| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -88,827 | 3,165,548 | -17,692 | 135,484 | 344 | 41,905,193 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,627,187 | 1,627,187 | -1,637,449 | 147,065 |
| 1 | 1,538,361 | 1,538,361 | 1,619,758 | -11,581 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -52,629 | -127,621 | -100,661 | 205,371 | 0.84 | 0.070 | 13,993 |
| CN | 86 | -250,034 | -634,568 | -453,906 | 1,144,459 | 1.28 | 0.178 | 61,649 |
| HK | 18 | 38,326 | -38,598 | 7,676 | 115,523 | 0.69 | 0.103 | 12,323 |
| JP | 137 | 34,092 | -444,370 | 392,948 | 1,214,627 | 0.77 | 0.080 | 83,704 |
| KR | 36 | 84,637 | -51,601 | 153,586 | 360,061 | 1.62 | 0.191 | -41,653 |
| MY | 2 | 2,925 | 0 | 442 | 3,012 | 0.16 | 0.167 | 761 |
| SG | 9 | 41,806 | 0 | 21,615 | 41,806 | 0.55 | 0.042 | 2,465 |
| TW | 10 | 12,050 | -17,598 | -39,391 | 80,689 | 0.77 | 0.120 | 2,242 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 34 | -129,000 | -127,621 | -100,601 | 129,000 | 1.01 | -0.058 | 9,762 |
| 1 | 12 | 76,371 | 0 | -60 | 76,371 | 0.35 | 0.040 | 4,231 | |
| CN | -1 | 54 | -697,246 | -634,568 | -881,114 | 697,246 | 1.35 | -0.162 | 132,275 |
| 1 | 32 | 447,212 | 0 | 427,208 | 447,212 | 1.16 | -0.171 | -70,626 | |
| HK | -1 | 5 | -38,598 | -38,598 | -33,027 | 38,598 | 0.95 | -0.139 | 4,126 |
| 1 | 13 | 76,925 | 0 | 40,702 | 76,925 | 0.59 | 0.039 | 8,196 | |
| JP | -1 | 64 | -590,267 | -444,370 | -320,911 | 590,267 | 0.54 | -0.024 | 22,526 |
| 1 | 73 | 624,360 | 0 | 713,859 | 624,360 | 0.96 | 0.070 | 61,178 | |
| KR | -1 | 30 | -137,712 | -51,601 | -227,662 | 137,712 | 1.63 | 0.077 | -19,832 |
| 1 | 6 | 222,349 | 0 | 381,248 | 222,349 | 1.58 | 0.074 | -21,821 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.076 | -3 |
| 1 | 1 | 2,968 | 0 | 450 | 2,968 | 0.15 | 0.258 | 765 | |
| SG | 1 | 9 | 41,806 | 0 | 21,615 | 41,806 | 0.55 | 0.037 | 2,465 |
| TW | -1 | 3 | -34,320 | -17,598 | -74,126 | 34,320 | 1.77 | 0.001 | -1,789 |
| 1 | 7 | 46,370 | 0 | 34,735 | 46,370 | 0.34 | 0.126 | 4,032 |