| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 77,265 | 900,783 | 109,042 | 23,345 | 169 | 20,011,802 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -411,759 | 411,759 | -412,446 | 49,665 |
| 1 | 489,024 | 489,024 | 521,488 | -26,320 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | 1,752 | -12,866 | -10,620 | 35,712 | 0.85 | 0.122 | 1,932 |
| CN | 56 | -38,995 | -223,788 | 81,163 | 421,136 | 1.14 | 0.203 | -228 |
| HK | 6 | 10,866 | 0 | 4,877 | 12,984 | 0.99 | 0.120 | 2,173 |
| JP | 57 | 26,844 | -95,026 | -53,218 | 331,030 | 0.76 | 0.089 | 21,171 |
| KR | 12 | 22,955 | -5,651 | 30,946 | 40,575 | 1.22 | 0.248 | -7,546 |
| MY | 2 | -998 | 0 | -244 | 998 | 0.21 | 0.132 | -198 |
| NZ | 1 | 268 | 0 | 160 | 268 | 0.60 | 0.021 | -6 |
| SG | 1 | 1,082 | 0 | 304 | 1,082 | 0.28 | 0.100 | 109 |
| TH | 4 | 3,453 | 0 | 1,551 | 5,708 | 0.25 | 0.228 | 704 |
| TW | 10 | 50,039 | 0 | 54,123 | 51,290 | 0.59 | 0.133 | 5,234 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -16,980 | -12,866 | -20,706 | 16,980 | 1.03 | -0.088 | 1,607 |
| 1 | 12 | 18,732 | 0 | 10,085 | 18,732 | 0.72 | -0.044 | 326 | |
| CN | -1 | 25 | -230,066 | -223,788 | -186,654 | 230,066 | 1.10 | -0.171 | 45,057 |
| 1 | 31 | 191,070 | 0 | 267,818 | 191,070 | 1.16 | -0.191 | -45,284 | |
| HK | -1 | 2 | -1,059 | 0 | -1,662 | 1,059 | 1.64 | 0.130 | -128 |
| 1 | 4 | 11,925 | 0 | 6,539 | 11,925 | 0.67 | 0.105 | 2,300 | |
| JP | -1 | 30 | -152,093 | -95,026 | -190,088 | 152,093 | 0.96 | -0.040 | 3,531 |
| 1 | 27 | 178,937 | 0 | 136,870 | 178,937 | 0.54 | 0.048 | 17,641 | |
| KR | -1 | 8 | -8,810 | -5,651 | -12,920 | 8,810 | 1.32 | 0.018 | 229 |
| 1 | 4 | 31,765 | 0 | 43,866 | 31,765 | 1.01 | 0.136 | -7,775 | |
| MY | -1 | 2 | -998 | 0 | -244 | 998 | 0.21 | 0.132 | -198 |
| NZ | 1 | 1 | 268 | 0 | 160 | 268 | 0.60 | -0.021 | -6 |
| SG | 1 | 1 | 1,082 | 0 | 304 | 1,082 | 0.28 | 0.100 | 109 |
| TH | -1 | 2 | -1,127 | 0 | 51 | 1,127 | 0.16 | 0.235 | -325 |
| 1 | 2 | 4,580 | 0 | 1,499 | 4,580 | 0.34 | 0.220 | 1,029 | |
| TW | -1 | 1 | -626 | 0 | -222 | 626 | 0.36 | 0.172 | -107 |
| 1 | 9 | 50,665 | 0 | 54,345 | 50,665 | 0.62 | 0.128 | 5,341 |