| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -40,731 | 1,041,522 | 133,618 | 38,691 | 140 | 39,529,740 | 0.026 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -541,126 | 541,126 | -481,883 | 32,063 |
| 1.0000 | 500,395 | 500,395 | 615,500 | 6,628 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 34,658 | -25,111 | 6,980 | 92,543 | 0.61 | 0.083 | 24 |
| CN | 22 | -151,914 | -321,172 | -120 | 493,819 | 1.34 | 0.082 | 19,855 |
| HK | 20 | 107,309 | -230 | 172,972 | 136,225 | 1.21 | 0.109 | 7,729 |
| JP | 43 | 2,233 | -71,392 | 12,793 | 177,006 | 0.61 | 0.086 | 10,536 |
| KR | 9 | -792 | -13,231 | -14,954 | 25,670 | 1.00 | 0.162 | 4,820 |
| MY | 2 | 2,670 | 0 | 793 | 3,952 | 0.27 | 0.241 | 510 |
| NZ | 3 | 1,574 | -2,670 | -686 | 6,915 | 0.31 | 0.082 | -59 |
| SG | 2 | 5,692 | 0 | 4,346 | 5,692 | 0.50 | 0.033 | 186 |
| TH | 6 | 4,074 | 0 | -3,759 | 53,464 | 0.36 | 0.183 | 793 |
| TW | 4 | -46,235 | -15,160 | -44,748 | 46,235 | 0.92 | 0.095 | -5,702 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 8 | -28,943 | -25,111 | -21,656 | 28,943 | 0.82 | -0.080 | 3,237 |
| 1.0000 | 21 | 63,600 | 0 | 28,636 | 63,600 | 0.53 | -0.072 | -3,213 | |
| CN | -1.0000 | 13 | -322,866 | -321,172 | -304,720 | 322,866 | 1.10 | -0.053 | 30,555 |
| 1.0000 | 9 | 170,952 | 0 | 304,599 | 170,952 | 1.68 | -0.078 | -10,700 | |
| HK | -1.0000 | 5 | -14,458 | -230 | -12,207 | 14,458 | 0.91 | 0.059 | -1,280 |
| 1.0000 | 15 | 121,767 | 0 | 185,178 | 121,767 | 1.31 | 0.099 | 9,009 | |
| JP | -1.0000 | 21 | -87,387 | -71,392 | -66,314 | 87,387 | 0.60 | -0.091 | 9,179 |
| 1.0000 | 22 | 89,620 | 0 | 79,108 | 89,620 | 0.61 | 0.005 | 1,357 | |
| KR | -1.0000 | 6 | -13,231 | -13,231 | -20,113 | 13,231 | 1.25 | -0.055 | 484 |
| 1.0000 | 3 | 12,439 | 0 | 5,158 | 12,439 | 0.50 | 0.347 | 4,336 | |
| MY | -1.0000 | 1 | -641 | 0 | -161 | 641 | 0.25 | 0.274 | -176 |
| 1.0000 | 1 | 3,311 | 0 | 955 | 3,311 | 0.29 | 0.207 | 686 | |
| NZ | -1.0000 | 1 | -2,670 | -2,670 | -1,459 | 2,670 | 0.55 | -0.092 | 245 |
| 1.0000 | 2 | 4,245 | 0 | 773 | 4,245 | 0.19 | -0.077 | -305 | |
| SG | 1.0000 | 2 | 5,692 | 0 | 4,346 | 5,692 | 0.50 | 0.004 | 186 |
| TH | -1.0000 | 3 | -24,695 | 0 | -10,506 | 24,695 | 0.45 | 0.191 | -4,480 |
| 1.0000 | 3 | 28,769 | 0 | 6,747 | 28,769 | 0.28 | 0.175 | 5,273 | |
| TW | -1.0000 | 4 | -46,235 | -15,160 | -44,748 | 46,235 | 0.92 | 0.095 | -5,702 |