| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -40,982 | 1,125,403 | -120,029 | -24,620 | 149 | 39,383,630 | 0.029 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -583,193 | 583,193 | -442,165 | -8,303 |
| 1.0000 | 542,211 | 542,211 | 322,136 | -16,316 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -15,524 | -22,414 | -9,316 | 38,579 | 0.68 | 0.083 | 1,662 |
| CN | 24 | 49,494 | -253,448 | 133,548 | 577,812 | 0.93 | 0.088 | -1,184 |
| HK | 16 | -70,776 | -9,069 | -120,687 | 107,998 | 1.21 | 0.074 | -5,155 |
| JP | 60 | 50,686 | -42,745 | 11,958 | 264,883 | 0.58 | 0.085 | -5,203 |
| KR | 13 | -16,044 | -3,541 | -41,837 | 55,469 | 0.74 | 0.279 | -6,056 |
| NZ | 2 | 1,253 | -4,930 | -1,570 | 11,112 | 0.36 | 0.062 | 68 |
| SG | 3 | 13,702 | 0 | 3,292 | 13,702 | 0.38 | 0.049 | 882 |
| TH | 2 | -4,584 | 0 | -2,200 | 4,584 | 0.61 | 0.138 | -630 |
| TW | 3 | -49,188 | 0 | -93,216 | 51,263 | 1.16 | 0.146 | -9,004 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -27,052 | -22,414 | -14,741 | 27,052 | 0.73 | -0.077 | 2,396 |
| 1.0000 | 11 | 11,528 | 0 | 5,425 | 11,528 | 0.61 | -0.077 | -734 | |
| CN | -1.0000 | 11 | -264,159 | -253,448 | -76,714 | 264,159 | 0.59 | -0.048 | 15,448 |
| 1.0000 | 13 | 313,653 | 0 | 210,262 | 313,653 | 1.22 | -0.030 | -16,632 | |
| HK | -1.0000 | 12 | -89,387 | -9,069 | -131,843 | 89,387 | 1.36 | 0.035 | -5,101 |
| 1.0000 | 4 | 18,611 | 0 | 11,156 | 18,611 | 0.77 | 0.008 | -54 | |
| JP | -1.0000 | 25 | -107,099 | -42,745 | -65,796 | 107,099 | 0.71 | -0.035 | -667 |
| 1.0000 | 35 | 157,784 | 0 | 77,754 | 157,784 | 0.49 | -0.022 | -4,537 | |
| KR | -1.0000 | 4 | -35,757 | -3,541 | -53,722 | 35,757 | 0.98 | 0.301 | -11,117 |
| 1.0000 | 9 | 19,712 | 0 | 11,885 | 19,712 | 0.64 | 0.270 | 5,061 | |
| NZ | -1.0000 | 1 | -4,930 | -4,930 | -2,693 | 4,930 | 0.55 | -0.075 | 372 |
| 1.0000 | 1 | 6,182 | 0 | 1,123 | 6,182 | 0.18 | -0.049 | -304 | |
| SG | 1.0000 | 3 | 13,702 | 0 | 3,292 | 13,702 | 0.38 | 0.026 | 882 |
| TH | -1.0000 | 2 | -4,584 | 0 | -2,200 | 4,584 | 0.61 | 0.138 | -630 |
| TW | -1.0000 | 2 | -50,226 | 0 | -94,455 | 50,226 | 1.14 | 0.219 | -9,005 |
| 1.0000 | 1 | 1,038 | 0 | 1,239 | 1,038 | 1.19 | 0.001 | 1 |