| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -102,160 | 3,281,138 | 177,240 | 18,248 | 256 | 42,295,920 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,691,649 | 1,691,649 | -1,719,375 | 121,627 |
| 1 | 1,589,489 | 1,589,489 | 1,896,615 | -103,379 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -78,864 | -36,006 | -56,162 | 122,605 | 0.62 | 0.076 | -3,233 |
| CN | 94 | 50,567 | -901,601 | 386,021 | 2,123,920 | 1.25 | 0.141 | 30,883 |
| HK | 14 | -90,040 | 0 | -188,628 | 172,212 | 1.54 | 0.185 | -33,379 |
| ID | 1 | 1,933 | 0 | 1,126 | 1,933 | 0.58 | 0.161 | 312 |
| JP | 89 | 8,835 | -132,119 | 2,898 | 663,981 | 0.70 | 0.092 | 18,072 |
| MY | 3 | 10,300 | 0 | 5,501 | 10,300 | 0.47 | 0.226 | 2,286 |
| NZ | 1 | 1,488 | 0 | 694 | 1,488 | 0.47 | 0.030 | -45 |
| SG | 2 | -2,258 | -2,707 | -2,277 | 3,155 | 0.58 | 0.094 | -374 |
| TH | 14 | -24,512 | -3,767 | -10,235 | 61,240 | 0.51 | 0.176 | -4,065 |
| TW | 7 | 20,389 | -563 | 38,304 | 120,303 | 1.08 | 0.125 | 7,792 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -100,734 | -36,006 | -66,786 | 100,734 | 0.65 | 0.057 | -4,937 |
| 1 | 8 | 21,871 | 0 | 10,623 | 21,871 | 0.55 | 0.027 | 1,704 | |
| CN | -1 | 55 | -1,036,676 | -901,601 | -1,091,286 | 1,036,676 | 1.18 | -0.119 | 179,733 |
| 1 | 39 | 1,087,244 | 0 | 1,477,307 | 1,087,244 | 1.35 | -0.108 | -148,850 | |
| HK | -1 | 7 | -131,126 | 0 | -246,633 | 131,126 | 1.79 | 0.244 | -33,100 |
| 1 | 7 | 41,086 | 0 | 58,005 | 41,086 | 1.28 | 0.040 | -280 | |
| ID | 1 | 1 | 1,933 | 0 | 1,126 | 1,933 | 0.58 | 0.161 | 312 |
| JP | -1 | 46 | -327,573 | -132,119 | -233,280 | 327,573 | 0.63 | 0.014 | -7,480 |
| 1 | 43 | 336,408 | 0 | 236,177 | 336,408 | 0.77 | 0.057 | 25,551 | |
| MY | 1 | 3 | 10,300 | 0 | 5,501 | 10,300 | 0.47 | 0.226 | 2,286 |
| NZ | 1 | 1 | 1,488 | 0 | 694 | 1,488 | 0.47 | -0.030 | -45 |
| SG | -1 | 1 | -2,707 | -2,707 | -2,403 | 2,707 | 0.89 | 0.145 | -393 |
| 1 | 1 | 449 | 0 | 125 | 449 | 0.28 | 0.043 | 19 | |
| TH | -1 | 9 | -42,876 | -3,767 | -23,453 | 42,876 | 0.45 | 0.170 | -7,784 |
| 1 | 5 | 18,364 | 0 | 13,217 | 18,364 | 0.61 | 0.186 | 3,718 | |
| TW | -1 | 4 | -49,957 | -563 | -55,535 | 49,957 | 0.99 | 0.035 | -4,412 |
| 1 | 3 | 70,346 | 0 | 93,839 | 70,346 | 1.19 | 0.179 | 12,204 |