| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 73,553 | 1,609,366 | -78,432 | -4,377 | 228 | 40,247,769 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -767,907 | 767,907 | -655,339 | 22,441 |
| 1.0000 | 841,459 | 841,459 | 576,907 | -26,817 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 39,050 | -29,018 | 50,488 | 135,156 | 0.75 | 0.136 | -3,197 |
| CN | 32 | 221,242 | -23,083 | 216,041 | 267,408 | 1.02 | 0.098 | 5,063 |
| HK | 16 | -82,874 | -23,295 | -108,979 | 95,661 | 1.20 | 0.120 | -4,182 |
| JP | 112 | -89,994 | -292,392 | -198,990 | 933,411 | 0.66 | 0.087 | -7,996 |
| KR | 17 | -9,606 | -30,895 | -47,885 | 67,395 | 0.64 | 0.283 | -1,420 |
| MY | 3 | -41,697 | 0 | -22,842 | 41,697 | 0.46 | 0.029 | -205 |
| NZ | 2 | 2,075 | 0 | 399 | 2,075 | 0.34 | 0.126 | -245 |
| SG | 1 | -2,449 | -2,449 | -1,982 | 2,449 | 0.81 | 0.060 | 147 |
| TH | 7 | 4,166 | 0 | -223 | 30,474 | 0.43 | 0.172 | 820 |
| TW | 4 | 33,641 | 0 | 35,542 | 33,641 | 0.96 | 0.195 | 6,837 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -48,053 | -29,018 | -32,157 | 48,053 | 0.70 | -0.137 | 6,967 |
| 1.0000 | 19 | 87,103 | 0 | 82,645 | 87,103 | 0.78 | -0.136 | -10,164 | |
| CN | -1.0000 | 4 | -23,083 | -23,083 | -27,929 | 23,083 | 0.94 | -0.083 | 1,834 |
| 1.0000 | 28 | 244,325 | 0 | 243,970 | 244,325 | 1.03 | 0.056 | 3,229 | |
| HK | -1.0000 | 14 | -89,268 | -23,295 | -115,888 | 89,268 | 1.25 | 0.005 | -2,909 |
| 1.0000 | 2 | 6,393 | 0 | 6,908 | 6,393 | 0.90 | -0.106 | -1,273 | |
| JP | -1.0000 | 61 | -511,702 | -292,392 | -383,328 | 511,702 | 0.77 | -0.061 | 28,884 |
| 1.0000 | 51 | 421,708 | 0 | 184,338 | 421,708 | 0.54 | -0.065 | -36,880 | |
| KR | -1.0000 | 4 | -38,500 | -30,895 | -64,699 | 38,500 | 0.99 | 0.214 | -10,112 |
| 1.0000 | 13 | 28,894 | 0 | 16,814 | 28,894 | 0.53 | 0.280 | 8,692 | |
| MY | -1.0000 | 3 | -41,697 | 0 | -22,842 | 41,697 | 0.46 | -0.003 | -205 |
| NZ | 1.0000 | 2 | 2,075 | 0 | 399 | 2,075 | 0.34 | -0.126 | -245 |
| SG | -1.0000 | 1 | -2,449 | -2,449 | -1,982 | 2,449 | 0.81 | -0.060 | 147 |
| TH | -1.0000 | 6 | -13,154 | 0 | -6,514 | 13,154 | 0.44 | 0.172 | -2,167 |
| 1.0000 | 1 | 17,320 | 0 | 6,291 | 17,320 | 0.36 | 0.172 | 2,987 | |
| TW | 1.0000 | 4 | 33,641 | 0 | 35,542 | 33,641 | 0.96 | 0.195 | 6,837 |