| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,308,239 | 3,238,511 | -1,682,069 | 82,490 | 198 | 54,021,009 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,273,375 | 2,273,375 | -2,544,653 | 39,437 |
| 1 | 965,136 | 965,136 | 862,584 | 43,053 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 1,853 | -51,824 | 21,750 | 146,900 | 0.69 | 0.076 | 8,754 |
| CN | 62 | -746,397 | -1,074,586 | -817,535 | 1,655,433 | 1.22 | 0.098 | 101,590 |
| HK | 15 | -582,218 | -688,575 | -883,870 | 924,724 | 1.31 | 0.115 | -36,825 |
| ID | 2 | -929 | 0 | -874 | 929 | 0.98 | 0.165 | -156 |
| JP | 61 | 79,368 | -55,401 | 33,024 | 361,289 | 0.76 | 0.079 | 17,617 |
| MY | 4 | -6,367 | 0 | -2,789 | 6,367 | 0.48 | 0.109 | -1,061 |
| NZ | 1 | 5,143 | 0 | 1,957 | 5,143 | 0.38 | 0.239 | -1,227 |
| PH | 1 | -9,408 | 0 | -3,097 | 9,408 | 0.33 | 0.207 | -1,949 |
| SG | 4 | 5,979 | 0 | 3,211 | 5,979 | 0.74 | 0.014 | 14 |
| TH | 9 | -11,523 | 0 | -6,208 | 78,602 | 0.55 | 0.253 | -1,340 |
| TW | 3 | -43,739 | -3,844 | -27,638 | 43,739 | 0.45 | 0.198 | -2,927 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -72,523 | -51,824 | -26,191 | 72,523 | 0.57 | -0.125 | 9,948 |
| 1 | 27 | 74,376 | 0 | 47,941 | 74,376 | 0.73 | -0.033 | -1,194 | |
| CN | -1 | 33 | -1,200,915 | -1,074,586 | -1,367,486 | 1,200,915 | 1.26 | -0.043 | 88,355 |
| 1 | 29 | 454,518 | 0 | 549,952 | 454,518 | 1.17 | 0.033 | 13,235 | |
| HK | -1 | 10 | -753,471 | -688,575 | -956,378 | 753,471 | 1.37 | 0.086 | -46,173 |
| 1 | 5 | 171,253 | 0 | 72,508 | 171,253 | 1.14 | 0.140 | 9,349 | |
| ID | -1 | 2 | -929 | 0 | -874 | 929 | 0.98 | 0.165 | -156 |
| JP | -1 | 26 | -140,961 | -55,401 | -132,963 | 140,961 | 0.80 | -0.020 | 3,106 |
| 1 | 35 | 220,328 | 0 | 165,987 | 220,328 | 0.73 | 0.043 | 14,511 | |
| MY | -1 | 4 | -6,367 | 0 | -2,789 | 6,367 | 0.48 | 0.109 | -1,061 |
| NZ | 1 | 1 | 5,143 | 0 | 1,957 | 5,143 | 0.38 | -0.239 | -1,227 |
| PH | -1 | 1 | -9,408 | 0 | -3,097 | 9,408 | 0.33 | 0.207 | -1,949 |
| SG | 1 | 4 | 5,979 | 0 | 3,211 | 5,979 | 0.74 | -0.002 | 14 |
| TH | -1 | 5 | -45,062 | 0 | -27,237 | 45,062 | 0.45 | 0.250 | -9,706 |
| 1 | 4 | 33,539 | 0 | 21,029 | 33,539 | 0.69 | 0.257 | 8,366 | |
| TW | -1 | 3 | -43,739 | -3,844 | -27,638 | 43,739 | 0.45 | -0.039 | -2,927 |