| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -36,490 | 1,665,550 | 112,744 | 84,929 | 237 | 41,672,162 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -851,020 | 851,020 | -1,049,808 | 121,967 |
| 1.0000 | 814,530 | 814,530 | 1,162,551 | -37,038 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -86,267 | -67,101 | -72,706 | 97,897 | 0.92 | 0.072 | 5,698 |
| CN | 63 | -9,247 | -345,280 | 183,825 | 751,897 | 1.63 | 0.189 | -6,593 |
| HK | 13 | -17,500 | -33,799 | -34,680 | 54,461 | 1.11 | 0.105 | 1,279 |
| JP | 87 | 39,619 | -227,151 | 49,809 | 530,679 | 0.56 | 0.085 | 38,073 |
| KR | 32 | -56,969 | -92,058 | -129,766 | 127,146 | 1.63 | 0.206 | 27,884 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.034 | -2 |
| NZ | 2 | 2,070 | -406 | 340 | 2,881 | 0.21 | 0.034 | 112 |
| SG | 1 | 3,232 | 0 | 1,213 | 3,232 | 0.38 | 0.089 | 286 |
| TH | 6 | 9,635 | 0 | -798 | 18,330 | 0.37 | 0.133 | 1,900 |
| TW | 6 | 78,981 | 0 | 115,514 | 78,981 | 1.51 | 0.237 | 16,290 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -92,082 | -67,101 | -75,596 | 92,082 | 1.06 | -0.066 | 5,885 |
| 1.0000 | 6 | 5,815 | 0 | 2,890 | 5,815 | 0.49 | 0.014 | -187 | |
| CN | -1.0000 | 34 | -380,572 | -345,280 | -618,670 | 380,572 | 1.74 | -0.178 | 70,650 |
| 1.0000 | 29 | 371,325 | 0 | 802,495 | 371,325 | 1.50 | -0.129 | -77,243 | |
| HK | -1.0000 | 9 | -35,981 | -33,799 | -55,762 | 35,981 | 1.18 | -0.045 | 2,297 |
| 1.0000 | 4 | 18,481 | 0 | 21,082 | 18,481 | 0.96 | 0.026 | -1,018 | |
| JP | -1.0000 | 43 | -245,530 | -227,151 | -127,442 | 245,530 | 0.52 | -0.080 | 26,175 |
| 1.0000 | 44 | 285,149 | 0 | 177,251 | 285,149 | 0.60 | 0.029 | 11,898 | |
| KR | -1.0000 | 24 | -92,058 | -92,058 | -169,303 | 92,058 | 1.81 | -0.168 | 17,289 |
| 1.0000 | 8 | 35,089 | 0 | 39,537 | 35,089 | 1.08 | 0.240 | 10,596 | |
| MY | -1.0000 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.034 | -2 |
| NZ | -1.0000 | 1 | -406 | -406 | -101 | 406 | 0.25 | -0.028 | 11 |
| 1.0000 | 1 | 2,475 | 0 | 440 | 2,475 | 0.18 | 0.041 | 101 | |
| SG | 1.0000 | 1 | 3,232 | 0 | 1,213 | 3,232 | 0.38 | 0.089 | 286 |
| TH | -1.0000 | 3 | -4,347 | 0 | -2,927 | 4,347 | 0.58 | 0.106 | -339 |
| 1.0000 | 3 | 13,982 | 0 | 2,129 | 13,982 | 0.16 | 0.161 | 2,239 | |
| TW | 1.0000 | 6 | 78,981 | 0 | 115,514 | 78,981 | 1.51 | 0.237 | 16,290 |