| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -5,300,628 | 22,757,111 | -8,635,267 | 2,025,038 | 389 | 400,415,093 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -14,028,870 | 14,028,870 | -14,782,634 | 1,396,038 |
| 1 | 8,728,241 | 8,728,241 | 6,147,366 | 629,000 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | 218,522 | -1,201,642 | 811,111 | 4,675,373 | 0.48 | 0.073 | 266,863 |
| CN | 152 | -6,260,045 | -7,355,233 | -8,828,069 | 8,956,245 | 1.41 | 0.128 | 1,194,459 |
| HK | 17 | -28,608 | -471,905 | -270,697 | 920,515 | 1.54 | 0.145 | 77,823 |
| ID | 1 | 15,956 | 0 | 1,807 | 15,956 | 0.11 | 0.226 | 3,607 |
| JP | 136 | -605,787 | -1,079,027 | -616,873 | 5,832,733 | 0.76 | 0.057 | 182,218 |
| KR | 11 | -139,007 | -139,007 | -123,394 | 139,007 | 0.71 | 0.212 | 33,853 |
| SG | 4 | 152,298 | 0 | 104,992 | 152,298 | 0.60 | 0.101 | 11,954 |
| TH | 19 | 1,312,899 | 0 | 249,108 | 1,919,719 | 0.39 | 0.108 | 247,396 |
| TW | 2 | 33,143 | -56,061 | 36,748 | 145,266 | 0.87 | 0.041 | 6,865 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -2,228,425 | -1,201,642 | -487,531 | 2,228,425 | 0.40 | -0.063 | 196,294 |
| 1 | 21 | 2,446,947 | 0 | 1,298,642 | 2,446,947 | 0.56 | 0.005 | 70,570 | |
| CN | -1 | 105 | -7,608,145 | -7,355,233 | -10,641,047 | 7,608,145 | 1.49 | -0.123 | 1,205,279 |
| 1 | 47 | 1,348,100 | 0 | 1,812,978 | 1,348,100 | 1.22 | 0.057 | -10,820 | |
| HK | -1 | 5 | -474,561 | -471,905 | -724,806 | 474,561 | 2.25 | -0.021 | 17,898 |
| 1 | 12 | 445,954 | 0 | 454,109 | 445,954 | 1.25 | 0.164 | 59,924 | |
| ID | 1 | 1 | 15,956 | 0 | 1,807 | 15,956 | 0.11 | 0.226 | 3,607 |
| JP | -1 | 67 | -3,219,260 | -1,079,027 | -2,627,318 | 3,219,260 | 0.77 | -0.014 | -32,817 |
| 1 | 69 | 2,613,473 | 0 | 2,010,445 | 2,613,473 | 0.75 | 0.034 | 215,035 | |
| KR | -1 | 11 | -139,007 | -139,007 | -123,394 | 139,007 | 0.71 | -0.212 | 33,853 |
| SG | 1 | 4 | 152,298 | 0 | 104,992 | 152,298 | 0.60 | 0.097 | 11,954 |
| TH | -1 | 2 | -303,410 | 0 | -133,068 | 303,410 | 0.52 | 0.068 | -25,188 |
| 1 | 17 | 1,616,309 | 0 | 382,176 | 1,616,309 | 0.38 | 0.113 | 272,583 | |
| TW | -1 | 1 | -56,061 | -56,061 | -45,470 | 56,061 | 0.81 | -0.013 | 719 |
| 1 | 1 | 89,204 | 0 | 82,218 | 89,204 | 0.92 | 0.069 | 6,146 |