| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 25,114 | 1,214,393 | -53,173 | -3,464 | 123 | 38,872,302 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -594,640 | 594,640 | -883,462 | 9,515 |
| 1.0000 | 619,753 | 619,753 | 830,289 | -12,978 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -34,350 | -51,375 | -86,053 | 134,430 | 0.76 | 0.070 | 3,348 |
| CN | 26 | 87,235 | -165,284 | 105,464 | 692,046 | 1.47 | 0.061 | -29,554 |
| HK | 24 | -72,193 | -116,408 | -94,486 | 194,925 | 1.55 | 0.088 | 6,511 |
| ID | 3 | -18,248 | 0 | -8,449 | 18,248 | 0.60 | 0.151 | -2,359 |
| KR | 21 | -24,519 | -32,714 | -42,173 | 53,068 | 0.93 | 0.174 | 2,264 |
| NZ | 3 | -994 | -9,668 | -3,692 | 18,341 | 0.31 | 0.071 | 267 |
| SG | 5 | 9,533 | -1,129 | 3,364 | 11,790 | 0.51 | 0.076 | 869 |
| TH | 5 | -1,016 | 0 | 578 | 11,880 | 0.41 | 0.169 | -83 |
| TW | 9 | 79,664 | 0 | 72,273 | 79,664 | 0.71 | 0.191 | 15,272 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -84,390 | -51,375 | -99,037 | 84,390 | 1.03 | -0.065 | 2,949 |
| 1.0000 | 10 | 50,040 | 0 | 12,984 | 50,040 | 0.31 | -0.040 | 399 | |
| CN | -1.0000 | 17 | -302,405 | -165,284 | -516,057 | 302,405 | 1.45 | -0.023 | 5,768 |
| 1.0000 | 9 | 389,641 | 0 | 621,522 | 389,641 | 1.50 | -0.060 | -35,322 | |
| HK | -1.0000 | 20 | -133,559 | -116,408 | -202,814 | 133,559 | 1.64 | -0.033 | 5,073 |
| 1.0000 | 4 | 61,366 | 0 | 108,328 | 61,366 | 1.11 | 0.089 | 1,438 | |
| ID | -1.0000 | 3 | -18,248 | 0 | -8,449 | 18,248 | 0.60 | 0.151 | -2,359 |
| KR | -1.0000 | 12 | -38,793 | -32,714 | -49,275 | 38,793 | 1.20 | 0.006 | -1,808 |
| 1.0000 | 9 | 14,275 | 0 | 7,102 | 14,275 | 0.58 | 0.256 | 4,072 | |
| NZ | -1.0000 | 1 | -9,668 | -9,668 | -5,281 | 9,668 | 0.55 | -0.081 | 787 |
| 1.0000 | 2 | 8,674 | 0 | 1,589 | 8,674 | 0.19 | -0.065 | -519 | |
| SG | -1.0000 | 1 | -1,129 | -1,129 | -839 | 1,129 | 0.74 | -0.123 | 138 |
| 1.0000 | 4 | 10,662 | 0 | 4,203 | 10,662 | 0.46 | 0.064 | 731 | |
| TH | -1.0000 | 3 | -6,448 | 0 | -1,709 | 6,448 | 0.40 | 0.159 | -1,034 |
| 1.0000 | 2 | 5,432 | 0 | 2,287 | 5,432 | 0.44 | 0.183 | 951 | |
| TW | 1.0000 | 9 | 79,664 | 0 | 72,273 | 79,664 | 0.71 | 0.191 | 15,272 |