| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,200,280 | 2,147,195 | -1,536,280 | 74,885 | 97 | 53,129,402 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,673,738 | 1,673,738 | -1,841,348 | 48,907 |
| 1 | 473,458 | 473,458 | 305,068 | 25,978 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 9 | -685,036 | -780,666 | -754,225 | 877,207 | 1.00 | 0.079 | 73,996 |
| HK | 4 | -509,174 | -672,690 | -787,713 | 836,782 | 1.15 | 0.069 | -26,230 |
| JP | 75 | -19,379 | -144,080 | 2,121 | 410,736 | 0.68 | 0.071 | 22,303 |
| MY | 4 | 11,085 | 0 | 4,854 | 11,085 | 0.53 | 0.260 | 3,159 |
| PH | 3 | 6,804 | 0 | 1,773 | 6,804 | 0.30 | 0.276 | 1,496 |
| SG | 2 | -4,581 | -4,581 | -3,090 | 4,581 | 0.65 | 0.088 | 160 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1 | 6 | -781,121 | -780,666 | -843,992 | 781,121 | 1.07 | -0.059 | 72,398 |
| 1 | 3 | 96,085 | 0 | 89,767 | 96,085 | 0.87 | 0.016 | 1,597 | |
| HK | -1 | 2 | -672,978 | -672,690 | -853,471 | 672,978 | 1.31 | 0.081 | -29,912 |
| 1 | 2 | 163,804 | 0 | 65,758 | 163,804 | 0.81 | 0.045 | 3,682 | |
| JP | -1 | 40 | -215,057 | -144,080 | -140,795 | 215,057 | 0.66 | -0.038 | 6,260 |
| 1 | 35 | 195,679 | 0 | 142,916 | 195,679 | 0.71 | 0.063 | 16,044 | |
| MY | 1 | 4 | 11,085 | 0 | 4,854 | 11,085 | 0.53 | 0.260 | 3,159 |
| PH | 1 | 3 | 6,804 | 0 | 1,773 | 6,804 | 0.30 | 0.276 | 1,496 |
| SG | -1 | 2 | -4,581 | -4,581 | -3,090 | 4,581 | 0.65 | -0.085 | 160 |