| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,518,672 | 3,215,680 | -1,725,618 | 148,464 | 166 | 54,605,579 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,367,176 | 2,367,176 | -2,599,479 | 108,053 |
| 1 | 848,504 | 848,504 | 873,861 | 40,410 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 19 | 11,154 | -7,401 | -5,720 | 68,820 | 0.66 | 0.084 | 3,520 |
| CN | 41 | -997,347 | -1,197,778 | -963,636 | 1,601,519 | 1.24 | 0.091 | 123,149 |
| HK | 15 | -565,338 | -768,929 | -892,469 | 981,802 | 1.33 | 0.130 | 468 |
| ID | 1 | -116 | 0 | -132 | 116 | 1.13 | 0.109 | -13 |
| JP | 80 | 16,042 | -79,825 | 129,159 | 521,349 | 0.90 | 0.085 | 16,488 |
| MY | 1 | 4,971 | 0 | 1,066 | 4,971 | 0.21 | 0.199 | 990 |
| NZ | 1 | 3,198 | 0 | 1,217 | 3,198 | 0.38 | 0.171 | -547 |
| SG | 1 | -5,136 | -5,136 | -3,545 | 5,136 | 0.69 | 0.018 | -91 |
| TH | 6 | 14,975 | 0 | 8,964 | 27,694 | 0.68 | 0.234 | 4,465 |
| TW | 1 | -1,074 | -1,074 | -521 | 1,074 | 0.49 | 0.032 | 35 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -28,833 | -7,401 | -21,545 | 28,833 | 0.69 | -0.058 | 563 |
| 1 | 11 | 39,987 | 0 | 15,825 | 39,987 | 0.64 | 0.002 | 2,957 | |
| CN | -1 | 24 | -1,299,433 | -1,197,778 | -1,358,539 | 1,299,433 | 1.21 | -0.066 | 126,191 |
| 1 | 17 | 302,086 | 0 | 394,903 | 302,086 | 1.29 | -0.012 | -3,042 | |
| HK | -1 | 4 | -773,570 | -768,929 | -1,017,696 | 773,570 | 1.72 | -0.002 | -9,687 |
| 1 | 11 | 208,232 | 0 | 125,227 | 208,232 | 1.18 | 0.090 | 10,154 | |
| ID | -1 | 1 | -116 | 0 | -132 | 116 | 1.13 | 0.109 | -13 |
| JP | -1 | 39 | -252,654 | -79,825 | -193,215 | 252,654 | 0.82 | 0.020 | -7,829 |
| 1 | 41 | 268,696 | 0 | 322,374 | 268,696 | 0.98 | 0.066 | 24,317 | |
| MY | 1 | 1 | 4,971 | 0 | 1,066 | 4,971 | 0.21 | 0.199 | 990 |
| NZ | 1 | 1 | 3,198 | 0 | 1,217 | 3,198 | 0.38 | -0.171 | -547 |
| SG | -1 | 1 | -5,136 | -5,136 | -3,545 | 5,136 | 0.69 | 0.018 | -91 |
| TH | -1 | 2 | -6,359 | 0 | -4,285 | 6,359 | 0.65 | 0.190 | -1,116 |
| 1 | 4 | 21,335 | 0 | 13,249 | 21,335 | 0.69 | 0.256 | 5,581 | |
| TW | -1 | 1 | -1,074 | -1,074 | -521 | 1,074 | 0.49 | -0.032 | 35 |