| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,455,697 | 3,071,078 | -1,732,730 | 123,183 | 167 | 54,677,819 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,263,388 | 2,263,388 | -2,530,265 | 99,520 |
| 1 | 807,691 | 807,691 | 797,535 | 23,662 |
| 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 | 43 | -798,624 | -1,055,956 | -762,810 | 1,552,961 | 1.20 | 0.105 | 117,446 |
| HK | 24 | -572,995 | -742,182 | -901,557 | 1,039,074 | 1.52 | 0.105 | -3,028 |
| 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 | 9 | -24,664 | -10,765 | -21,845 | 24,664 | 0.85 | -0.062 | 1,127 |
| 1 | 17 | 45,277 | 0 | 18,124 | 45,277 | 0.56 | -0.045 | -1,158 | |
| CN | -1 | 25 | -1,175,793 | -1,055,956 | -1,295,091 | 1,175,793 | 1.11 | -0.041 | 122,193 |
| 1 | 18 | 377,168 | 0 | 532,281 | 377,168 | 1.34 | -0.016 | -4,747 | |
| HK | -1 | 14 | -806,034 | -742,182 | -1,050,022 | 806,034 | 1.73 | 0.058 | -18,017 |
| 1 | 10 | 233,039 | 0 | 148,465 | 233,039 | 1.19 | 0.088 | 14,989 | |
| ID | -1 | 1 | -470 | 0 | 60 | 470 | -0.13 | 0.112 | -52 |
| JP | -1 | 40 | -224,426 | -103,270 | -144,474 | 224,426 | 0.64 | -0.010 | -386 |
| 1 | 22 | 123,168 | 0 | 84,902 | 123,168 | 0.63 | 0.027 | 7,047 | |
| MY | -1 | 2 | -9,166 | 0 | -5,296 | 9,166 | 0.56 | 0.088 | -557 |
| NZ | 1 | 1 | 2,340 | 0 | 890 | 2,340 | 0.38 | -0.204 | -479 |
| SG | 1 | 1 | 2,228 | 0 | 451 | 2,228 | 0.20 | 0.011 | 24 |
| TH | -1 | 4 | -22,835 | 0 | -13,597 | 22,835 | 0.53 | 0.194 | -4,788 |
| 1 | 3 | 24,469 | 0 | 12,422 | 24,469 | 0.66 | 0.292 | 7,985 |