| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 93,613 | 2,924,167 | -160,691 | -17,878 | 253 | 42,313,716 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,415,277 | 1,415,277 | -1,754,076 | 54,519 |
| 1.0000 | 1,508,890 | 1,508,890 | 1,593,385 | -72,398 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -55,201 | -23,565 | -43,424 | 114,743 | 0.61 | 0.081 | -3,431 |
| CN | 87 | 226,885 | -695,381 | -30,531 | 1,765,980 | 1.31 | 0.141 | -12,739 |
| HK | 18 | -95,714 | -3,037 | -161,695 | 215,730 | 1.56 | 0.176 | -25,678 |
| ID | 2 | 6,065 | 0 | 2,040 | 6,065 | 0.34 | 0.160 | 964 |
| JP | 98 | -26,423 | -140,129 | 47,441 | 707,971 | 0.80 | 0.100 | 13,406 |
| MY | 3 | 34,049 | 0 | 15,552 | 34,049 | 0.50 | 0.231 | 8,473 |
| NZ | 2 | 3,814 | 0 | 1,041 | 3,814 | 0.26 | 0.039 | -145 |
| SG | 1 | 2,285 | 0 | 638 | 2,285 | 0.28 | 0.032 | 74 |
| TH | 10 | -16,301 | 0 | -1,925 | 34,728 | 0.63 | 0.175 | -1,623 |
| TW | 4 | 14,153 | 0 | 10,171 | 38,802 | 0.89 | 0.052 | 2,821 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -84,972 | -23,565 | -56,562 | 84,972 | 0.65 | 0.053 | -6,769 |
| 1.0000 | 9 | 29,771 | 0 | 13,138 | 29,771 | 0.54 | 0.039 | 3,338 | |
| CN | -1.0000 | 53 | -769,548 | -695,381 | -1,154,935 | 769,548 | 1.37 | -0.113 | 123,895 |
| 1.0000 | 34 | 996,433 | 0 | 1,124,404 | 996,433 | 1.22 | -0.085 | -136,634 | |
| HK | -1.0000 | 11 | -155,722 | -3,037 | -256,320 | 155,722 | 1.64 | 0.184 | -34,793 |
| 1.0000 | 7 | 60,008 | 0 | 94,625 | 60,008 | 1.42 | 0.044 | 9,114 | |
| ID | 1.0000 | 2 | 6,065 | 0 | 2,040 | 6,065 | 0.34 | 0.160 | 964 |
| JP | -1.0000 | 45 | -367,197 | -140,129 | -268,761 | 367,197 | 0.70 | 0.050 | -23,928 |
| 1.0000 | 53 | 340,774 | 0 | 316,202 | 340,774 | 0.89 | 0.072 | 37,334 | |
| MY | 1.0000 | 3 | 34,049 | 0 | 15,552 | 34,049 | 0.50 | 0.231 | 8,473 |
| NZ | 1.0000 | 2 | 3,814 | 0 | 1,041 | 3,814 | 0.26 | -0.039 | -145 |
| SG | 1.0000 | 1 | 2,285 | 0 | 638 | 2,285 | 0.28 | 0.032 | 74 |
| TH | -1.0000 | 6 | -25,515 | 0 | -7,719 | 25,515 | 0.44 | 0.151 | -3,866 |
| 1.0000 | 4 | 9,214 | 0 | 5,795 | 9,214 | 0.90 | 0.210 | 2,243 | |
| TW | -1.0000 | 2 | -12,325 | 0 | -9,779 | 12,325 | 0.76 | -0.006 | -20 |
| 1.0000 | 2 | 26,478 | 0 | 19,951 | 26,478 | 1.01 | 0.046 | 2,841 |