0.028 | 1,830 |
| 1 | 11 | 26,788 | 0 | 9,533 | 26,788 | 0.53 | -0.069 | -39 | |
| CN | -1 | 16 | -391,275 | -378,329 | -393,848 | 391,275 | 1.24 | 0.010 | -93 |
| 1 | 8 | 424,860 | 0 | 494,004 | 424,860 | 1.11 | -0.079 | -43,105 | |
| HK | -1 | 18 | -159,383 | -97,857 | -234,773 | 159,383 | 1.35 | 0.047 | -9,758 |
| 1 | 4 | 247,912 | 0 | 355,878 | 247,912 | 0.98 | -0.016 | -46,722 | |
| JP | -1 | 38 | -202,542 | -78,101 | -112,126 | 202,542 | 0.52 | -0.010 | 7,870 |
| 1 | 40 | 233,288 | 0 | 162,766 | 233,288 | 0.69 | -0.031 | 884 | |
| KR | -1 | 5 | -7,071 | -7,071 | -7,561 | 7,071 | 1.00 | -0.071 | 383 |
| 1 | 9 | 52,763 | 0 | 22,506 | 52,763 | 0.44 | 0.231 | 13,429 | |
| MY | 1 | 2 | 5,509 | 0 | 1,438 | 5,509 | 0.25 | 0.164 | 937 |
| NZ | -1 | 1 | -1,462 | -1,462 | -799 | 1,462 | 0.55 | -0.075 | 110 |
| 1 | 2 | 2,538 | 0 | 478 | 2,538 | 0.19 | -0.066 | -166 | |
| SG | 1 | 1 | 1,195 | 0 | 495 | 1,195 | 0.41 | 0.068 | 81 |
| TH | -1 | 1 | -3,664 | 0 | -1,669 | 3,664 | 0.46 | 0.132 | -483 |
| 1 | 2 | 1,927 | 0 | 886 | 1,927 | 0.42 | 0.141 | 281 | |
| TW | 1 | 3 | 12,395 | 0 | 10,436 | 12,395 | 0.72 | 0.177 | 2,168 |