| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,186,571 | 7,517,592 | -1,077,803 | 221,566 | 279 | 54,178,749 | 0.139 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,352,082 | 4,352,082 | -5,039,544 | 141,860 |
| 1 | 3,165,511 | 3,165,511 | 3,961,741 | 79,706 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -22,100 | -203,215 | 53,663 | 523,989 | 0.52 | 0.069 | 25,826 |
| CN | 108 | -1,041,337 | -1,712,266 | -1,345,079 | 3,592,284 | 1.25 | 0.131 | 133,716 |
| HK | 18 | -560,904 | -700,680 | -725,799 | 957,096 | 1.22 | 0.149 | 9,879 |
| ID | 2 | 7,844 | 0 | 4,460 | 7,844 | 0.53 | 0.233 | 1,669 |
| JP | 95 | 468,052 | -632,717 | 974,291 | 2,173,351 | 0.80 | 0.086 | 34,875 |
| MY | 2 | 18,096 | 0 | 10,535 | 18,096 | 0.57 | 0.229 | 4,110 |
| NZ | 1 | 1,427 | 0 | 77 | 1,427 | 0.05 | 0.084 | -119 |
| SG | 3 | -6,071 | -6,071 | -4,440 | 6,071 | 0.77 | 0.066 | -314 |
| TH | 13 | 53,625 | -2,696 | 26,432 | 132,231 | 0.48 | 0.180 | 10,573 |
| TW | 4 | -105,204 | -72,460 | -71,943 | 105,204 | 0.87 | 0.129 | 1,352 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -273,044 | -203,215 | -115,972 | 273,044 | 0.47 | 0.017 | 10,112 |
| 1 | 7 | 250,944 | 0 | 169,635 | 250,944 | 0.74 | 0.026 | 15,714 | |
| CN | -1 | 68 | -2,316,811 | -1,712,266 | -2,973,694 | 2,316,811 | 1.24 | -0.116 | 220,887 |
| 1 | 40 | 1,275,474 | 0 | 1,628,615 | 1,275,474 | 1.28 | -0.061 | -87,171 | |
| HK | -1 | 10 | -759,000 | -700,680 | -970,185 | 759,000 | 1.24 | 0.089 | -19,632 |
| 1 | 8 | 198,096 | 0 | 244,385 | 198,096 | 1.19 | 0.197 | 29,511 | |
| ID | 1 | 2 | 7,844 | 0 | 4,460 | 7,844 | 0.53 | 0.233 | 1,669 |
| JP | -1 | 52 | -852,650 | -632,717 | -899,073 | 852,650 | 0.68 | 0.033 | -66,083 |
| 1 | 43 | 1,320,702 | 0 | 1,873,364 | 1,320,702 | 0.94 | 0.061 | 100,958 | |
| MY | 1 | 2 | 18,096 | 0 | 10,535 | 18,096 | 0.57 | 0.229 | 4,110 |
| NZ | 1 | 1 | 1,427 | 0 | 77 | 1,427 | 0.05 | -0.084 | -119 |
| SG | -1 | 3 | -6,071 | -6,071 | -4,440 | 6,071 | 0.77 | 0.066 | -314 |
| TH | -1 | 4 | -39,303 | -2,696 | -4,238 | 39,303 | 0.69 | 0.178 | -4,461 |
| 1 | 9 | 92,928 | 0 | 30,670 | 92,928 | 0.39 | 0.181 | 15,035 | |
| TW | -1 | 4 | -105,204 | -72,460 | -71,943 | 105,204 | 0.87 | 0.070 | 1,352 |