| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 216,262 | 1,052,598 | 251,178 | -49,900 | 191 | 20,004,764 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -418,168 | 418,168 | -269,422 | 8,355 |
| 1.0000 | 634,430 | 634,430 | 520,599 | -58,255 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | 14,692 | -18,461 | 13,553 | 59,432 | 0.56 | 0.092 | 244 |
| CN | 48 | 128,955 | -102,780 | 149,419 | 363,692 | 1.07 | 0.187 | -25,317 |
| HK | 9 | 180,576 | 0 | 204,134 | 180,576 | 1.04 | 0.077 | -15,777 |
| JP | 76 | -128,816 | -146,011 | -98,665 | 329,881 | 0.52 | 0.077 | -3,068 |
| KR | 14 | -9,902 | -4,857 | -21,264 | 25,831 | 1.69 | 0.250 | -3,517 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.085 | -4 |
| SG | 1 | 14,365 | 0 | 1,956 | 14,365 | 0.14 | 0.104 | 1,491 |
| TH | 7 | -1,250 | 0 | -464 | 9,376 | 0.40 | 0.190 | -262 |
| TW | 11 | 17,687 | 0 | 2,517 | 69,401 | 0.63 | 0.165 | -3,689 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -22,370 | -18,461 | -3,230 | 22,370 | 0.49 | -0.021 | -216 |
| 1.0000 | 12 | 37,062 | 0 | 16,783 | 37,062 | 0.63 | -0.005 | 459 | |
| CN | -1.0000 | 22 | -117,368 | -102,780 | -75,003 | 117,368 | 0.86 | -0.157 | 20,429 |
| 1.0000 | 26 | 246,324 | 0 | 224,422 | 246,324 | 1.26 | -0.152 | -45,747 | |
| HK | 1.0000 | 9 | 180,576 | 0 | 204,134 | 180,576 | 1.04 | -0.019 | -15,777 |
| JP | -1.0000 | 50 | -229,349 | -146,011 | -124,056 | 229,349 | 0.64 | 0.021 | -2,051 |
| 1.0000 | 26 | 100,532 | 0 | 25,391 | 100,532 | 0.30 | -0.034 | -1,017 | |
| KR | -1.0000 | 9 | -17,866 | -4,857 | -31,718 | 17,866 | 1.73 | 0.162 | -2,880 |
| 1.0000 | 5 | 7,965 | 0 | 10,454 | 7,965 | 1.60 | -0.047 | -637 | |
| MY | -1.0000 | 1 | -45 | 0 | -7 | 45 | 0.15 | 0.085 | -4 |
| SG | 1.0000 | 1 | 14,365 | 0 | 1,956 | 14,365 | 0.14 | 0.104 | 1,491 |
| TH | -1.0000 | 4 | -5,313 | 0 | -2,021 | 5,313 | 0.39 | 0.179 | -1,026 |
| 1.0000 | 3 | 4,063 | 0 | 1,557 | 4,063 | 0.42 | 0.205 | 764 | |
| TW | -1.0000 | 5 | -25,857 | 0 | -33,387 | 25,857 | 0.97 | 0.208 | -5,898 |
| 1.0000 | 6 | 43,544 | 0 | 35,903 | 43,544 | 0.34 | 0.128 | 2,209 |