| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 340,221 | 1,514,041 | 273,243 | -6,765 | 196 | 45,113,548 | 0.034 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -586,910 | 586,910 | -616,600 | 17,073 |
| 1 | 927,131 | 927,131 | 889,843 | -23,838 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 4,129 | -29,431 | 12,585 | 99,106 | 0.61 | 0.072 | 1,806 |
| CN | 30 | 286,499 | -259,774 | 279,947 | 825,741 | 1.23 | 0.062 | -50,468 |
| HK | 20 | -28,013 | -66,364 | -27,387 | 152,810 | 1.19 | 0.118 | 10,877 |
| JP | 81 | -14,898 | -112,944 | -28,890 | 307,986 | 0.65 | 0.077 | 8,379 |
| KR | 18 | 41,200 | -2,199 | 17,485 | 50,549 | 0.67 | 0.246 | 11,071 |
| NZ | 3 | 73 | -1,816 | -643 | 3,704 | 0.31 | 0.052 | 4 |
| SG | 2 | -300 | -3,588 | -1,512 | 6,876 | 0.58 | 0.059 | 401 |
| TH | 5 | -3,393 | 0 | -3,733 | 12,344 | 0.46 | 0.161 | -577 |
| TW | 5 | 54,925 | 0 | 25,391 | 54,925 | 0.47 | 0.189 | 11,742 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -47,489 | -29,431 | -11,497 | 47,489 | 0.55 | -0.071 | 2,891 |
| 1 | 17 | 51,618 | 0 | 24,082 | 51,618 | 0.67 | -0.056 | -1,085 | |
| CN | -1 | 18 | -269,621 | -259,774 | -369,608 | 269,621 | 1.14 | -0.006 | 1,949 |
| 1 | 12 | 556,120 | 0 | 649,556 | 556,120 | 1.36 | -0.044 | -52,416 | |
| HK | -1 | 16 | -90,412 | -66,364 | -99,951 | 90,412 | 1.27 | -0.023 | 5,314 |
| 1 | 4 | 62,398 | 0 | 72,564 | 62,398 | 0.88 | 0.069 | 5,563 | |
| JP | -1 | 44 | -161,442 | -112,944 | -119,690 | 161,442 | 0.66 | -0.056 | 8,794 |
| 1 | 37 | 146,544 | 0 | 90,799 | 146,544 | 0.63 | -0.011 | -414 | |
| KR | -1 | 2 | -4,674 | -2,199 | -6,015 | 4,674 | 1.29 | 0.162 | -793 |
| 1 | 16 | 45,874 | 0 | 23,500 | 45,874 | 0.59 | 0.256 | 11,864 | |
| NZ | -1 | 1 | -1,816 | -1,816 | -992 | 1,816 | 0.55 | -0.057 | 103 |
| 1 | 2 | 1,889 | 0 | 349 | 1,889 | 0.19 | -0.050 | -99 | |
| SG | -1 | 1 | -3,588 | -3,588 | -2,777 | 3,588 | 0.77 | -0.052 | 187 |
| 1 | 1 | 3,288 | 0 | 1,265 | 3,288 | 0.38 | 0.065 | 214 | |
| TH | -1 | 3 | -7,869 | 0 | -6,071 | 7,869 | 0.46 | 0.164 | -1,372 |
| 1 | 2 | 4,475 | 0 | 2,338 | 4,475 | 0.44 | 0.156 | 795 | |
| TW | 1 | 5 | 54,925 | 0 | 25,391 | 54,925 | 0.47 | 0.189 | 11,742 |