| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -251,008 | 2,592,182 | -189,972 | 271,024 | 137 | 42,496,970 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,421,595 | 1,421,595 | -1,102,452 | 76,938 |
| 1 | 1,170,587 | 1,170,587 | 912,480 | 194,086 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 65 | -777,369 | -394,726 | -356,712 | 1,014,075 | 0.64 | 0.079 | 41,382 |
| HK | 47 | 281,873 | -209,089 | 166,620 | 808,685 | 1.30 | 0.172 | 145,013 |
| MY | 1 | 452 | 0 | 289 | 452 | 0.64 | 0.166 | 75 |
| SG | 8 | 354,193 | 0 | 160,414 | 354,193 | 0.43 | 0.078 | 24,623 |
| TW | 16 | -110,157 | -214,154 | -160,583 | 414,776 | 1.03 | 0.140 | 59,931 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 49 | -895,722 | -394,726 | -428,439 | 895,722 | 0.65 | -0.049 | 37,457 |
| 1 | 16 | 118,353 | 0 | 71,728 | 118,353 | 0.59 | 0.009 | 3,925 | |
| HK | -1 | 22 | -263,406 | -209,089 | -395,616 | 263,406 | 1.57 | 0.036 | 10,624 |
| 1 | 25 | 545,279 | 0 | 562,236 | 545,279 | 1.07 | 0.234 | 134,389 | |
| MY | 1 | 1 | 452 | 0 | 289 | 452 | 0.64 | 0.166 | 75 |
| SG | 1 | 8 | 354,193 | 0 | 160,414 | 354,193 | 0.43 | 0.061 | 24,623 |
| TW | -1 | 8 | -262,466 | -214,154 | -278,397 | 262,466 | 1.31 | -0.118 | 28,857 |
| 1 | 8 | 152,310 | 0 | 117,814 | 152,310 | 0.74 | 0.162 | 31,074 |