| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 36,683 | 4,132,788 | 42,142 | 168,751 | 347 | 42,040,746 | 0.098 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,048,053 | 2,048,053 | -2,066,909 | 144,295 |
| 1 | 2,084,736 | 2,084,736 | 2,109,052 | 24,456 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | 16,863 | -134,696 | 55,327 | 374,933 | 0.62 | 0.100 | 19,867 |
| CN | 62 | -47,807 | -584,267 | 25,456 | 1,692,959 | 1.33 | 0.119 | 348 |
| HK | 24 | 58,588 | -38,497 | 55,732 | 274,458 | 1.42 | 0.211 | 47,337 |
| IN | 1 | 5,843 | 0 | 2,384 | 5,843 | 0.41 | 0.197 | 1,149 |
| JP | 161 | -25,468 | -528,518 | -121,134 | 1,492,331 | 0.66 | 0.066 | 69,466 |
| MY | 1 | -394 | 0 | -103 | 394 | 0.26 | 0.094 | -37 |
| NZ | 1 | 449 | 0 | 104 | 449 | 0.23 | 0.111 | -50 |
| PH | 2 | 14,284 | 0 | 8,662 | 14,284 | 0.51 | 0.332 | 5,233 |
| TH | 19 | 7,382 | -33,085 | 2,020 | 164,216 | 0.52 | 0.152 | 11,459 |
| TW | 13 | 6,944 | -38,787 | 13,694 | 112,923 | 0.83 | 0.166 | 13,978 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 35 | -179,035 | -134,696 | -88,384 | 179,035 | 0.51 | -0.127 | 23,332 |
| 1 | 28 | 195,898 | 0 | 143,711 | 195,898 | 0.76 | -0.025 | -3,465 | |
| CN | -1 | 38 | -870,383 | -584,267 | -1,184,209 | 870,383 | 1.36 | -0.027 | 66,464 |
| 1 | 24 | 822,576 | 0 | 1,209,665 | 822,576 | 1.28 | -0.011 | -66,116 | |
| HK | -1 | 8 | -107,935 | -38,497 | -165,839 | 107,935 | 1.41 | -0.044 | -94 |
| 1 | 16 | 166,523 | 0 | 221,570 | 166,523 | 1.43 | 0.256 | 47,431 | |
| IN | 1 | 1 | 5,843 | 0 | 2,384 | 5,843 | 0.41 | 0.197 | 1,149 |
| JP | -1 | 90 | -758,899 | -528,518 | -553,872 | 758,899 | 0.72 | -0.059 | 53,391 |
| 1 | 71 | 733,431 | 0 | 432,738 | 733,431 | 0.58 | 0.018 | 16,075 | |
| MY | -1 | 1 | -394 | 0 | -103 | 394 | 0.26 | 0.094 | -37 |
| NZ | 1 | 1 | 449 | 0 | 104 | 449 | 0.23 | -0.111 | -50 |
| PH | 1 | 2 | 14,284 | 0 | 8,662 | 14,284 | 0.51 | 0.332 | 5,233 |
| TH | -1 | 8 | -78,417 | -33,085 | -36,286 | 78,417 | 0.51 | 0.079 | -5,435 |
| 1 | 11 | 85,799 | 0 | 38,306 | 85,799 | 0.54 | 0.202 | 16,894 | |
| TW | -1 | 7 | -52,989 | -38,787 | -38,217 | 52,989 | 0.74 | -0.141 | 6,674 |
| 1 | 6 | 59,933 | 0 | 51,911 | 59,933 | 0.92 | 0.112 | 7,305 |