| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -9,307 | 1,157,611 | -209,127 | 61,713 | 177 | 39,571,190 | 0.029 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -583,459 | 583,459 | -594,329 | 28,002 |
| 1 | 574,152 | 574,152 | 385,202 | 33,710 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -12,563 | -31,012 | -9,774 | 103,325 | 0.65 | 0.088 | 1,457 |
| CN | 19 | 37,443 | -151,310 | -78,895 | 393,800 | 1.11 | 0.048 | 12,935 |
| HK | 17 | -93,609 | -77,869 | -140,481 | 102,717 | 1.41 | 0.120 | 6,212 |
| JP | 77 | -38,536 | -158,385 | -23,102 | 412,727 | 0.58 | 0.079 | 13,263 |
| KR | 21 | 72,587 | -2,355 | 37,980 | 87,697 | 0.63 | 0.236 | 20,707 |
| MY | 1 | 1,889 | 0 | 545 | 1,889 | 0.29 | 0.195 | 368 |
| NZ | 2 | 738 | -2,629 | -825 | 5,997 | 0.36 | 0.076 | -37 |
| SG | 1 | -2,861 | -2,861 | -2,214 | 2,861 | 0.77 | 0.049 | 140 |
| TH | 6 | -5,891 | 0 | -1,231 | 15,102 | 0.46 | 0.157 | -789 |
| TW | 2 | 31,496 | 0 | 8,871 | 31,496 | 0.33 | 0.188 | 7,456 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -57,944 | -31,012 | -30,054 | 57,944 | 0.68 | -0.066 | 3,178 |
| 1 | 13 | 45,381 | 0 | 20,280 | 45,381 | 0.61 | -0.081 | -1,721 | |
| CN | -1 | 13 | -178,178 | -151,310 | -264,061 | 178,178 | 1.19 | -0.017 | 9,491 |
| 1 | 6 | 215,621 | 0 | 185,166 | 215,621 | 0.94 | 0.000 | 3,444 | |
| HK | -1 | 16 | -98,163 | -77,869 | -145,434 | 98,163 | 1.43 | -0.026 | 5,452 |
| 1 | 1 | 4,554 | 0 | 4,953 | 4,554 | 1.09 | 0.167 | 760 | |
| JP | -1 | 42 | -225,631 | -158,385 | -140,712 | 225,631 | 0.59 | -0.053 | 12,299 |
| 1 | 35 | 187,096 | 0 | 117,610 | 187,096 | 0.56 | 0.008 | 964 | |
| KR | -1 | 4 | -7,555 | -2,355 | -6,887 | 7,555 | 0.71 | -0.003 | -1,176 |
| 1 | 17 | 80,142 | 0 | 44,868 | 80,142 | 0.61 | 0.252 | 21,883 | |
| MY | 1 | 1 | 1,889 | 0 | 545 | 1,889 | 0.29 | 0.195 | 368 |
| NZ | -1 | 1 | -2,629 | -2,629 | -1,436 | 2,629 | 0.55 | -0.079 | 208 |
| 1 | 1 | 3,368 | 0 | 612 | 3,368 | 0.18 | -0.073 | -245 | |
| SG | -1 | 1 | -2,861 | -2,861 | -2,214 | 2,861 | 0.77 | -0.049 | 140 |
| TH | -1 | 4 | -10,497 | 0 | -3,531 | 10,497 | 0.46 | 0.156 | -1,589 |
| 1 | 2 | 4,606 | 0 | 2,299 | 4,606 | 0.44 | 0.158 | 800 | |
| TW | 1 | 2 | 31,496 | 0 | 8,871 | 31,496 | 0.33 | 0.188 | 7,456 |