| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -128,709 | 1,734,842 | -391,653 | 74,176 | 237 | 41,800,652 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -931,776 | 931,776 | -1,086,271 | 90,201 |
| 1.0000 | 803,066 | 803,066 | 694,618 | -16,026 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 30,091 | -27,372 | 17,610 | 93,341 | 0.78 | 0.080 | 4,065 |
| CN | 52 | -182,557 | -343,024 | -240,854 | 563,750 | 1.51 | 0.198 | 51,556 |
| HK | 18 | -136,665 | -51,685 | -144,087 | 149,214 | 1.23 | 0.088 | 7,097 |
| JP | 107 | 47,957 | -59,157 | -112,804 | 786,160 | 0.60 | 0.070 | -5,129 |
| KR | 14 | 18,960 | -4,800 | 14,941 | 29,387 | 1.05 | 0.240 | 8,299 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.027 | -1 |
| NZ | 2 | 9,956 | 0 | 763 | 9,956 | 0.12 | 0.020 | 244 |
| SG | 4 | 35,218 | 0 | 18,109 | 35,218 | 0.51 | 0.049 | 572 |
| TH | 5 | -9,699 | 0 | -4,127 | 9,699 | 0.34 | 0.137 | -1,193 |
| TW | 6 | 58,073 | 0 | 58,803 | 58,073 | 0.83 | 0.190 | 8,666 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -31,625 | -27,372 | -17,653 | 31,625 | 0.96 | -0.106 | 4,978 |
| 1.0000 | 19 | 61,716 | 0 | 35,263 | 61,716 | 0.70 | -0.009 | -913 | |
| CN | -1.0000 | 30 | -373,153 | -343,024 | -570,585 | 373,153 | 1.35 | -0.186 | 84,972 |
| 1.0000 | 22 | 190,596 | 0 | 329,731 | 190,596 | 1.73 | -0.135 | -33,416 | |
| HK | -1.0000 | 17 | -142,939 | -51,685 | -148,808 | 142,939 | 1.25 | -0.022 | 7,391 |
| 1.0000 | 1 | 6,275 | 0 | 4,721 | 6,275 | 0.75 | -0.047 | -294 | |
| JP | -1.0000 | 51 | -369,101 | -59,157 | -339,484 | 369,101 | 0.80 | 0.010 | -6,929 |
| 1.0000 | 56 | 417,059 | 0 | 226,679 | 417,059 | 0.42 | -0.019 | 1,799 | |
| KR | -1.0000 | 7 | -5,213 | -4,800 | -5,605 | 5,213 | 1.09 | -0.156 | 984 |
| 1.0000 | 7 | 24,174 | 0 | 20,547 | 24,174 | 1.01 | 0.298 | 7,315 | |
| MY | -1.0000 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.027 | -1 |
| NZ | 1.0000 | 2 | 9,956 | 0 | 763 | 9,956 | 0.12 | 0.020 | 244 |
| SG | 1.0000 | 4 | 35,218 | 0 | 18,109 | 35,218 | 0.51 | 0.020 | 572 |
| TH | -1.0000 | 5 | -9,699 | 0 | -4,127 | 9,699 | 0.34 | 0.137 | -1,193 |
| TW | 1.0000 | 6 | 58,073 | 0 | 58,803 | 58,073 | 0.83 | 0.190 | 8,666 |