| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 114,332 | 819,075 | -47,036 | 24,170 | 148 | 40,056,862 | 0.020 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -352,371 | 352,371 | -307,129 | 9,619 |
| 1 | 466,704 | 466,704 | 260,093 | 14,551 |
| 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 | 16 | 120,503 | -46,676 | 5,501 | 227,212 | 1.11 | 0.084 | -15,927 |
| HK | 15 | -103,893 | -100,307 | -101,151 | 114,207 | 1.12 | 0.064 | 63 |
| JP | 58 | 43,676 | -75,790 | 44,551 | 299,565 | 0.63 | 0.088 | 19,410 |
| 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 | 10 | -53,355 | -46,676 | -90,461 | 53,355 | 1.11 | -0.003 | 1,417 |
| 1 | 6 | 173,858 | 0 | 95,962 | 173,858 | 1.09 | -0.125 | -17,343 | |
| HK | -1 | 14 | -109,050 | -100,307 | -111,472 | 109,050 | 1.05 | -0.009 | -239 |
| 1 | 1 | 5,157 | 0 | 10,321 | 5,157 | 2.00 | 0.059 | 302 | |
| JP | -1 | 32 | -127,944 | -75,790 | -66,326 | 127,944 | 0.57 | -0.072 | 7,883 |
| 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 |