| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -96,803 | 1,175,177 | 2,732 | 19,289 | 154 | 42,226,316 | 0.028 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -635,990 | 635,990 | -631,784 | 12,059 |
| 1.0000 | 539,187 | 539,187 | 634,516 | 7,230 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 20,612 | -10,765 | -3,721 | 69,941 | 0.66 | 0.091 | -30 |
| CN | 34 | 51 | -157,921 | 115,933 | 554,593 | 1.26 | 0.108 | 7,232 |
| HK | 20 | -12,776 | -13,620 | -44,838 | 141,540 | 1.57 | 0.111 | 3,292 |
| ID | 1 | -470 | 0 | 60 | 470 | -0.13 | 0.112 | -52 |
| JP | 62 | -101,258 | -103,270 | -59,572 | 347,595 | 0.64 | 0.073 | 6,661 |
| MY | 2 | -9,166 | 0 | -5,296 | 9,166 | 0.56 | 0.091 | -557 |
| NZ | 1 | 2,340 | 0 | 890 | 2,340 | 0.38 | 0.204 | -479 |
| SG | 1 | 2,228 | 0 | 451 | 2,228 | 0.20 | 0.011 | 24 |
| TH | 7 | 1,635 | 0 | -1,175 | 47,304 | 0.59 | 0.236 | 3,197 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -24,664 | -10,765 | -21,845 | 24,664 | 0.85 | -0.062 | 1,127 |
| 1.0000 | 17 | 45,277 | 0 | 18,124 | 45,277 | 0.56 | -0.045 | -1,158 | |
| CN | -1.0000 | 19 | -277,271 | -157,921 | -320,458 | 277,271 | 1.12 | -0.034 | 19,142 |
| 1.0000 | 15 | 277,322 | 0 | 436,391 | 277,322 | 1.43 | -0.024 | -11,910 | |
| HK | -1.0000 | 12 | -77,158 | -13,620 | -126,174 | 77,158 | 1.80 | 0.059 | -2,428 |
| 1.0000 | 8 | 64,382 | 0 | 81,336 | 64,382 | 1.24 | 0.085 | 5,720 | |
| ID | -1.0000 | 1 | -470 | 0 | 60 | 470 | -0.13 | 0.112 | -52 |
| JP | -1.0000 | 40 | -224,426 | -103,270 | -144,474 | 224,426 | 0.64 | -0.010 | -386 |
| 1.0000 | 22 | 123,168 | 0 | 84,902 | 123,168 | 0.63 | 0.027 | 7,047 | |
| MY | -1.0000 | 2 | -9,166 | 0 | -5,296 | 9,166 | 0.56 | 0.088 | -557 |
| NZ | 1.0000 | 1 | 2,340 | 0 | 890 | 2,340 | 0.38 | -0.204 | -479 |
| SG | 1.0000 | 1 | 2,228 | 0 | 451 | 2,228 | 0.20 | 0.011 | 24 |
| TH | -1.0000 | 4 | -22,835 | 0 | -13,597 | 22,835 | 0.53 | 0.194 | -4,788 |
| 1.0000 | 3 | 24,469 | 0 | 12,422 | 24,469 | 0.66 | 0.292 | 7,985 |