| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -97,247 | 3,496,163 | -281,460 | 186,479 | 317 | 41,899,234 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,796,705 | 1,796,705 | -1,776,454 | 245,617 |
| 1.0000 | 1,699,458 | 1,699,458 | 1,494,993 | -59,139 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 1,429 | -121,243 | -62,573 | 254,891 | 0.76 | 0.091 | 25,287 |
| CN | 87 | -320,071 | -875,856 | -189,487 | 1,563,974 | 1.18 | 0.178 | 46,513 |
| HK | 14 | -2,980 | -26,762 | 9,818 | 63,429 | 0.84 | 0.156 | 6,203 |
| JP | 147 | 84,255 | -431,550 | -168,644 | 1,393,470 | 0.75 | 0.073 | 75,601 |
| KR | 23 | 3,451 | -28,476 | 19,512 | 78,777 | 1.58 | 0.198 | 11,357 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.069 | -3 |
| SG | 8 | 60,976 | 0 | 30,086 | 60,976 | 0.56 | 0.064 | 4,256 |
| TW | 8 | 75,737 | -2,432 | 79,835 | 80,601 | 0.60 | 0.165 | 17,264 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -126,731 | -121,243 | -105,795 | 126,731 | 0.98 | -0.101 | 17,676 |
| 1.0000 | 12 | 128,160 | 0 | 43,221 | 128,160 | 0.45 | 0.018 | 7,611 | |
| CN | -1.0000 | 57 | -942,023 | -875,856 | -914,262 | 942,023 | 1.19 | -0.155 | 184,244 |
| 1.0000 | 30 | 621,951 | 0 | 724,775 | 621,951 | 1.17 | -0.177 | -137,731 | |
| HK | -1.0000 | 8 | -33,204 | -26,762 | -31,064 | 33,204 | 0.86 | -0.139 | 4,301 |
| 1.0000 | 6 | 30,224 | 0 | 40,882 | 30,224 | 0.81 | 0.079 | 1,902 | |
| JP | -1.0000 | 73 | -654,608 | -431,550 | -672,304 | 654,608 | 0.81 | -0.026 | 36,873 |
| 1.0000 | 74 | 738,863 | 0 | 503,660 | 738,863 | 0.68 | 0.045 | 38,728 | |
| KR | -1.0000 | 12 | -37,663 | -28,476 | -50,297 | 37,663 | 1.25 | -0.003 | 2,122 |
| 1.0000 | 11 | 41,114 | 0 | 69,809 | 41,114 | 1.94 | 0.147 | 9,235 | |
| MY | -1.0000 | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.069 | -3 |
| SG | 1.0000 | 8 | 60,976 | 0 | 30,086 | 60,976 | 0.56 | 0.064 | 4,256 |
| TW | -1.0000 | 1 | -2,432 | -2,432 | -2,724 | 2,432 | 1.12 | -0.166 | 404 |
| 1.0000 | 7 | 78,169 | 0 | 82,559 | 78,169 | 0.52 | 0.165 | 16,860 |