| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 28,078 | 1,124,093 | 202,729 | 48,894 | 192 | 41,940,265 | 0.027 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -548,007 | 548,007 | -525,501 | 49,279 |
| 1 | 576,086 | 576,086 | 728,231 | -385 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 13,000 | -23,751 | 23,316 | 77,066 | 0.74 | 0.095 | -2,453 |
| CN | 48 | -86,545 | -147,860 | -87,638 | 334,431 | 1.32 | 0.139 | 19,535 |
| HK | 20 | 128,951 | -6,247 | 205,898 | 141,445 | 1.42 | 0.139 | 22,173 |
| JP | 77 | -29,129 | -121,003 | 60,922 | 443,927 | 0.74 | 0.096 | 7,377 |
| KR | 7 | -4,658 | -8,624 | -1,378 | 12,590 | 1.55 | 0.228 | 2,438 |
| NZ | 2 | -3,272 | -3,272 | -1,181 | 3,272 | 0.44 | 0.032 | 156 |
| SG | 1 | -502 | -502 | -235 | 502 | 0.47 | 0.047 | 24 |
| TH | 4 | 8,975 | 0 | 3,558 | 19,980 | 0.33 | 0.186 | 1,970 |
| TW | 7 | 1,258 | -10,271 | -531 | 90,881 | 0.47 | 0.167 | -2,325 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -32,033 | -23,751 | -16,478 | 32,033 | 0.82 | -0.088 | 2,449 |
| 1 | 17 | 45,033 | 0 | 39,795 | 45,033 | 0.70 | -0.080 | -4,902 | |
| CN | -1 | 30 | -210,488 | -147,860 | -285,758 | 210,488 | 1.19 | -0.104 | 30,867 |
| 1 | 18 | 123,943 | 0 | 198,119 | 123,943 | 1.54 | -0.099 | -11,333 | |
| HK | -1 | 1 | -6,247 | -6,247 | -11,645 | 6,247 | 1.86 | -0.150 | 935 |
| 1 | 19 | 135,198 | 0 | 217,543 | 135,198 | 1.40 | 0.139 | 21,237 | |
| JP | -1 | 42 | -236,528 | -121,003 | -177,628 | 236,528 | 0.65 | -0.052 | 16,719 |
| 1 | 35 | 207,399 | 0 | 238,549 | 207,399 | 0.85 | -0.054 | -9,341 | |
| KR | -1 | 4 | -8,624 | -8,624 | -9,749 | 8,624 | 1.35 | -0.200 | 1,848 |
| 1 | 3 | 3,966 | 0 | 8,371 | 3,966 | 1.82 | 0.098 | 590 | |
| NZ | -1 | 2 | -3,272 | -3,272 | -1,181 | 3,272 | 0.44 | -0.032 | 156 |
| SG | -1 | 1 | -502 | -502 | -235 | 502 | 0.47 | -0.047 | 24 |
| TH | -1 | 3 | -5,502 | 0 | -1,119 | 5,502 | 0.33 | 0.177 | -1,104 |
| 1 | 1 | 14,477 | 0 | 4,676 | 14,477 | 0.32 | 0.212 | 3,074 | |
| TW | -1 | 5 | -44,811 | -10,271 | -21,709 | 44,811 | 0.48 | 0.072 | -2,614 |
| 1 | 2 | 46,069 | 0 | 21,178 | 46,069 | 0.45 | 0.067 | 289 |