| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 301,751 | 1,587,637 | 261,987 | -23,761 | 153 | 45,524,139 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -642,943 | 642,943 | -652,286 | 1,823 |
| 1 | 944,694 | 944,694 | 914,272 | -25,583 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 1,560 | -8,766 | -25,281 | 106,204 | 0.73 | 0.083 | -1,509 |
| CN | 20 | 299,271 | -303,999 | 345,150 | 930,125 | 1.29 | 0.072 | -52,368 |
| HK | 17 | -40,503 | -49,926 | -30,105 | 125,080 | 0.95 | 0.088 | -1,121 |
| JP | 57 | -14,949 | -80,916 | -27,279 | 306,019 | 0.61 | 0.073 | 15,390 |
| KR | 19 | 39,219 | -13,949 | 2,193 | 69,337 | 0.76 | 0.211 | 10,891 |
| MY | 2 | 266 | 0 | 178 | 693 | 0.05 | 0.101 | 86 |
| TH | 4 | -10,270 | 0 | -6,874 | 10,541 | 0.56 | 0.147 | -1,581 |
| TW | 3 | 27,157 | 0 | 4,004 | 39,638 | 0.68 | 0.206 | 6,451 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -52,322 | -8,766 | -44,144 | 52,322 | 0.88 | -0.053 | -826 |
| 1 | 16 | 53,882 | 0 | 18,863 | 53,882 | 0.59 | -0.088 | -683 | |
| CN | -1 | 8 | -315,427 | -303,999 | -399,107 | 315,427 | 1.42 | 0.016 | 7,267 |
| 1 | 12 | 614,698 | 0 | 744,257 | 614,698 | 1.20 | -0.069 | -59,635 | |
| HK | -1 | 15 | -82,791 | -49,926 | -80,810 | 82,791 | 0.95 | -0.009 | -4,800 |
| 1 | 2 | 42,288 | 0 | 50,705 | 42,288 | 0.91 | 0.117 | 3,679 | |
| JP | -1 | 37 | -160,484 | -80,916 | -93,838 | 160,484 | 0.67 | -0.037 | 5,757 |
| 1 | 20 | 145,535 | 0 | 66,559 | 145,535 | 0.52 | 0.020 | 9,632 | |
| KR | -1 | 6 | -15,059 | -13,949 | -20,232 | 15,059 | 1.37 | 0.172 | -2,767 |
| 1 | 13 | 54,278 | 0 | 22,425 | 54,278 | 0.48 | 0.228 | 13,658 | |
| MY | -1 | 1 | -213 | 0 | 40 | 213 | -0.19 | 0.016 | -3 |
| 1 | 1 | 479 | 0 | 138 | 479 | 0.29 | 0.187 | 90 | |
| TH | -1 | 3 | -10,406 | 0 | -6,922 | 10,406 | 0.63 | 0.148 | -1,601 |
| 1 | 1 | 136 | 0 | 48 | 136 | 0.36 | 0.144 | 20 | |
| TW | -1 | 1 | -6,240 | 0 | -7,272 | 6,240 | 1.17 | 0.193 | -1,205 |
| 1 | 2 | 33,397 | 0 | 11,277 | 33,397 | 0.43 | 0.213 | 7,656 |