| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 42,994 | 1,880,195 | -34,722 | 45,215 | 225 | 41,829,091 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -918,601 | 918,601 | -717,415 | 73,715 |
| 1 | 961,595 | 961,595 | 682,693 | -28,500 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -2,046 | -9,419 | -16,601 | 102,509 | 0.47 | 0.112 | 4,588 |
| CN | 48 | -68,631 | -219,327 | -100,705 | 370,024 | 1.03 | 0.158 | 31,073 |
| HK | 17 | 184,511 | -43,819 | 138,862 | 347,754 | 1.25 | 0.128 | -3,787 |
| JP | 100 | 48,110 | -225,802 | 69,544 | 712,529 | 0.65 | 0.106 | 8,821 |
| MY | 2 | -849 | 0 | -434 | 849 | 0.34 | 0.032 | -46 |
| NZ | 3 | 2,145 | -2,977 | -353 | 8,099 | 0.21 | 0.058 | 120 |
| SG | 9 | -143,729 | -70,905 | -78,195 | 143,729 | 0.73 | 0.084 | 8,117 |
| TH | 8 | 12,464 | 0 | -3,627 | 41,275 | 0.27 | 0.171 | 3,230 |
| TW | 11 | 11,019 | -31,232 | -43,214 | 153,428 | 1.22 | 0.186 | -6,901 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -52,277 | -9,419 | -28,104 | 52,277 | 0.44 | -0.120 | 4,002 |
| 1 | 13 | 50,232 | 0 | 11,503 | 50,232 | 0.50 | -0.094 | 585 | |
| CN | -1 | 30 | -219,327 | -219,327 | -225,320 | 219,327 | 1.07 | -0.146 | 34,378 |
| 1 | 18 | 150,696 | 0 | 124,616 | 150,696 | 0.96 | -0.014 | -3,305 | |
| HK | -1 | 9 | -81,621 | -43,819 | -85,364 | 81,621 | 1.37 | 0.003 | 134 |
| 1 | 8 | 266,133 | 0 | 224,226 | 266,133 | 1.12 | 0.058 | -3,921 | |
| JP | -1 | 47 | -332,210 | -225,802 | -181,227 | 332,210 | 0.56 | -0.095 | 45,177 |
| 1 | 53 | 380,319 | 0 | 250,772 | 380,319 | 0.73 | -0.095 | -36,356 | |
| MY | -1 | 2 | -849 | 0 | -434 | 849 | 0.34 | 0.026 | -46 |
| NZ | -1 | 1 | -2,977 | -2,977 | -1,023 | 2,977 | 0.34 | -0.099 | 295 |
| 1 | 2 | 5,122 | 0 | 671 | 5,122 | 0.14 | -0.037 | -175 | |
| SG | -1 | 9 | -143,729 | -70,905 | -78,195 | 143,729 | 0.73 | -0.084 | 8,117 |
| TH | -1 | 5 | -14,406 | 0 | -6,908 | 14,406 | 0.41 | 0.153 | -1,929 |
| 1 | 3 | 26,870 | 0 | 3,281 | 26,870 | 0.05 | 0.201 | 5,159 | |
| TW | -1 | 7 | -71,204 | -31,232 | -110,839 | 71,204 | 1.42 | 0.204 | -16,414 |
| 1 | 4 | 82,224 | 0 | 67,625 | 82,224 | 0.87 | 0.155 | 9,513 |