| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 125,138 | 1,361,724 | -130,859 | 52,684 | 162 | 39,384,735 | 0.035 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -618,293 | 618,293 | -538,834 | 55,610 |
| 1.0000 | 743,431 | 743,431 | 407,975 | -2,927 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -7,788 | -17,416 | -1,585 | 53,689 | 0.65 | 0.086 | 837 |
| CN | 28 | 9,680 | -381,791 | -160,441 | 774,002 | 1.00 | 0.104 | 20,028 |
| HK | 22 | -72,851 | -33,229 | -89,000 | 77,274 | 1.43 | 0.102 | -1,766 |
| JP | 65 | 40,776 | -107,991 | 32,769 | 276,552 | 0.60 | 0.098 | 12,216 |
| KR | 15 | 35,435 | 0 | 16,269 | 45,750 | 0.84 | 0.255 | 8,090 |
| MY | 1 | 167 | 0 | 42 | 167 | 0.25 | 0.251 | 42 |
| NZ | 2 | -923 | -7,285 | -2,824 | 13,647 | 0.36 | 0.072 | 170 |
| SG | 4 | 10,859 | 0 | 5,706 | 10,859 | 0.41 | 0.050 | 430 |
| TW | 2 | 109,783 | 0 | 68,206 | 109,783 | 0.84 | 0.155 | 12,637 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -30,739 | -17,416 | -12,764 | 30,739 | 0.67 | -0.086 | 2,150 |
| 1.0000 | 11 | 22,950 | 0 | 11,179 | 22,950 | 0.62 | -0.062 | -1,313 | |
| CN | -1.0000 | 14 | -382,161 | -381,791 | -357,461 | 382,161 | 0.95 | -0.090 | 47,108 |
| 1.0000 | 14 | 391,841 | 0 | 197,020 | 391,841 | 1.05 | -0.065 | -27,080 | |
| HK | -1.0000 | 19 | -75,063 | -33,229 | -93,221 | 75,063 | 1.34 | -0.017 | -1,916 |
| 1.0000 | 3 | 2,212 | 0 | 4,222 | 2,212 | 1.99 | 0.076 | 150 | |
| JP | -1.0000 | 33 | -117,888 | -107,991 | -62,770 | 117,888 | 0.62 | -0.082 | 9,099 |
| 1.0000 | 32 | 158,664 | 0 | 95,538 | 158,664 | 0.58 | 0.013 | 3,117 | |
| KR | -1.0000 | 2 | -5,157 | 0 | -8,637 | 5,157 | 1.74 | 0.280 | -1,414 |
| 1.0000 | 13 | 40,593 | 0 | 24,906 | 40,593 | 0.70 | 0.251 | 9,503 | |
| MY | 1.0000 | 1 | 167 | 0 | 42 | 167 | 0.25 | 0.251 | 42 |
| NZ | -1.0000 | 1 | -7,285 | -7,285 | -3,980 | 7,285 | 0.55 | -0.080 | 583 |
| 1.0000 | 1 | 6,362 | 0 | 1,156 | 6,362 | 0.18 | -0.065 | -413 | |
| SG | 1.0000 | 4 | 10,859 | 0 | 5,706 | 10,859 | 0.41 | 0.039 | 430 |
| TW | 1.0000 | 2 | 109,783 | 0 | 68,206 | 109,783 | 0.84 | 0.155 | 12,637 |