| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,382,937 | 11,369,727 | -3,257,651 | 777,104 | 223 | 249,893,819 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,376,332 | 6,376,332 | -6,587,574 | 390,347 |
| 1 | 4,993,395 | 4,993,395 | 3,329,924 | 386,757 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -89,720 | -693,368 | -45,454 | 1,454,280 | 0.43 | 0.123 | 141,922 |
| CN | 138 | -1,469,507 | -3,228,177 | -2,658,713 | 6,681,448 | 1.53 | 0.098 | 427,579 |
| HK | 15 | -14,755 | -298,804 | -470,324 | 816,232 | 1.35 | 0.083 | 49,582 |
| ID | 1 | 54,436 | 0 | -1,573 | 54,436 | -0.03 | 0.165 | 8,977 |
| IN | 5 | 69,601 | 0 | 3,308 | 235,422 | 0.23 | 0.150 | 32,824 |
| NZ | 1 | 4,339 | 0 | -142 | 4,339 | -0.03 | 0.174 | -755 |
| SG | 2 | -43,917 | -43,917 | -13,812 | 43,917 | 0.47 | 0.134 | 4,705 |
| TH | 22 | 127,133 | -821,511 | -25,004 | 1,860,846 | 0.19 | 0.137 | 103,448 |
| TW | 5 | -20,547 | -79,944 | -45,937 | 218,807 | 0.65 | 0.213 | 8,823 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -772,000 | -693,368 | -103,492 | 772,000 | 0.55 | -0.138 | 113,663 |
| 1 | 10 | 682,280 | 0 | 58,038 | 682,280 | 0.13 | -0.049 | 28,259 | |
| CN | -1 | 85 | -4,075,477 | -3,228,177 | -5,578,042 | 4,075,477 | 1.59 | -0.020 | 84,562 |
| 1 | 53 | 2,605,971 | 0 | 2,919,329 | 2,605,971 | 1.43 | 0.133 | 343,017 | |
| HK | -1 | 11 | -415,494 | -298,804 | -722,441 | 415,494 | 1.62 | -0.014 | 11,812 |
| 1 | 4 | 400,739 | 0 | 252,117 | 400,739 | 0.60 | 0.152 | 37,770 | |
| ID | 1 | 1 | 54,436 | 0 | -1,573 | 54,436 | -0.03 | 0.165 | 8,977 |
| IN | -1 | 3 | -82,910 | 0 | -24,978 | 82,910 | 0.27 | 0.095 | 226 |
| 1 | 2 | 152,512 | 0 | 28,285 | 152,512 | 0.18 | 0.216 | 32,598 | |
| NZ | 1 | 1 | 4,339 | 0 | -142 | 4,339 | -0.03 | -0.174 | -755 |
| SG | -1 | 2 | -43,917 | -43,917 | -13,812 | 43,917 | 0.47 | -0.134 | 4,705 |
| TH | -1 | 18 | -866,856 | -821,511 | -68,930 | 866,856 | 0.22 | -0.149 | 148,433 |
| 1 | 4 | 993,990 | 0 | 43,927 | 993,990 | 0.06 | -0.028 | -44,985 | |
| TW | -1 | 4 | -119,677 | -79,944 | -75,880 | 119,677 | 0.74 | -0.220 | 26,946 |
| 1 | 1 | 99,130 | 0 | 29,943 | 99,130 | 0.30 | -0.183 | -18,123 |