| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -150,239 | 4,202,753 | -355,062 | -37,585 | 258 | 42,464,069 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,176,496 | 2,176,496 | -2,102,507 | -29,302 |
| 1 | 2,026,257 | 2,026,257 | 1,747,444 | -8,283 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 57,060 | -110,831 | 37,719 | 463,342 | 0.60 | 0.097 | -9,361 |
| CN | 73 | -99,600 | -265,794 | -121,163 | 1,467,773 | 1.29 | 0.096 | 25,147 |
| HK | 20 | -142,584 | -5,538 | -235,639 | 342,024 | 1.49 | 0.139 | -30,521 |
| JP | 84 | -133,810 | -282,488 | -102,454 | 1,285,207 | 0.73 | 0.056 | 1,057 |
| KR | 19 | 125,603 | -7,449 | 49,306 | 156,226 | 0.48 | 0.142 | -12,033 |
| MY | 2 | -20,033 | 0 | -5,626 | 20,033 | 0.28 | 0.118 | -1,759 |
| SG | 4 | 103,262 | 0 | 60,717 | 103,262 | 0.73 | 0.044 | 184 |
| TH | 13 | -41,574 | -46,410 | -31,791 | 129,713 | 0.39 | 0.093 | 1,051 |
| TW | 12 | 1,436 | 0 | -6,130 | 235,172 | 0.77 | 0.107 | -11,351 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -203,141 | -110,831 | -94,733 | 203,141 | 0.44 | -0.094 | 13,194 |
| 1 | 16 | 260,201 | 0 | 132,452 | 260,201 | 0.75 | -0.088 | -22,555 | |
| CN | -1 | 45 | -783,686 | -265,794 | -971,067 | 783,686 | 1.22 | 0.033 | 9,763 |
| 1 | 28 | 684,086 | 0 | 849,904 | 684,086 | 1.42 | -0.023 | 15,384 | |
| HK | -1 | 11 | -242,304 | -5,538 | -378,905 | 242,304 | 1.53 | 0.145 | -37,359 |
| 1 | 9 | 99,720 | 0 | 143,265 | 99,720 | 1.43 | 0.057 | 6,839 | |
| JP | -1 | 40 | -709,508 | -282,488 | -509,722 | 709,508 | 0.74 | -0.004 | -1,061 |
| 1 | 44 | 575,699 | 0 | 407,268 | 575,699 | 0.71 | -0.006 | 2,118 | |
| KR | -1 | 4 | -15,311 | -7,449 | -11,084 | 15,311 | 0.86 | -0.130 | 2,139 |
| 1 | 15 | 140,915 | 0 | 60,390 | 140,915 | 0.38 | -0.126 | -14,171 | |
| MY | -1 | 2 | -20,033 | 0 | -5,626 | 20,033 | 0.28 | 0.118 | -1,759 |
| SG | 1 | 4 | 103,262 | 0 | 60,717 | 103,262 | 0.73 | -0.009 | 184 |
| TH | -1 | 7 | -85,644 | -46,410 | -41,328 | 85,644 | 0.43 | 0.067 | -1,410 |
| 1 | 6 | 44,069 | 0 | 9,536 | 44,069 | 0.35 | 0.066 | 2,461 | |
| TW | -1 | 5 | -116,868 | 0 | -90,041 | 116,868 | 0.78 | 0.108 | -12,808 |
| 1 | 7 | 118,304 | 0 | 83,912 | 118,304 | 0.76 | -0.064 | 1,457 |