| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 20,708 | 1,641,385 | 100,866 | 20,602 | 270 | 19,947,339 | 0.082 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -810,338 | 810,338 | -496,503 | 9,578 |
| 1.0000 | 831,047 | 831,047 | 597,369 | 11,024 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | 42,334 | -11,984 | -15,441 | 70,458 | 0.70 | 0.111 | 5,129 |
| CN | 67 | -6,060 | -162,921 | 86,712 | 409,416 | 1.05 | 0.148 | 21,807 |
| HK | 31 | 40,400 | -97,976 | 70,436 | 250,010 | 0.94 | 0.097 | -13,996 |
| ID | 2 | -1,558 | 0 | -715 | 2,012 | 0.66 | 0.182 | -302 |
| JP | 129 | 77,907 | -284,505 | -62,014 | 667,057 | 0.69 | 0.073 | 35,330 |
| KR | 7 | -11,906 | 0 | -28,687 | 22,040 | 1.51 | 0.252 | -5,823 |
| TH | 6 | 9,055 | 0 | 2,730 | 9,373 | 0.36 | 0.179 | 1,656 |
| TW | 8 | -129,464 | 0 | 47,845 | 211,020 | 0.28 | 0.143 | -23,199 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -14,062 | -11,984 | -13,666 | 14,062 | 0.98 | -0.099 | 1,480 |
| 1.0000 | 7 | 56,396 | 0 | -1,775 | 56,396 | 0.18 | 0.038 | 3,648 | |
| CN | -1.0000 | 24 | -207,738 | -162,921 | -136,792 | 207,738 | 1.01 | -0.203 | 34,361 |
| 1.0000 | 43 | 201,678 | 0 | 223,504 | 201,678 | 1.08 | -0.046 | -12,553 | |
| HK | -1.0000 | 24 | -104,805 | -97,976 | -111,595 | 104,805 | 1.02 | -0.029 | 2,466 |
| 1.0000 | 7 | 145,205 | 0 | 182,031 | 145,205 | 0.66 | 0.020 | -16,463 | |
| ID | -1.0000 | 1 | -1,785 | 0 | -900 | 1,785 | 0.50 | 0.191 | -341 |
| 1.0000 | 1 | 227 | 0 | 185 | 227 | 0.82 | 0.173 | 39 | |
| JP | -1.0000 | 73 | -294,575 | -284,505 | -212,713 | 294,575 | 0.86 | -0.001 | 3,204 |
| 1.0000 | 56 | 372,482 | 0 | 150,699 | 372,482 | 0.47 | 0.093 | 32,127 | |
| KR | -1.0000 | 2 | -16,973 | 0 | -35,205 | 16,973 | 2.07 | 0.345 | -5,580 |
| 1.0000 | 5 | 5,067 | 0 | 6,517 | 5,067 | 1.28 | 0.016 | -242 | |
| TH | -1.0000 | 1 | -159 | 0 | -59 | 159 | 0.37 | 0.132 | -21 |
| 1.0000 | 5 | 9,214 | 0 | 2,789 | 9,214 | 0.35 | 0.188 | 1,677 | |
| TW | -1.0000 | 2 | -170,242 | 0 | 14,426 | 170,242 | 0.13 | 0.166 | -25,991 |
| 1.0000 | 6 | 40,778 | 0 | 33,418 | 40,778 | 0.34 | 0.135 | 2,792 |