| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -215,957 | 2,214,362 | -110,829 | 88,035 | 198 | 42,130,180 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,215,160 | 1,215,160 | -1,160,120 | 66,287 |
| 1.0000 | 999,203 | 999,203 | 1,049,291 | 21,748 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -18,175 | -79,029 | -20,585 | 181,544 | 0.71 | 0.085 | 13,760 |
| CN | 47 | -170,539 | -536,150 | -200,525 | 1,220,824 | 1.21 | 0.105 | 34,179 |
| HK | 12 | 9,440 | -51,348 | 33,567 | 121,398 | 1.10 | 0.125 | 13,401 |
| ID | 3 | -31,360 | 0 | -48 | 31,360 | 0.03 | 0.057 | -1,926 |
| JP | 93 | -7,564 | -154,678 | 74,226 | 652,765 | 0.84 | 0.087 | 28,540 |
| MY | 2 | -1,155 | 0 | -620 | 1,155 | 0.55 | 0.046 | 58 |
| NZ | 1 | 1,718 | 0 | 654 | 1,718 | 0.38 | 0.177 | -304 |
| TH | 4 | 1,679 | 0 | 2,502 | 3,598 | 0.61 | 0.210 | 326 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -99,860 | -79,029 | -60,065 | 99,860 | 0.75 | -0.103 | 9,828 |
| 1.0000 | 21 | 81,684 | 0 | 39,480 | 81,684 | 0.68 | 0.018 | 3,932 | |
| CN | -1.0000 | 22 | -695,682 | -536,150 | -806,783 | 695,682 | 1.14 | -0.066 | 58,011 |
| 1.0000 | 25 | 525,143 | 0 | 606,258 | 525,143 | 1.28 | 0.003 | -23,832 | |
| HK | -1.0000 | 5 | -55,979 | -51,348 | -50,880 | 55,979 | 0.90 | -0.045 | 3,803 |
| 1.0000 | 7 | 65,419 | 0 | 84,447 | 65,419 | 1.24 | 0.144 | 9,598 | |
| ID | -1.0000 | 3 | -31,360 | 0 | -48 | 31,360 | 0.03 | 0.057 | -1,926 |
| JP | -1.0000 | 44 | -330,165 | -154,678 | -241,530 | 330,165 | 0.65 | -0.029 | -3,285 |
| 1.0000 | 49 | 322,600 | 0 | 315,756 | 322,600 | 1.00 | 0.090 | 31,825 | |
| MY | -1.0000 | 2 | -1,155 | 0 | -620 | 1,155 | 0.55 | -0.046 | 58 |
| NZ | 1.0000 | 1 | 1,718 | 0 | 654 | 1,718 | 0.38 | -0.177 | -304 |
| TH | -1.0000 | 2 | -960 | 0 | -194 | 960 | 0.20 | 0.219 | -203 |
| 1.0000 | 2 | 2,639 | 0 | 2,696 | 2,639 | 1.01 | 0.200 | 528 |