| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -74,353 | 2,139,418 | -121,513 | 125,347 | 266 | 41,795,305 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,106,885 | 1,106,885 | -1,337,826 | 118,655 |
| 1 | 1,032,532 | 1,032,532 | 1,216,314 | 6,691 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -26,776 | -51,564 | -81,275 | 108,060 | 0.85 | 0.076 | 7,831 |
| CN | 72 | -111,791 | -433,455 | -178,275 | 944,703 | 1.53 | 0.168 | 73,047 |
| HK | 23 | -84,048 | -81,231 | -114,398 | 149,239 | 0.93 | 0.109 | 11,824 |
| JP | 89 | -18,099 | -57,088 | 120,859 | 635,598 | 0.62 | 0.073 | -14,088 |
| KR | 39 | 4,695 | -45,248 | 24,737 | 112,587 | 1.48 | 0.212 | 20,939 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.049 | -2 |
| NZ | 1 | 4,962 | 0 | 883 | 4,962 | 0.18 | 0.048 | 237 |
| SG | 5 | 65,044 | 0 | 32,458 | 65,044 | 0.60 | 0.039 | 3,824 |
| TH | 6 | -965 | 0 | -8,151 | 26,511 | 0.43 | 0.140 | 1,704 |
| TW | 6 | 92,670 | 0 | 81,658 | 92,670 | 0.58 | 0.193 | 20,030 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -67,418 | -51,564 | -95,393 | 67,418 | 1.14 | -0.091 | 6,644 |
| 1 | 11 | 40,642 | 0 | 14,118 | 40,642 | 0.51 | 0.024 | 1,187 | |
| CN | -1 | 39 | -528,247 | -433,455 | -850,737 | 528,247 | 1.59 | -0.183 | 95,815 |
| 1 | 33 | 416,456 | 0 | 672,462 | 416,456 | 1.46 | -0.035 | -22,767 | |
| HK | -1 | 16 | -116,643 | -81,231 | -133,465 | 116,643 | 0.84 | -0.078 | 9,372 |
| 1 | 7 | 32,595 | 0 | 19,067 | 32,595 | 1.13 | 0.047 | 2,452 | |
| JP | -1 | 41 | -326,849 | -57,088 | -172,514 | 326,849 | 0.47 | -0.012 | 1,556 |
| 1 | 48 | 308,750 | 0 | 293,373 | 308,750 | 0.74 | -0.051 | -15,643 | |
| KR | -1 | 22 | -53,946 | -45,248 | -75,481 | 53,946 | 1.43 | -0.116 | 6,290 |
| 1 | 17 | 58,641 | 0 | 100,219 | 58,641 | 1.54 | 0.219 | 14,649 | |
| MY | -1 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.049 | -2 |
| NZ | 1 | 1 | 4,962 | 0 | 883 | 4,962 | 0.18 | 0.048 | 237 |
| SG | 1 | 5 | 65,044 | 0 | 32,458 | 65,044 | 0.60 | 0.027 | 3,824 |
| TH | -1 | 4 | -13,738 | 0 | -10,227 | 13,738 | 0.52 | 0.116 | -1,019 |
| 1 | 2 | 12,773 | 0 | 2,077 | 12,773 | 0.26 | 0.189 | 2,723 | |
| TW | 1 | 6 | 92,670 | 0 | 81,658 | 92,670 | 0.58 | 0.171 | 20,030 |