| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -66,472 | 1,093,150 | -112,156 | 19,396 | 161 | 39,767,910 | 0.027 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -579,811 | 579,811 | -482,163 | 21,280 |
| 1.0000 | 513,339 | 513,339 | 370,007 | -1,884 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 9,345 | -33,855 | -28,137 | 89,368 | 0.67 | 0.075 | 529 |
| CN | 23 | -46,936 | -294,621 | -1,945 | 550,018 | 1.22 | 0.085 | 8,044 |
| HK | 14 | 38,134 | -7,334 | 24,079 | 69,537 | 1.16 | 0.100 | 4,656 |
| JP | 59 | 31 | -75,580 | -2,689 | 211,094 | 0.65 | 0.073 | 6,994 |
| KR | 17 | -70,072 | -71,433 | -93,108 | 76,120 | 1.31 | 0.104 | 810 |
| MY | 1 | -3,601 | 0 | -906 | 3,601 | 0.25 | 0.272 | -980 |
| NZ | 3 | 612 | -4,759 | -1,620 | 10,131 | 0.31 | 0.096 | 35 |
| SG | 2 | 9,107 | 0 | 4,861 | 9,107 | 0.48 | 0.062 | 541 |
| TH | 8 | -57 | 0 | -9,180 | 67,055 | 0.33 | 0.185 | -444 |
| TW | 2 | -3,034 | 0 | -3,510 | 7,120 | 1.17 | 0.173 | -789 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -40,011 | -33,855 | -45,010 | 40,011 | 0.99 | -0.058 | 2,601 |
| 1.0000 | 19 | 49,357 | 0 | 16,873 | 49,357 | 0.45 | -0.069 | -2,072 | |
| CN | -1.0000 | 14 | -298,477 | -294,621 | -216,092 | 298,477 | 1.24 | -0.079 | 18,117 |
| 1.0000 | 9 | 251,541 | 0 | 214,147 | 251,541 | 1.17 | -0.040 | -10,073 | |
| HK | -1.0000 | 2 | -15,701 | -7,334 | -22,513 | 15,701 | 1.48 | 0.030 | -510 |
| 1.0000 | 12 | 53,835 | 0 | 46,592 | 53,835 | 1.10 | 0.091 | 5,166 | |
| JP | -1.0000 | 30 | -105,531 | -75,580 | -75,650 | 105,531 | 0.69 | -0.062 | 8,698 |
| 1.0000 | 29 | 105,562 | 0 | 72,961 | 105,562 | 0.62 | -0.005 | -1,704 | |
| KR | -1.0000 | 15 | -73,096 | -71,433 | -96,523 | 73,096 | 1.32 | 0.021 | 19 |
| 1.0000 | 2 | 3,024 | 0 | 3,415 | 3,024 | 1.21 | 0.116 | 791 | |
| MY | -1.0000 | 1 | -3,601 | 0 | -906 | 3,601 | 0.25 | 0.272 | -980 |
| NZ | -1.0000 | 1 | -4,759 | -4,759 | -2,600 | 4,759 | 0.55 | -0.106 | 503 |
| 1.0000 | 2 | 5,372 | 0 | 980 | 5,372 | 0.19 | -0.091 | -468 | |
| SG | 1.0000 | 2 | 9,107 | 0 | 4,861 | 9,107 | 0.48 | 0.062 | 541 |
| TH | -1.0000 | 3 | -33,556 | 0 | -16,952 | 33,556 | 0.45 | 0.200 | -6,101 |
| 1.0000 | 5 | 33,499 | 0 | 7,772 | 33,499 | 0.25 | 0.176 | 5,656 | |
| TW | -1.0000 | 1 | -5,077 | 0 | -5,917 | 5,077 | 1.17 | 0.210 | -1,068 |
| 1.0000 | 1 | 2,043 | 0 | 2,406 | 2,043 | 1.18 | 0.136 | 278 |