| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 463,372 | 4,067,065 | 139,890 | 194,192 | 246 | 41,979,433 | 0.097 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,801,847 | 1,801,847 | -1,968,602 | 192,216 |
| 1 | 2,265,218 | 2,265,218 | 2,108,492 | 1,976 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 174,463 | -10,293 | 144,159 | 221,909 | 0.79 | 0.084 | 13,392 |
| CN | 88 | 201,557 | -1,020,557 | -101,657 | 2,375,672 | 1.36 | 0.149 | 78,462 |
| HK | 13 | -111,375 | -110,567 | -129,989 | 145,870 | 1.12 | 0.132 | 9,316 |
| ID | 1 | 2,374 | 0 | 3,854 | 2,374 | 1.62 | 0.167 | 396 |
| JP | 106 | 108,899 | -421,344 | 169,915 | 1,231,710 | 0.74 | 0.082 | 74,607 |
| MY | 3 | 28,490 | 0 | 11,117 | 28,490 | 0.47 | 0.207 | 6,728 |
| NZ | 2 | 233 | -1,038 | 143 | 2,309 | 0.45 | 0.070 | 48 |
| SG | 1 | 10,209 | 0 | 7,167 | 10,209 | 0.70 | 0.033 | 341 |
| TW | 4 | 48,522 | 0 | 35,180 | 48,522 | 0.73 | 0.187 | 10,903 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -23,723 | -10,293 | -11,033 | 23,723 | 0.53 | -0.005 | 233 |
| 1 | 18 | 198,186 | 0 | 155,191 | 198,186 | 0.94 | 0.013 | 13,159 | |
| CN | -1 | 45 | -1,087,058 | -1,020,557 | -1,478,671 | 1,087,058 | 1.41 | -0.158 | 170,070 |
| 1 | 43 | 1,288,614 | 0 | 1,377,014 | 1,288,614 | 1.31 | -0.031 | -91,608 | |
| HK | -1 | 10 | -128,623 | -110,567 | -143,894 | 128,623 | 1.16 | -0.054 | 6,385 |
| 1 | 3 | 17,247 | 0 | 13,905 | 17,247 | 0.99 | 0.145 | 2,931 | |
| ID | 1 | 1 | 2,374 | 0 | 3,854 | 2,374 | 1.62 | 0.167 | 396 |
| JP | -1 | 47 | -561,405 | -421,344 | -334,556 | 561,405 | 0.63 | -0.019 | 15,427 |
| 1 | 59 | 670,305 | 0 | 504,471 | 670,305 | 0.83 | 0.074 | 59,180 | |
| MY | 1 | 3 | 28,490 | 0 | 11,117 | 28,490 | 0.47 | 0.207 | 6,728 |
| NZ | -1 | 1 | -1,038 | -1,038 | -449 | 1,038 | 0.43 | -0.098 | 101 |
| 1 | 1 | 1,271 | 0 | 592 | 1,271 | 0.47 | -0.042 | -54 | |
| SG | 1 | 1 | 10,209 | 0 | 7,167 | 10,209 | 0.70 | 0.033 | 341 |
| TW | 1 | 4 | 48,522 | 0 | 35,180 | 48,522 | 0.73 | 0.187 | 10,903 |