| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -520,704 | 7,533,390 | 253,161 | -55,290 | 274 | 54,785,431 | 0.138 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,027,047 | 4,027,047 | -4,645,382 | 17,695 |
| 1 | 3,506,343 | 3,506,343 | 4,898,543 | -72,985 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -103 | -138,198 | 12,947 | 596,599 | 0.61 | 0.079 | 14,464 |
| CN | 97 | 311,392 | -1,419,444 | 519,877 | 3,646,654 | 1.28 | 0.132 | -78,118 |
| HK | 23 | -646,096 | -711,711 | -828,882 | 1,083,773 | 1.46 | 0.149 | -10,586 |
| ID | 2 | 6,065 | 0 | 2,040 | 6,065 | 0.34 | 0.160 | 964 |
| JP | 101 | -51,798 | -648,966 | 669,761 | 1,879,281 | 0.83 | 0.100 | 6,211 |
| 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 | -1,714 | 0 | 5,846 | 49,316 | 0.63 | 0.175 | 1,569 |
| TW | 4 | -178,599 | -173,592 | -145,660 | 231,554 | 0.89 | 0.052 | 1,803 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -298,351 | -138,198 | -184,585 | 298,351 | 0.62 | 0.060 | -2,135 |
| 1 | 12 | 298,248 | 0 | 197,532 | 298,248 | 0.60 | 0.031 | 16,599 | |
| CN | -1 | 60 | -1,667,631 | -1,419,444 | -2,123,030 | 1,667,631 | 1.33 | -0.103 | 143,162 |
| 1 | 37 | 1,979,023 | 0 | 2,642,907 | 1,979,023 | 1.19 | -0.079 | -221,280 | |
| HK | -1 | 14 | -864,934 | -711,711 | -1,141,199 | 864,934 | 1.50 | 0.149 | -35,262 |
| 1 | 9 | 218,838 | 0 | 312,317 | 218,838 | 1.40 | 0.057 | 24,676 | |
| ID | 1 | 2 | 6,065 | 0 | 2,040 | 6,065 | 0.34 | 0.160 | 964 |
| JP | -1 | 47 | -965,539 | -648,966 | -1,023,238 | 965,539 | 0.72 | 0.052 | -83,166 |
| 1 | 54 | 913,742 | 0 | 1,692,999 | 913,742 | 0.92 | 0.073 | 89,378 | |
| MY | 1 | 3 | 34,049 | 0 | 15,552 | 34,049 | 0.50 | 0.231 | 8,473 |
| NZ | 1 | 2 | 3,814 | 0 | 1,041 | 3,814 | 0.26 | -0.039 | -145 |
| SG | 1 | 1 | 2,285 | 0 | 638 | 2,285 | 0.28 | 0.032 | 74 |
| TH | -1 | 6 | -25,515 | 0 | -7,719 | 25,515 | 0.44 | 0.151 | -3,866 |
| 1 | 4 | 23,801 | 0 | 13,566 | 23,801 | 0.90 | 0.210 | 5,435 | |
| TW | -1 | 2 | -205,076 | -173,592 | -165,610 | 205,076 | 0.76 | -0.006 | -1,039 |
| 1 | 2 | 26,478 | 0 | 19,951 | 26,478 | 1.01 | 0.046 | 2,841 |