| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -128,000 | 1,916,301 | -207,210 | 117,093 | 202 | 42,152,623 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,022,150 | 1,022,150 | -1,154,942 | 64,053 |
| 1 | 894,151 | 894,151 | 947,732 | 53,039 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -22,200 | -34,381 | -13,755 | 54,449 | 0.59 | 0.097 | 5,595 |
| CN | 59 | -165,084 | -365,591 | -309,672 | 1,042,356 | 1.22 | 0.105 | 79,488 |
| HK | 17 | 7,307 | -60,661 | 77,562 | 218,940 | 1.42 | 0.158 | 6,350 |
| ID | 5 | -7,342 | 0 | -3,151 | 7,342 | 0.54 | 0.113 | -873 |
| JP | 85 | 114,083 | -100,769 | 77,457 | 505,724 | 0.78 | 0.074 | 25,453 |
| MY | 1 | -1,385 | 0 | -844 | 1,385 | 0.61 | 0.012 | 17 |
| NZ | 1 | -542 | -542 | -206 | 542 | 0.38 | 0.185 | 100 |
| SG | 4 | 315 | -11,480 | 3,526 | 23,276 | 0.74 | 0.066 | 2,435 |
| TW | 6 | -53,150 | -16,700 | -38,128 | 62,287 | 0.70 | 0.054 | -1,473 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -38,324 | -34,381 | -23,400 | 38,324 | 0.63 | -0.106 | 5,896 |
| 1 | 10 | 16,125 | 0 | 9,645 | 16,125 | 0.55 | -0.010 | -301 | |
| CN | -1 | 33 | -603,720 | -365,591 | -803,103 | 603,720 | 1.19 | -0.064 | 70,353 |
| 1 | 26 | 438,636 | 0 | 493,431 | 438,636 | 1.25 | 0.028 | 9,135 | |
| HK | -1 | 6 | -105,817 | -60,661 | -107,769 | 105,817 | 1.20 | 0.122 | -14,109 |
| 1 | 11 | 113,123 | 0 | 185,331 | 113,123 | 1.54 | 0.176 | 20,458 | |
| ID | -1 | 5 | -7,342 | 0 | -3,151 | 7,342 | 0.54 | 0.113 | -873 |
| JP | -1 | 37 | -195,821 | -100,769 | -167,670 | 195,821 | 0.82 | -0.017 | 1,654 |
| 1 | 48 | 309,903 | 0 | 245,128 | 309,903 | 0.75 | 0.069 | 23,800 | |
| MY | -1 | 1 | -1,385 | 0 | -844 | 1,385 | 0.61 | -0.012 | 17 |
| NZ | -1 | 1 | -542 | -542 | -206 | 542 | 0.38 | -0.185 | 100 |
| SG | -1 | 1 | -11,480 | -11,480 | -7,102 | 11,480 | 0.62 | -0.195 | 2,240 |
| 1 | 3 | 11,795 | 0 | 10,628 | 11,795 | 0.78 | 0.019 | 196 | |
| TW | -1 | 5 | -57,718 | -16,700 | -41,697 | 57,718 | 0.69 | 0.001 | -1,225 |
| 1 | 1 | 4,568 | 0 | 3,569 | 4,568 | 0.78 | -0.054 | -248 |