| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -395,470 | 4,003,602 | -567,897 | 205,652 | 262 | 42,080,237 | 0.095 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,199,536 | 2,199,536 | -2,079,613 | 94,551 |
| 1 | 1,804,066 | 1,804,066 | 1,511,716 | 111,101 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 4,619 | -182,650 | -11,602 | 542,948 | 0.58 | 0.097 | 4,889 |
| CN | 75 | -384,658 | -662,199 | -647,510 | 1,411,568 | 1.28 | 0.109 | 106,773 |
| HK | 19 | 35,518 | -79,952 | 25,684 | 575,409 | 1.50 | 0.136 | 62,210 |
| ID | 1 | -18,745 | 0 | -4,158 | 18,745 | 0.22 | 0.027 | -505 |
| IN | 2 | 9,843 | 0 | 2,698 | 9,843 | 0.26 | 0.150 | 1,481 |
| JP | 93 | 33,619 | -328,622 | 79,229 | 1,152,487 | 0.75 | 0.052 | 49,723 |
| KR | 14 | 76,284 | 0 | 54,191 | 83,085 | 0.47 | 0.146 | -13,922 |
| SG | 5 | -39,167 | -39,167 | -22,845 | 39,167 | 0.60 | 0.047 | 2,026 |
| TH | 15 | -136,995 | -10,656 | -72,069 | 146,138 | 0.58 | 0.073 | -8,103 |
| TW | 1 | 24,213 | 0 | 28,485 | 24,213 | 1.18 | 0.045 | 1,081 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -269,164 | -182,650 | -105,052 | 269,164 | 0.52 | -0.086 | 20,425 |
| 1 | 11 | 273,783 | 0 | 93,451 | 273,783 | 0.70 | -0.064 | -15,536 | |
| CN | -1 | 47 | -898,113 | -662,199 | -1,111,122 | 898,113 | 1.47 | -0.093 | 81,151 |
| 1 | 28 | 513,455 | 0 | 463,612 | 513,455 | 0.95 | 0.085 | 25,622 | |
| HK | -1 | 12 | -269,946 | -79,952 | -352,611 | 269,946 | 1.60 | 0.055 | -20,332 |
| 1 | 7 | 305,464 | 0 | 378,295 | 305,464 | 1.32 | 0.211 | 82,541 | |
| ID | -1 | 1 | -18,745 | 0 | -4,158 | 18,745 | 0.22 | 0.027 | -505 |
| IN | 1 | 2 | 9,843 | 0 | 2,698 | 9,843 | 0.26 | 0.150 | 1,481 |
| JP | -1 | 46 | -559,434 | -328,622 | -409,169 | 559,434 | 0.77 | -0.008 | 20,091 |
| 1 | 47 | 593,053 | 0 | 488,398 | 593,053 | 0.72 | 0.013 | 29,632 | |
| KR | -1 | 1 | -3,400 | 0 | -1,592 | 3,400 | 0.47 | -0.079 | 268 |
| 1 | 13 | 79,684 | 0 | 55,782 | 79,684 | 0.47 | -0.142 | -14,190 | |
| SG | -1 | 5 | -39,167 | -39,167 | -22,845 | 39,167 | 0.60 | -0.047 | 2,026 |
| TH | -1 | 14 | -141,567 | -10,656 | -73,064 | 141,567 | 0.60 | 0.047 | -8,572 |
| 1 | 1 | 4,571 | 0 | 995 | 4,571 | 0.22 | 0.103 | 469 | |
| TW | 1 | 1 | 24,213 | 0 | 28,485 | 24,213 | 1.18 | 0.045 | 1,081 |