| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 128,400 | 2,392,504 | 44,143 | 49,907 | 219 | 42,203,971 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,132,052 | 1,132,052 | -1,306,668 | 42,912 |
| 1 | 1,260,452 | 1,260,452 | 1,350,811 | 6,995 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 13,811 | -37,497 | -2,768 | 141,069 | 0.66 | 0.087 | 8,090 |
| CN | 52 | 146,851 | -397,507 | 274,551 | 1,230,752 | 1.26 | 0.110 | -8,015 |
| HK | 20 | -79,530 | -36,225 | -119,643 | 259,839 | 1.38 | 0.118 | 8,799 |
| ID | 3 | -6,097 | 0 | -7,912 | 6,097 | 1.08 | 0.099 | -527 |
| JP | 94 | 85,624 | -139,598 | -80,539 | 695,247 | 0.81 | 0.074 | 40,890 |
| MY | 4 | -13,220 | 0 | -7,117 | 13,220 | 0.48 | 0.080 | -1,395 |
| NZ | 1 | 1,802 | 0 | 686 | 1,802 | 0.38 | 0.208 | -374 |
| SG | 4 | 981 | -10,837 | 4,370 | 22,655 | 0.64 | 0.061 | 1,817 |
| TW | 4 | -21,821 | -16,277 | -17,486 | 21,821 | 0.75 | 0.048 | 621 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -63,629 | -37,497 | -33,071 | 63,629 | 0.62 | -0.121 | 8,294 |
| 1 | 24 | 77,440 | 0 | 30,303 | 77,440 | 0.69 | -0.028 | -204 | |
| CN | -1 | 28 | -541,950 | -397,507 | -625,404 | 541,950 | 1.31 | -0.046 | 37,173 |
| 1 | 24 | 688,801 | 0 | 899,955 | 688,801 | 1.20 | -0.005 | -45,188 | |
| HK | -1 | 13 | -169,685 | -36,225 | -264,879 | 169,685 | 1.37 | 0.067 | -10,484 |
| 1 | 7 | 90,155 | 0 | 145,236 | 90,155 | 1.38 | 0.191 | 19,283 | |
| ID | -1 | 3 | -6,097 | 0 | -7,912 | 6,097 | 1.08 | 0.099 | -527 |
| JP | -1 | 38 | -304,812 | -139,598 | -344,096 | 304,812 | 0.97 | -0.013 | 7,417 |
| 1 | 56 | 390,436 | 0 | 263,558 | 390,436 | 0.69 | 0.073 | 33,473 | |
| MY | -1 | 4 | -13,220 | 0 | -7,117 | 13,220 | 0.48 | 0.076 | -1,395 |
| NZ | 1 | 1 | 1,802 | 0 | 686 | 1,802 | 0.38 | -0.208 | -374 |
| SG | -1 | 1 | -10,837 | -10,837 | -6,704 | 10,837 | 0.62 | -0.167 | 1,812 |
| 1 | 3 | 11,818 | 0 | 11,074 | 11,818 | 0.64 | -0.019 | 6 | |
| TW | -1 | 4 | -21,821 | -16,277 | -17,486 | 21,821 | 0.75 | -0.003 | 621 |