| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -213,252 | 12,993,708 | -297,216 | 708,612 | 314 | 299,998,220 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,603,480 | 6,603,480 | -5,551,345 | 190,091 |
| 1 | 6,390,228 | 6,390,228 | 5,254,128 | 518,521 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 145,500 | -205,165 | 99,482 | 1,068,969 | 0.43 | 0.096 | 2,509 |
| CN | 89 | -310,423 | -1,214,438 | -584,521 | 3,534,230 | 1.40 | 0.106 | 277,670 |
| HK | 21 | -135,221 | -112,379 | 80,675 | 789,760 | 1.62 | 0.141 | 31,092 |
| JP | 134 | -379,074 | -824,175 | 82,329 | 5,077,589 | 0.65 | 0.055 | 93,209 |
| KR | 4 | 23,549 | -444 | 10,093 | 24,436 | 0.59 | 0.113 | -1,010 |
| PH | 1 | -14,522 | 0 | -542 | 14,522 | 0.04 | 0.106 | 1,541 |
| SG | 4 | -103,498 | -48,898 | -36,129 | 103,498 | 0.52 | 0.038 | 999 |
| TH | 18 | 651,608 | -382,747 | 27,088 | 1,962,532 | 0.43 | 0.093 | 298,453 |
| TW | 9 | -91,171 | -125,874 | 24,308 | 418,171 | 0.99 | 0.046 | 4,150 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -461,735 | -205,165 | -133,572 | 461,735 | 0.50 | -0.096 | 38,938 |
| 1 | 21 | 607,235 | 0 | 233,054 | 607,235 | 0.38 | -0.076 | -36,430 | |
| CN | -1 | 54 | -1,922,327 | -1,214,438 | -2,521,614 | 1,922,327 | 1.42 | -0.004 | 123,578 |
| 1 | 35 | 1,611,904 | 0 | 1,937,093 | 1,611,904 | 1.36 | 0.034 | 154,092 | |
| HK | -1 | 10 | -462,490 | -112,379 | -553,839 | 462,490 | 1.31 | 0.074 | -36,979 |
| 1 | 11 | 327,269 | 0 | 634,514 | 327,269 | 1.89 | 0.169 | 68,071 | |
| JP | -1 | 68 | -2,728,332 | -824,175 | -1,871,435 | 2,728,332 | 0.52 | -0.033 | 52,008 |
| 1 | 66 | 2,349,258 | 0 | 1,953,764 | 2,349,258 | 0.79 | -0.026 | 41,200 | |
| KR | -1 | 1 | -444 | -444 | -446 | 444 | 1.00 | -0.305 | 136 |
| 1 | 3 | 23,992 | 0 | 10,539 | 23,992 | 0.45 | -0.025 | -1,145 | |
| PH | -1 | 1 | -14,522 | 0 | -542 | 14,522 | 0.04 | -0.106 | 1,541 |
| SG | -1 | 4 | -103,498 | -48,898 | -36,129 | 103,498 | 0.52 | -0.014 | 999 |
| TH | -1 | 13 | -655,462 | -382,747 | -237,566 | 655,462 | 0.44 | 0.010 | 9,506 |
| 1 | 5 | 1,307,070 | 0 | 264,654 | 1,307,070 | 0.40 | 0.138 | 288,947 | |
| TW | -1 | 6 | -254,671 | -125,874 | -196,202 | 254,671 | 0.83 | 0.016 | 363 |
| 1 | 3 | 163,500 | 0 | 220,510 | 163,500 | 1.30 | 0.019 | 3,786 |