| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 55,946 | 807,824 | 16,540 | -5,910 | 165 | 39,799,326 | 0.020 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -375,939 | 375,939 | -367,233 | 12,872 |
| 1 | 431,885 | 431,885 | 383,773 | -18,781 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 25,616 | -11,090 | 74 | 66,318 | 0.65 | 0.073 | -2,691 |
| CN | 21 | -73,363 | -155,066 | -10,223 | 239,728 | 1.18 | 0.077 | 14,036 |
| HK | 16 | -40,711 | -37,066 | -72,872 | 45,608 | 1.63 | 0.094 | -835 |
| JP | 71 | 99,614 | -29,635 | 49,479 | 307,674 | 0.59 | 0.089 | -18,003 |
| KR | 19 | -6,085 | -42,794 | 3,358 | 90,109 | 1.16 | 0.157 | -6,657 |
| MY | 2 | 4,092 | 0 | 1,168 | 4,092 | 0.27 | 0.229 | 831 |
| NZ | 2 | 1,659 | -3,756 | -1,068 | 9,172 | 0.36 | 0.085 | -61 |
| SG | 2 | 14,480 | 0 | 11,462 | 14,480 | 0.50 | 0.034 | 725 |
| TW | 4 | 30,643 | 0 | 35,162 | 30,643 | 1.15 | 0.209 | 6,745 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -20,351 | -11,090 | -20,585 | 20,351 | 0.92 | -0.039 | 461 |
| 1 | 18 | 45,967 | 0 | 20,659 | 45,967 | 0.50 | -0.072 | -3,152 | |
| CN | -1 | 12 | -156,545 | -155,066 | -143,535 | 156,545 | 1.06 | -0.064 | 17,743 |
| 1 | 9 | 83,182 | 0 | 133,312 | 83,182 | 1.34 | -0.044 | -3,707 | |
| HK | -1 | 15 | -43,159 | -37,066 | -74,356 | 43,159 | 1.69 | 0.009 | -1,310 |
| 1 | 1 | 2,448 | 0 | 1,484 | 2,448 | 0.61 | 0.194 | 475 | |
| JP | -1 | 27 | -104,030 | -29,635 | -65,211 | 104,030 | 0.67 | -0.031 | 961 |
| 1 | 44 | 203,644 | 0 | 114,690 | 203,644 | 0.54 | -0.083 | -18,964 | |
| KR | -1 | 15 | -48,097 | -42,794 | -61,494 | 48,097 | 1.18 | 0.078 | -5,335 |
| 1 | 4 | 42,012 | 0 | 64,852 | 42,012 | 1.06 | 0.103 | -1,322 | |
| MY | 1 | 2 | 4,092 | 0 | 1,168 | 4,092 | 0.27 | 0.229 | 831 |
| NZ | -1 | 1 | -3,756 | -3,756 | -2,052 | 3,756 | 0.55 | -0.094 | 351 |
| 1 | 1 | 5,416 | 0 | 984 | 5,416 | 0.18 | -0.076 | -412 | |
| SG | 1 | 2 | 14,480 | 0 | 11,462 | 14,480 | 0.50 | 0.018 | 725 |
| TW | 1 | 4 | 30,643 | 0 | 35,162 | 30,643 | 1.15 | 0.209 | 6,745 |