| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -331,437 | 2,897,997 | -556,362 | 56,233 | 226 | 44,439,642 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,614,717 | 1,614,717 | -1,530,235 | 38,814 |
| 1 | 1,283,280 | 1,283,280 | 973,873 | 17,419 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 15,306 | -76,014 | -12,481 | 328,240 | 0.57 | 0.094 | 4,581 |
| CN | 66 | -201,005 | -361,342 | -249,355 | 865,481 | 1.29 | 0.107 | 40,791 |
| HK | 13 | -103,263 | -4,631 | -270,654 | 243,549 | 1.49 | 0.170 | -15,731 |
| ID | 1 | 46,836 | 0 | 10,388 | 46,836 | 0.22 | 0.180 | 8,439 |
| JP | 84 | -11,196 | -313,062 | 35,301 | 1,075,265 | 0.75 | 0.051 | 16,646 |
| KR | 13 | 13,718 | -10,420 | 9,394 | 46,958 | 0.47 | 0.125 | -1,815 |
| MY | 2 | -1,512 | 0 | -425 | 1,512 | 0.28 | 0.114 | -142 |
| SG | 3 | 24,840 | 0 | 13,837 | 24,840 | 0.74 | 0.047 | 1 |
| TH | 10 | -84,424 | -108,797 | -42,244 | 199,053 | 0.48 | 0.076 | 2,963 |
| TW | 6 | -30,737 | -3,225 | -50,123 | 66,263 | 0.86 | 0.067 | 500 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -156,467 | -76,014 | -88,473 | 156,467 | 0.57 | -0.087 | 9,868 |
| 1 | 13 | 171,773 | 0 | 75,991 | 171,773 | 0.56 | -0.075 | -5,287 | |
| CN | -1 | 43 | -533,243 | -361,342 | -572,232 | 533,243 | 1.31 | -0.006 | 45,079 |
| 1 | 23 | 332,238 | 0 | 322,877 | 332,238 | 1.25 | -0.050 | -4,288 | |
| HK | -1 | 9 | -173,406 | -4,631 | -332,515 | 173,406 | 1.82 | 0.176 | -26,462 |
| 1 | 4 | 70,143 | 0 | 61,861 | 70,143 | 0.72 | 0.131 | 10,731 | |
| ID | 1 | 1 | 46,836 | 0 | 10,388 | 46,836 | 0.22 | 0.180 | 8,439 |
| JP | -1 | 40 | -543,230 | -313,062 | -405,417 | 543,230 | 0.79 | -0.008 | 6,126 |
| 1 | 44 | 532,035 | 0 | 440,719 | 532,035 | 0.71 | 0.011 | 10,519 | |
| KR | -1 | 3 | -16,620 | -10,420 | -8,798 | 16,620 | 0.53 | -0.161 | 2,503 |
| 1 | 10 | 30,338 | 0 | 18,193 | 30,338 | 0.45 | -0.114 | -4,319 | |
| MY | -1 | 2 | -1,512 | 0 | -425 | 1,512 | 0.28 | 0.114 | -142 |
| SG | 1 | 3 | 24,840 | 0 | 13,837 | 24,840 | 0.74 | -0.032 | 1 |
| TH | -1 | 5 | -141,739 | -108,797 | -57,667 | 141,739 | 0.60 | 0.020 | 1,757 |
| 1 | 5 | 57,315 | 0 | 15,423 | 57,315 | 0.36 | 0.066 | 1,207 | |
| TW | -1 | 4 | -48,500 | -3,225 | -64,708 | 48,500 | 0.91 | 0.034 | 85 |
| 1 | 2 | 17,763 | 0 | 14,585 | 17,763 | 0.77 | 0.028 | 416 |