| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 91,041 | 1,532,961 | 59,023 | 128,859 | 208 | 41,767,589 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -720,960 | 720,960 | -722,537 | 113,622 |
| 1 | 812,001 | 812,001 | 781,561 | 15,238 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -51,537 | -69,791 | -49,158 | 191,946 | 0.74 | 0.103 | 6,348 |
| CN | 48 | -57,402 | -308,081 | -83,042 | 558,759 | 1.48 | 0.203 | 43,709 |
| HK | 15 | 106,667 | 0 | 80,668 | 106,667 | 0.75 | 0.167 | 17,558 |
| JP | 90 | -18,918 | -251,689 | -13,981 | 549,215 | 0.51 | 0.085 | 42,347 |
| KR | 11 | 54,293 | -4,371 | 81,133 | 63,035 | 1.01 | 0.240 | 13,692 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.001 | 0 |
| NZ | 2 | 1,614 | -659 | 241 | 2,931 | 0.21 | 0.035 | 60 |
| SG | 1 | 389 | 0 | 398 | 389 | 1.02 | 0.049 | -19 |
| TH | 4 | 13,567 | 0 | 4,989 | 17,562 | 0.25 | 0.181 | 2,407 |
| TW | 3 | 42,412 | 0 | 37,784 | 42,412 | 0.85 | 0.101 | 2,759 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -121,742 | -69,791 | -49,348 | 121,742 | 0.85 | -0.103 | 5,504 |
| 1 | 11 | 70,205 | 0 | 189 | 70,205 | 0.53 | 0.015 | 843 | |
| CN | -1 | 20 | -308,081 | -308,081 | -484,073 | 308,081 | 1.62 | -0.237 | 77,975 |
| 1 | 28 | 250,679 | 0 | 401,031 | 250,679 | 1.38 | -0.093 | -34,266 | |
| HK | 1 | 15 | 106,667 | 0 | 80,668 | 106,667 | 0.75 | 0.167 | 17,558 |
| JP | -1 | 52 | -284,066 | -251,689 | -184,983 | 284,066 | 0.42 | -0.083 | 29,387 |
| 1 | 38 | 265,148 | 0 | 171,002 | 265,148 | 0.62 | 0.036 | 12,960 | |
| KR | -1 | 3 | -4,371 | -4,371 | -3,799 | 4,371 | 1.30 | -0.194 | 939 |
| 1 | 8 | 58,664 | 0 | 84,931 | 58,664 | 0.90 | 0.258 | 12,753 | |
| MY | -1 | 1 | -45 | 0 | -8 | 45 | 0.18 | -0.001 | 0 |
| NZ | -1 | 1 | -659 | -659 | -164 | 659 | 0.25 | -0.062 | 41 |
| 1 | 1 | 2,273 | 0 | 404 | 2,273 | 0.18 | 0.009 | 19 | |
| SG | 1 | 1 | 389 | 0 | 398 | 389 | 1.02 | -0.049 | -19 |
| TH | -1 | 2 | -1,997 | 0 | -163 | 1,997 | 0.21 | 0.140 | -224 |
| 1 | 2 | 15,564 | 0 | 5,152 | 15,564 | 0.30 | 0.222 | 2,631 | |
| TW | 1 | 3 | 42,412 | 0 | 37,784 | 42,412 | 0.85 | 0.050 | 2,759 |