| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 402,214 | 1,493,442 | 352,453 | 6,863 | 148 | 45,466,050 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -545,614 | 545,614 | -574,380 | 23,572 |
| 1 | 947,828 | 947,828 | 926,833 | -16,709 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | 75 | -12,515 | -8,699 | 56,035 | 0.73 | 0.067 | 789 |
| CN | 18 | 290,021 | -253,445 | 288,616 | 805,295 | 1.06 | 0.077 | -39,061 |
| HK | 19 | -24,030 | -73,528 | -28,754 | 142,576 | 1.29 | 0.085 | 1,011 |
| JP | 61 | 41,250 | -103,248 | 32,914 | 346,163 | 0.63 | 0.094 | 21,602 |
| KR | 14 | 7,326 | -23,422 | -4,060 | 54,169 | 0.65 | 0.178 | 10,117 |
| MY | 2 | 4,274 | 0 | 1,202 | 4,274 | 0.25 | 0.156 | 768 |
| NZ | 2 | -454 | -816 | -380 | 1,178 | 0.36 | 0.073 | 34 |
| SG | 1 | 2,540 | 0 | 2,054 | 2,540 | 0.81 | 0.033 | 83 |
| TH | 3 | 5,518 | 0 | 2,443 | 5,518 | 0.40 | 0.146 | 861 |
| TW | 7 | 75,693 | 0 | 67,116 | 75,693 | 0.86 | 0.166 | 10,658 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -27,980 | -12,515 | -16,970 | 27,980 | 0.79 | -0.035 | 378 |
| 1 | 5 | 28,055 | 0 | 8,271 | 28,055 | 0.55 | -0.052 | 411 | |
| CN | -1 | 8 | -257,637 | -253,445 | -347,172 | 257,637 | 1.08 | -0.022 | 13,796 |
| 1 | 10 | 547,658 | 0 | 635,788 | 547,658 | 1.04 | -0.059 | -52,857 | |
| HK | -1 | 16 | -83,303 | -73,528 | -105,386 | 83,303 | 1.29 | 0.021 | -5,645 |
| 1 | 3 | 59,273 | 0 | 76,632 | 59,273 | 1.27 | 0.117 | 6,656 | |
| JP | -1 | 34 | -152,456 | -103,248 | -87,738 | 152,456 | 0.58 | -0.077 | 12,620 |
| 1 | 27 | 193,706 | 0 | 120,653 | 193,706 | 0.69 | 0.021 | 8,982 | |
| KR | -1 | 6 | -23,422 | -23,422 | -16,668 | 23,422 | 0.93 | -0.080 | 2,363 |
| 1 | 8 | 30,748 | 0 | 12,608 | 30,748 | 0.44 | 0.232 | 7,754 | |
| MY | 1 | 2 | 4,274 | 0 | 1,202 | 4,274 | 0.25 | 0.156 | 768 |
| NZ | -1 | 1 | -816 | -816 | -446 | 816 | 0.55 | -0.073 | 60 |
| 1 | 1 | 362 | 0 | 66 | 362 | 0.18 | -0.072 | -26 | |
| SG | 1 | 1 | 2,540 | 0 | 2,054 | 2,540 | 0.81 | 0.033 | 83 |
| TH | 1 | 3 | 5,518 | 0 | 2,443 | 5,518 | 0.40 | 0.146 | 861 |
| TW | 1 | 7 | 75,693 | 0 | 67,116 | 75,693 | 0.86 | 0.166 | 10,658 |