| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -105,741 | 3,649,124 | -95,260 | 175,009 | 253 | 42,100,895 | 0.087 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,877,433 | 1,877,433 | -1,502,224 | 114,766 |
| 1 | 1,771,692 | 1,771,692 | 1,406,964 | 60,244 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -11,591 | -145,223 | -26,359 | 343,563 | 0.55 | 0.083 | 19,810 |
| CN | 72 | -126,190 | -616,396 | 41,709 | 1,362,595 | 1.20 | 0.101 | 57,673 |
| HK | 18 | -20,486 | -42,445 | -99,211 | 151,485 | 1.58 | 0.136 | 9,245 |
| JP | 120 | -74,011 | -702,664 | -37,039 | 1,529,970 | 0.65 | 0.052 | 74,379 |
| KR | 3 | -44,067 | 0 | -17,208 | 51,237 | 0.56 | 0.118 | -841 |
| SG | 1 | -1,085 | -1,085 | -778 | 1,085 | 0.72 | 0.011 | 12 |
| TH | 7 | 161,415 | 0 | 27,168 | 168,509 | 0.55 | 0.129 | 16,175 |
| TW | 3 | 10,275 | -3,013 | 16,458 | 40,679 | 1.16 | 0.031 | -1,443 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -177,577 | -145,223 | -66,039 | 177,577 | 0.81 | -0.120 | 22,524 |
| 1 | 13 | 165,986 | 0 | 39,681 | 165,986 | 0.23 | 0.005 | -2,714 | |
| CN | -1 | 38 | -744,392 | -616,396 | -647,325 | 744,392 | 1.30 | -0.038 | 62,594 |
| 1 | 34 | 618,203 | 0 | 689,034 | 618,203 | 1.10 | 0.021 | -4,922 | |
| HK | -1 | 14 | -85,986 | -42,445 | -157,696 | 85,986 | 1.75 | 0.093 | -8,001 |
| 1 | 4 | 65,500 | 0 | 58,486 | 65,500 | 0.99 | 0.249 | 17,246 | |
| JP | -1 | 65 | -801,991 | -702,664 | -589,244 | 801,991 | 0.68 | -0.026 | 38,467 |
| 1 | 55 | 727,979 | 0 | 552,205 | 727,979 | 0.62 | 0.033 | 35,912 | |
| KR | -1 | 2 | -47,652 | 0 | -20,386 | 47,652 | 0.39 | -0.013 | 116 |
| 1 | 1 | 3,585 | 0 | 3,179 | 3,585 | 0.89 | -0.267 | -957 | |
| SG | -1 | 1 | -1,085 | -1,085 | -778 | 1,085 | 0.72 | -0.011 | 12 |
| TH | -1 | 3 | -3,547 | 0 | -3,693 | 3,547 | 0.81 | 0.118 | -387 |
| 1 | 4 | 164,962 | 0 | 30,860 | 164,962 | 0.35 | 0.137 | 16,563 | |
| TW | -1 | 2 | -15,202 | -3,013 | -17,061 | 15,202 | 1.09 | 0.030 | -560 |
| 1 | 1 | 25,477 | 0 | 33,519 | 25,477 | 1.32 | -0.035 | -884 |