| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 18,359 | 1,399,318 | -1,012 | 417 | 141 | 42,202,070 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -690,480 | 690,480 | -796,807 | 30,060 |
| 1.0000 | 708,838 | 708,838 | 795,795 | -29,643 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -6,446 | -36,870 | -25,178 | 119,964 | 0.78 | 0.083 | 2,212 |
| CN | 68 | -60,419 | -283,477 | -83,347 | 1,013,111 | 1.21 | 0.109 | -17,076 |
| HK | 22 | 109,066 | -24,302 | 124,107 | 209,080 | 1.24 | 0.138 | 15,601 |
| ID | 1 | -1,037 | 0 | -691 | 1,037 | 0.67 | 0.182 | -188 |
| MY | 3 | -9,596 | 0 | -5,568 | 9,596 | 0.55 | 0.105 | 499 |
| NZ | 1 | 1,012 | 0 | 385 | 1,012 | 0.38 | 0.127 | -129 |
| SG | 4 | -1,879 | -12,554 | -5,336 | 23,229 | 0.39 | 0.084 | 1,687 |
| TH | 6 | -17,316 | 0 | -10,060 | 17,316 | 0.68 | 0.178 | -3,154 |
| TW | 1 | 4,973 | 0 | 4,677 | 4,973 | 0.94 | 0.194 | 966 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -63,205 | -36,870 | -52,524 | 63,205 | 0.89 | -0.072 | 2,958 |
| 1.0000 | 19 | 56,759 | 0 | 27,346 | 56,759 | 0.69 | -0.026 | -746 | |
| CN | -1.0000 | 40 | -536,765 | -283,477 | -657,558 | 536,765 | 1.22 | -0.040 | 32,320 |
| 1.0000 | 28 | 476,346 | 0 | 574,211 | 476,346 | 1.19 | -0.009 | -49,396 | |
| HK | -1.0000 | 9 | -50,007 | -24,302 | -62,639 | 50,007 | 1.33 | 0.033 | -4,240 |
| 1.0000 | 13 | 159,073 | 0 | 186,746 | 159,073 | 1.18 | 0.161 | 19,840 | |
| ID | -1.0000 | 1 | -1,037 | 0 | -691 | 1,037 | 0.67 | 0.182 | -188 |
| MY | -1.0000 | 3 | -9,596 | 0 | -5,568 | 9,596 | 0.55 | 0.034 | 499 |
| NZ | 1.0000 | 1 | 1,012 | 0 | 385 | 1,012 | 0.38 | -0.127 | -129 |
| SG | -1.0000 | 1 | -12,554 | -12,554 | -7,766 | 12,554 | 0.62 | -0.149 | 1,864 |
| 1.0000 | 3 | 10,675 | 0 | 2,430 | 10,675 | 0.27 | -0.034 | -178 | |
| TH | -1.0000 | 6 | -17,316 | 0 | -10,060 | 17,316 | 0.68 | 0.178 | -3,154 |
| TW | 1.0000 | 1 | 4,973 | 0 | 4,677 | 4,973 | 0.94 | 0.194 | 966 |