| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,130,490 | 2,226,729 | -1,656,807 | 34,479 | 97 | 53,251,777 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,678,609 | 1,678,609 | -1,966,745 | 10,140 |
| 1 | 548,120 | 548,120 | 309,938 | 24,339 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 10 | -698,918 | -794,420 | -772,215 | 894,664 | 1.09 | 0.087 | 70,157 |
| HK | 4 | -509,181 | -672,699 | -787,724 | 836,793 | 1.15 | 0.089 | -42,884 |
| JP | 75 | 63,784 | -64,442 | -108,535 | 442,934 | 0.88 | 0.078 | 3,263 |
| MY | 3 | 14,902 | 0 | 5,996 | 14,902 | 0.37 | 0.297 | 4,488 |
| TH | 5 | -1,077 | 0 | 5,671 | 37,435 | 0.58 | 0.246 | -545 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1 | 7 | -796,791 | -794,420 | -864,263 | 796,791 | 1.18 | -0.082 | 68,923 |
| 1 | 3 | 97,873 | 0 | 92,048 | 97,873 | 0.87 | 0.015 | 1,234 | |
| HK | -1 | 2 | -672,987 | -672,699 | -853,482 | 672,987 | 1.31 | 0.099 | -48,487 |
| 1 | 2 | 163,806 | 0 | 65,758 | 163,806 | 0.81 | 0.069 | 5,603 | |
| JP | -1 | 40 | -189,575 | -64,442 | -240,043 | 189,575 | 1.14 | 0.017 | -5,691 |
| 1 | 35 | 253,359 | 0 | 131,508 | 253,359 | 0.58 | 0.017 | 8,954 | |
| MY | 1 | 3 | 14,902 | 0 | 5,996 | 14,902 | 0.37 | 0.297 | 4,488 |
| TH | -1 | 4 | -19,256 | 0 | -8,956 | 19,256 | 0.52 | 0.251 | -4,605 |
| 1 | 1 | 18,179 | 0 | 14,627 | 18,179 | 0.80 | 0.223 | 4,059 |