| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -125,151 | 1,233,283 | -110,652 | -32,548 | 169 | 40,373,137 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -679,217 | 679,217 | -634,958 | 3,252 |
| 1 | 554,066 | 554,066 | 524,306 | -35,801 |
| 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 | 17 | -256,455 | -256,453 | -248,334 | 281,904 | 1.25 | 0.070 | 2,078 |
| HK | 21 | 45,555 | -97,857 | 68,831 | 364,322 | 1.28 | 0.108 | -61,912 |
| 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 | 14 | -269,180 | -256,453 | -260,499 | 269,180 | 1.26 | 0.005 | 3,300 |
| 1 | 3 | 12,725 | 0 | 12,165 | 12,725 | 1.19 | -0.106 | -1,222 | |
| HK | -1 | 18 | -159,383 | -97,857 | -234,773 | 159,383 | 1.35 | 0.047 | -9,758 |
| 1 | 3 | 204,938 | 0 | 303,604 | 204,938 | 0.90 | -0.063 | -52,154 | |
| 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 |