| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 193,905 | 1,502,503 | -205,313 | 137,014 | 111 | 42,085,020 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -654,299 | 654,299 | -684,743 | 25,287 |
| 1 | 848,204 | 848,204 | 479,429 | 111,728 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | 320,669 | -58,499 | 101,615 | 516,885 | 0.60 | 0.083 | 30,697 |
| HK | 30 | -227,078 | -185,103 | -349,684 | 498,751 | 1.35 | 0.161 | 38,964 |
| ID | 1 | 192 | 0 | 284 | 192 | 1.48 | 0.096 | 18 |
| NZ | 1 | -3,219 | -3,219 | -147 | 3,219 | 0.05 | 0.126 | 406 |
| SG | 1 | -51,835 | -51,835 | -63,256 | 51,835 | 1.22 | 0.046 | 2,394 |
| TH | 15 | 135,601 | -92,888 | 108,083 | 337,211 | 0.46 | 0.187 | 62,633 |
| TW | 8 | 19,575 | 0 | -2,209 | 94,411 | 0.79 | 0.135 | 1,902 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -98,108 | -58,499 | -70,408 | 98,108 | 0.69 | -0.079 | 8,536 |
| 1 | 34 | 418,777 | 0 | 172,023 | 418,777 | 0.55 | 0.042 | 22,160 | |
| HK | -1 | 18 | -362,915 | -185,103 | -499,916 | 362,915 | 1.35 | -0.065 | 18,563 |
| 1 | 12 | 135,837 | 0 | 150,232 | 135,837 | 1.36 | 0.183 | 20,401 | |
| ID | 1 | 1 | 192 | 0 | 284 | 192 | 1.48 | 0.096 | 18 |
| NZ | -1 | 1 | -3,219 | -3,219 | -147 | 3,219 | 0.05 | -0.126 | 406 |
| SG | -1 | 1 | -51,835 | -51,835 | -63,256 | 51,835 | 1.22 | -0.046 | 2,394 |
| TH | -1 | 5 | -100,805 | -92,888 | -19,925 | 100,805 | 0.39 | 0.175 | 2,087 |
| 1 | 10 | 236,406 | 0 | 128,008 | 236,406 | 0.50 | 0.184 | 60,546 | |
| TW | -1 | 4 | -37,418 | 0 | -31,091 | 37,418 | 0.98 | 0.119 | -6,700 |
| 1 | 4 | 56,993 | 0 | 28,881 | 56,993 | 0.61 | 0.100 | 8,602 |