| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 703,190 | 12,113,268 | 5,117 | 1,038,794 | 317 | 216,944,593 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,705,039 | 5,705,039 | -6,312,535 | 323,734 |
| 1 | 6,408,229 | 6,408,229 | 6,317,652 | 715,061 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -146,600 | -949,798 | -202,514 | 2,045,374 | 0.45 | 0.097 | 188,450 |
| CN | 215 | 1,481,615 | -2,037,135 | 1,562,514 | 7,248,801 | 1.56 | 0.100 | 789,473 |
| HK | 20 | -1,042,504 | -617,687 | -1,557,494 | 1,151,916 | 1.75 | 0.063 | -14,422 |
| ID | 2 | 66,988 | 0 | -317 | 66,988 | 0.11 | 0.072 | 5,629 |
| IN | 8 | 360,648 | 0 | 76,264 | 460,633 | 0.25 | 0.102 | 77,449 |
| PH | 1 | 20,060 | 0 | 5,728 | 20,060 | 0.29 | 0.247 | 4,949 |
| SG | 1 | -73,522 | -73,522 | -55,068 | 73,522 | 0.75 | 0.181 | 13,314 |
| TH | 19 | 192,917 | -348,321 | 260,533 | 889,559 | 0.21 | 0.135 | -52,500 |
| TW | 11 | -156,413 | -156,413 | -84,528 | 156,413 | 0.53 | 0.171 | 26,453 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -1,095,987 | -949,798 | -303,254 | 1,095,987 | 0.55 | -0.114 | 116,994 |
| 1 | 10 | 949,387 | 0 | 100,739 | 949,387 | 0.17 | 0.017 | 71,456 | |
| CN | -1 | 101 | -2,883,593 | -2,037,135 | -4,224,835 | 2,883,593 | 1.64 | -0.043 | 146,891 |
| 1 | 114 | 4,365,208 | 0 | 5,787,349 | 4,365,208 | 1.48 | 0.122 | 642,582 | |
| HK | -1 | 18 | -1,097,210 | -617,687 | -1,588,884 | 1,097,210 | 1.85 | -0.012 | -26,231 |
| 1 | 2 | 54,706 | 0 | 31,390 | 54,706 | 0.80 | 0.133 | 11,809 | |
| ID | 1 | 2 | 66,988 | 0 | -317 | 66,988 | 0.11 | 0.072 | 5,629 |
| IN | -1 | 3 | -49,993 | 0 | -16,780 | 49,993 | 0.23 | 0.036 | -1,849 |
| 1 | 5 | 410,640 | 0 | 93,044 | 410,640 | 0.26 | 0.142 | 79,298 | |
| PH | 1 | 1 | 20,060 | 0 | 5,728 | 20,060 | 0.29 | 0.247 | 4,949 |
| SG | -1 | 1 | -73,522 | -73,522 | -55,068 | 73,522 | 0.75 | -0.181 | 13,314 |
| TH | -1 | 15 | -348,321 | -348,321 | -39,187 | 348,321 | 0.17 | -0.135 | 48,163 |
| 1 | 4 | 541,238 | 0 | 299,720 | 541,238 | 0.38 | -0.130 | -100,663 | |
| TW | -1 | 11 | -156,413 | -156,413 | -84,528 | 156,413 | 0.53 | -0.171 | 26,453 |