| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 31,287 | 871,659 | -9,074 | 24,132 | 176 | 19,970,625 | 0.044 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -420,186 | 420,186 | -345,847 | 51,733 |
| 1.0000 | 451,473 | 451,473 | 336,773 | -27,601 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 15 | -2,461 | -14,655 | -1,570 | 32,876 | 0.68 | 0.092 | 960 |
| CN | 61 | -27,553 | -203,052 | -38,748 | 429,631 | 1.00 | 0.204 | 5,612 |
| HK | 9 | -17,104 | -906 | -10,900 | 17,211 | 0.87 | 0.111 | -1,424 |
| JP | 67 | 9,601 | -125,172 | -17,358 | 295,175 | 0.65 | 0.083 | 16,205 |
| KR | 8 | 5,079 | -6,074 | 20,833 | 25,932 | 1.39 | 0.196 | -1,531 |
| MY | 2 | -2,007 | 0 | -290 | 2,007 | 0.15 | 0.148 | -427 |
| SG | 3 | 21,195 | 0 | 7,988 | 21,195 | 0.31 | 0.091 | 1,090 |
| TH | 4 | 5,595 | 0 | -1,090 | 7,481 | 0.31 | 0.218 | 1,771 |
| TW | 7 | 38,944 | 0 | 32,060 | 40,152 | 0.34 | 0.124 | 1,876 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 5 | -17,668 | -14,655 | -7,631 | 17,668 | 0.92 | -0.098 | 1,512 |
| 1.0000 | 10 | 15,207 | 0 | 6,061 | 15,207 | 0.56 | -0.017 | -552 | |
| CN | -1.0000 | 40 | -228,592 | -203,052 | -210,244 | 228,592 | 0.91 | -0.166 | 47,639 |
| 1.0000 | 21 | 201,039 | 0 | 171,497 | 201,039 | 1.19 | -0.229 | -42,027 | |
| HK | -1.0000 | 8 | -17,158 | -906 | -10,954 | 17,158 | 0.86 | 0.054 | -1,420 |
| 1.0000 | 1 | 54 | 0 | 54 | 54 | 1.02 | -0.062 | -3 | |
| JP | -1.0000 | 37 | -142,787 | -125,172 | -104,528 | 142,787 | 0.82 | -0.036 | 4,765 |
| 1.0000 | 30 | 152,388 | 0 | 87,170 | 152,388 | 0.44 | 0.062 | 11,440 | |
| KR | -1.0000 | 7 | -10,427 | -6,074 | -11,316 | 10,427 | 1.30 | -0.054 | -97 |
| 1.0000 | 1 | 15,505 | 0 | 32,149 | 15,505 | 2.07 | -0.092 | -1,434 | |
| MY | -1.0000 | 2 | -2,007 | 0 | -290 | 2,007 | 0.15 | 0.148 | -427 |
| SG | 1.0000 | 3 | 21,195 | 0 | 7,988 | 21,195 | 0.31 | 0.073 | 1,090 |
| TH | -1.0000 | 2 | -943 | 0 | -675 | 943 | 0.58 | 0.160 | -148 |
| 1.0000 | 2 | 6,538 | 0 | -415 | 6,538 | 0.04 | 0.276 | 1,919 | |
| TW | -1.0000 | 1 | -604 | 0 | -209 | 604 | 0.35 | 0.149 | -90 |
| 1.0000 | 6 | 39,548 | 0 | 32,269 | 39,548 | 0.34 | 0.120 | 1,967 |