| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -43,085 | 915,205 | -187,597 | 46,351 | 188 | 39,843,065 | 0.023 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -479,145 | 479,145 | -498,934 | 22,165 |
| 1 | 436,060 | 436,060 | 311,337 | 24,185 |
| 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 | 23 | -50,391 | -152,194 | -124,431 | 273,322 | 1.27 | 0.058 | 5,912 |
| HK | 19 | -74,430 | -66,364 | -83,848 | 106,393 | 1.19 | 0.120 | 7,613 |
| 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 | 16 | -161,856 | -152,194 | -251,942 | 161,856 | 1.14 | -0.016 | 7,042 |
| 1 | 7 | 111,466 | 0 | 127,511 | 111,466 | 1.57 | -0.024 | -1,129 | |
| HK | -1 | 16 | -90,412 | -66,364 | -99,951 | 90,412 | 1.27 | -0.023 | 5,314 |
| 1 | 3 | 15,982 | 0 | 16,102 | 15,982 | 0.77 | 0.069 | 2,299 | |
| 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 |