| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -325,678 | 2,667,047 | -311,627 | 127,421 | 293 | 41,958,648 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,496,363 | 1,496,363 | -1,274,449 | 153,268 |
| 1 | 1,170,684 | 1,170,684 | 962,822 | -25,847 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -4,373 | -103,901 | -59,724 | 204,069 | 0.68 | 0.076 | 19,432 |
| CN | 79 | -330,970 | -601,228 | -271,899 | 1,018,796 | 1.19 | 0.162 | 45,292 |
| HK | 16 | 4,853 | -15,054 | 10,774 | 52,368 | 0.68 | 0.117 | -1,568 |
| JP | 131 | -88,148 | -428,632 | -138,718 | 1,171,457 | 0.75 | 0.075 | 32,434 |
| KR | 20 | 68,806 | -29,988 | 116,028 | 136,864 | 1.60 | 0.226 | 31,668 |
| MY | 2 | 121 | 0 | 18 | 209 | 0.16 | 0.172 | 41 |
| SG | 4 | 9,213 | 0 | 7,313 | 9,213 | 0.66 | 0.019 | 162 |
| TH | 6 | -16,524 | 0 | -306 | 26,552 | 0.25 | 0.206 | -4,175 |
| TW | 9 | 31,345 | -8,087 | 24,886 | 47,519 | 0.65 | 0.121 | 4,134 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -104,221 | -103,901 | -61,687 | 104,221 | 1.01 | -0.102 | 14,406 |
| 1 | 14 | 99,848 | 0 | 1,964 | 99,848 | 0.40 | 0.031 | 5,026 | |
| CN | -1 | 58 | -674,883 | -601,228 | -678,428 | 674,883 | 1.12 | -0.142 | 116,053 |
| 1 | 21 | 343,913 | 0 | 406,529 | 343,913 | 1.36 | -0.154 | -70,761 | |
| HK | -1 | 9 | -23,757 | -15,054 | -15,438 | 23,757 | 0.68 | -0.061 | 682 |
| 1 | 7 | 28,611 | 0 | 26,212 | 28,611 | 0.68 | 0.002 | -2,251 | |
| JP | -1 | 78 | -629,803 | -428,632 | -457,688 | 629,803 | 0.80 | -0.030 | 21,934 |
| 1 | 53 | 541,654 | 0 | 318,970 | 541,654 | 0.68 | 0.062 | 10,500 | |
| KR | -1 | 7 | -34,029 | -29,988 | -49,381 | 34,029 | 1.61 | -0.010 | 4,521 |
| 1 | 13 | 102,835 | 0 | 165,409 | 102,835 | 1.59 | 0.148 | 27,147 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.073 | -3 |
| 1 | 1 | 165 | 0 | 25 | 165 | 0.15 | 0.271 | 45 | |
| SG | 1 | 4 | 9,213 | 0 | 7,313 | 9,213 | 0.66 | 0.015 | 162 |
| TH | -1 | 4 | -21,538 | 0 | -1,975 | 21,538 | 0.20 | 0.203 | -5,210 |
| 1 | 2 | 5,014 | 0 | 1,669 | 5,014 | 0.34 | 0.212 | 1,035 | |
| TW | -1 | 3 | -8,087 | -8,087 | -9,845 | 8,087 | 1.16 | -0.103 | 885 |
| 1 | 6 | 39,432 | 0 | 34,731 | 39,432 | 0.40 | 0.130 | 3,249 |