| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,489,059 | 4,438,323 | -1,659,833 | 46,900 | 259 | 54,221,511 | 0.082 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,963,691 | 2,963,691 | -3,229,925 | 59,483 |
| 1 | 1,474,632 | 1,474,632 | 1,570,092 | -12,583 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 44,076 | -6,006 | 33,801 | 119,300 | 0.72 | 0.088 | -6,441 |
| CN | 88 | -697,588 | -1,351,930 | -637,740 | 2,412,193 | 1.28 | 0.094 | 109,696 |
| HK | 25 | -451,597 | -689,345 | -767,434 | 998,225 | 1.29 | 0.169 | -30,313 |
| ID | 1 | 3,432 | 0 | -437 | 3,432 | -0.13 | 0.250 | 857 |
| JP | 92 | -409,596 | -103,314 | -306,251 | 828,164 | 0.70 | 0.072 | -27,954 |
| MY | 2 | -9,798 | 0 | -5,213 | 9,798 | 0.56 | 0.122 | -1,855 |
| NZ | 1 | -3,968 | -3,968 | -1,510 | 3,968 | 0.38 | 0.191 | 759 |
| SG | 4 | 13,043 | -1,079 | 4,936 | 15,201 | 0.58 | 0.091 | -877 |
| TH | 6 | -2,908 | 0 | -2,655 | 22,197 | 0.52 | 0.241 | 480 |
| TW | 3 | 25,844 | 0 | 22,670 | 25,844 | 0.95 | 0.158 | 2,548 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -37,612 | -6,006 | -23,707 | 37,612 | 0.61 | -0.076 | 788 |
| 1 | 25 | 81,688 | 0 | 57,508 | 81,688 | 0.77 | -0.080 | -7,229 | |
| CN | -1 | 57 | -1,554,890 | -1,351,930 | -1,813,311 | 1,554,890 | 1.35 | -0.031 | 131,987 |
| 1 | 31 | 857,303 | 0 | 1,175,572 | 857,303 | 1.16 | -0.022 | -22,291 | |
| HK | -1 | 9 | -724,911 | -689,345 | -945,791 | 724,911 | 1.72 | 0.165 | -51,917 |
| 1 | 16 | 273,314 | 0 | 178,356 | 273,314 | 1.03 | 0.097 | 21,604 | |
| ID | 1 | 1 | 3,432 | 0 | -437 | 3,432 | -0.13 | 0.250 | 857 |
| JP | -1 | 58 | -618,880 | -103,314 | -433,013 | 618,880 | 0.76 | 0.016 | -17,942 |
| 1 | 34 | 209,284 | 0 | 126,763 | 209,284 | 0.60 | -0.036 | -10,012 | |
| MY | -1 | 2 | -9,798 | 0 | -5,213 | 9,798 | 0.56 | 0.122 | -1,855 |
| NZ | -1 | 1 | -3,968 | -3,968 | -1,510 | 3,968 | 0.38 | -0.191 | 759 |
| SG | -1 | 1 | -1,079 | -1,079 | -667 | 1,079 | 0.62 | -0.212 | 229 |
| 1 | 3 | 14,122 | 0 | 5,603 | 14,122 | 0.56 | -0.051 | -1,106 | |
| TH | -1 | 4 | -12,553 | 0 | -6,712 | 12,553 | 0.53 | 0.219 | -2,566 |
| 1 | 2 | 9,645 | 0 | 4,057 | 9,645 | 0.51 | 0.287 | 3,046 | |
| TW | 1 | 3 | 25,844 | 0 | 22,670 | 25,844 | 0.95 | 0.028 | 2,548 |