| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,577,022 | 4,095,005 | -1,832,240 | 166,686 | 211 | 54,575,189 | 0.075 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,836,014 | 2,836,014 | -3,044,414 | 131,456 |
| 1 | 1,258,992 | 1,258,992 | 1,212,174 | 35,230 |
| 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 | 56 | -961,990 | -1,428,698 | -1,065,757 | 2,215,420 | 1.18 | 0.100 | 122,610 |
| HK | 16 | -560,174 | -778,865 | -822,612 | 1,007,445 | 1.11 | 0.117 | 3,621 |
| 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 | 15 | -99,860 | -79,029 | -60,065 | 99,860 | 0.75 | -0.103 | 9,828 |
| 1 | 21 | 81,684 | 0 | 39,480 | 81,684 | 0.68 | 0.018 | 3,932 | |
| CN | -1 | 28 | -1,588,705 | -1,428,698 | -1,768,641 | 1,588,705 | 1.12 | -0.064 | 143,999 |
| 1 | 28 | 626,715 | 0 | 702,885 | 626,715 | 1.23 | 0.001 | -21,389 | |
| HK | -1 | 7 | -783,810 | -778,865 | -973,316 | 783,810 | 1.02 | -0.014 | -17,017 |
| 1 | 9 | 223,635 | 0 | 150,704 | 223,635 | 1.18 | 0.142 | 20,638 | |
| ID | -1 | 3 | -31,360 | 0 | -48 | 31,360 | 0.03 | 0.057 | -1,926 |
| JP | -1 | 44 | -330,165 | -154,678 | -241,530 | 330,165 | 0.65 | -0.029 | -3,285 |
| 1 | 49 | 322,600 | 0 | 315,756 | 322,600 | 1.00 | 0.090 | 31,825 | |
| MY | -1 | 2 | -1,155 | 0 | -620 | 1,155 | 0.55 | -0.046 | 58 |
| NZ | 1 | 1 | 1,718 | 0 | 654 | 1,718 | 0.38 | -0.177 | -304 |
| TH | -1 | 2 | -960 | 0 | -194 | 960 | 0.20 | 0.219 | -203 |
| 1 | 2 | 2,639 | 0 | 2,696 | 2,639 | 1.01 | 0.200 | 528 |