| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 456,184 | 1,378,364 | 362,399 | -18,982 | 155 | 45,349,012 | 0.030 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -461,090 | 461,090 | -421,913 | 5,153 |
| 1 | 917,274 | 917,274 | 784,311 | -24,135 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -14,745 | -19,175 | -6,903 | 68,233 | 0.62 | 0.071 | 2,799 |
| CN | 23 | 413,815 | -160,886 | 352,650 | 749,351 | 1.10 | 0.078 | -63,172 |
| HK | 16 | -61,048 | -100,307 | -49,034 | 157,052 | 1.12 | 0.067 | 4,425 |
| JP | 57 | 49,371 | -70,095 | 54,720 | 293,870 | 0.61 | 0.088 | 19,142 |
| KR | 20 | 56,193 | -10,318 | 12,108 | 76,828 | 0.79 | 0.165 | 15,515 |
| MY | 1 | -110 | 0 | 20 | 110 | -0.19 | 0.016 | -2 |
| NZ | 1 | -2,801 | -2,801 | -1,530 | 2,801 | 0.55 | 0.065 | 183 |
| SG | 2 | 6,232 | 0 | 2,931 | 6,232 | 0.45 | 0.052 | 300 |
| TH | 5 | 7,881 | 0 | 2,278 | 9,669 | 0.47 | 0.173 | 1,234 |
| TW | 3 | 1,396 | 0 | -4,841 | 14,218 | 0.70 | 0.193 | 595 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -41,489 | -19,175 | -14,706 | 41,489 | 0.69 | -0.073 | 2,393 |
| 1 | 7 | 26,744 | 0 | 7,803 | 26,744 | 0.42 | -0.033 | 406 | |
| CN | -1 | 12 | -167,768 | -160,886 | -215,413 | 167,768 | 1.11 | 0.007 | -2,780 |
| 1 | 11 | 581,583 | 0 | 568,063 | 581,583 | 1.08 | -0.099 | -60,391 | |
| HK | -1 | 14 | -109,050 | -100,307 | -111,472 | 109,050 | 1.05 | -0.009 | -239 |
| 1 | 2 | 48,002 | 0 | 62,438 | 48,002 | 1.61 | 0.080 | 4,664 | |
| JP | -1 | 31 | -122,249 | -70,095 | -56,156 | 122,249 | 0.53 | -0.072 | 7,615 |
| 1 | 26 | 171,621 | 0 | 110,877 | 171,621 | 0.69 | 0.044 | 11,527 | |
| KR | -1 | 6 | -10,318 | -10,318 | -14,360 | 10,318 | 1.22 | -0.017 | -720 |
| 1 | 14 | 66,511 | 0 | 26,468 | 66,511 | 0.61 | 0.194 | 16,235 | |
| MY | -1 | 1 | -110 | 0 | 20 | 110 | -0.19 | 0.016 | -2 |
| NZ | -1 | 1 | -2,801 | -2,801 | -1,530 | 2,801 | 0.55 | -0.065 | 183 |
| SG | 1 | 2 | 6,232 | 0 | 2,931 | 6,232 | 0.45 | 0.052 | 300 |
| TH | -1 | 1 | -894 | 0 | -824 | 894 | 0.92 | 0.214 | -191 |
| 1 | 4 | 8,775 | 0 | 3,101 | 8,775 | 0.36 | 0.163 | 1,425 | |
| TW | -1 | 1 | -6,411 | 0 | -7,471 | 6,411 | 1.17 | 0.172 | -1,105 |
| 1 | 2 | 7,807 | 0 | 2,630 | 7,807 | 0.47 | 0.204 | 1,700 |