| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 34,929 | 1,863,508 | 26,230 | 77,915 | 226 | 41,802,651 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -914,289 | 914,289 | -765,695 | 79,266 |
| 1.0000 | 949,218 | 949,218 | 791,925 | -1,351 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 9,426 | -22,596 | 7,498 | 85,885 | 0.84 | 0.111 | 2,089 |
| CN | 43 | 15,174 | -312,266 | -102,231 | 729,030 | 1.13 | 0.135 | -2,788 |
| HK | 18 | 46,864 | -13,679 | 53,150 | 81,816 | 1.14 | 0.118 | 11,723 |
| JP | 102 | -78,379 | -181,691 | 43,372 | 656,099 | 0.69 | 0.105 | 31,397 |
| KR | 19 | -42,919 | -73,436 | -49,583 | 124,147 | 1.35 | 0.218 | 20,065 |
| NZ | 3 | -2,973 | -3,213 | -1,504 | 3,452 | 0.33 | 0.049 | 161 |
| SG | 1 | -5,268 | -5,268 | -4,359 | 5,268 | 0.83 | 0.025 | 133 |
| TH | 2 | 1,781 | 0 | 445 | 2,116 | 0.33 | 0.174 | 283 |
| TW | 6 | 91,223 | 0 | 79,443 | 175,695 | 1.00 | 0.172 | 14,852 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -38,230 | -22,596 | -30,085 | 38,230 | 0.93 | -0.126 | 4,960 |
| 1.0000 | 18 | 47,656 | 0 | 37,583 | 47,656 | 0.77 | -0.080 | -2,871 | |
| CN | -1.0000 | 26 | -356,928 | -312,266 | -348,330 | 356,928 | 1.06 | -0.092 | 35,484 |
| 1.0000 | 17 | 372,102 | 0 | 246,099 | 372,102 | 1.23 | -0.041 | -38,272 | |
| HK | -1.0000 | 5 | -17,476 | -13,679 | -18,902 | 17,476 | 1.21 | -0.119 | 2,307 |
| 1.0000 | 13 | 64,340 | 0 | 72,052 | 64,340 | 1.11 | 0.116 | 9,416 | |
| JP | -1.0000 | 53 | -367,239 | -181,691 | -205,119 | 367,239 | 0.55 | -0.112 | 37,697 |
| 1.0000 | 49 | 288,860 | 0 | 248,491 | 288,860 | 0.85 | -0.035 | -6,300 | |
| KR | -1.0000 | 11 | -83,533 | -73,436 | -101,583 | 83,533 | 1.23 | -0.075 | 7,962 |
| 1.0000 | 8 | 40,614 | 0 | 52,000 | 40,614 | 1.50 | 0.141 | 12,103 | |
| NZ | -1.0000 | 2 | -3,213 | -3,213 | -1,535 | 3,213 | 0.44 | -0.053 | 151 |
| 1.0000 | 1 | 239 | 0 | 31 | 239 | 0.13 | 0.039 | 9 | |
| SG | -1.0000 | 1 | -5,268 | -5,268 | -4,359 | 5,268 | 0.83 | -0.025 | 133 |
| TH | -1.0000 | 1 | -168 | 0 | -65 | 168 | 0.39 | 0.186 | -31 |
| 1.0000 | 1 | 1,948 | 0 | 510 | 1,948 | 0.26 | 0.161 | 314 | |
| TW | -1.0000 | 3 | -42,236 | 0 | -55,716 | 42,236 | 1.27 | 0.222 | -9,397 |
| 1.0000 | 3 | 133,459 | 0 | 135,158 | 133,459 | 0.73 | 0.121 | 24,249 |