| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,159,634 | 3,078,058 | -1,445,150 | -15,877 | 152 | 54,671,309 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,118,846 | 2,118,846 | -2,407,334 | 1,313 |
| 1 | 959,212 | 959,212 | 962,184 | -17,189 |
| 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 | 76 | -686,883 | -1,018,262 | -710,192 | 1,856,803 | 1.18 | 0.103 | 28,676 |
| HK | 25 | -442,462 | -717,295 | -693,186 | 1,044,129 | 1.25 | 0.136 | -46,445 |
| 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 | 16 | -63,205 | -36,870 | -52,524 | 63,205 | 0.89 | -0.072 | 2,958 |
| 1 | 19 | 56,759 | 0 | 27,346 | 56,759 | 0.69 | -0.026 | -746 | |
| CN | -1 | 45 | -1,271,843 | -1,018,262 | -1,388,469 | 1,271,843 | 1.19 | -0.038 | 79,914 |
| 1 | 31 | 584,960 | 0 | 678,277 | 584,960 | 1.16 | -0.011 | -51,238 | |
| HK | -1 | 11 | -743,296 | -717,295 | -942,255 | 743,296 | 1.32 | 0.047 | -80,582 |
| 1 | 14 | 300,833 | 0 | 249,069 | 300,833 | 1.18 | 0.161 | 34,136 | |
| ID | -1 | 1 | -1,037 | 0 | -691 | 1,037 | 0.67 | 0.182 | -188 |
| MY | -1 | 3 | -9,596 | 0 | -5,568 | 9,596 | 0.55 | 0.034 | 499 |
| NZ | 1 | 1 | 1,012 | 0 | 385 | 1,012 | 0.38 | -0.127 | -129 |
| SG | -1 | 1 | -12,554 | -12,554 | -7,766 | 12,554 | 0.62 | -0.149 | 1,864 |
| 1 | 3 | 10,675 | 0 | 2,430 | 10,675 | 0.27 | -0.034 | -178 | |
| TH | -1 | 6 | -17,316 | 0 | -10,060 | 17,316 | 0.68 | 0.178 | -3,154 |
| TW | 1 | 1 | 4,973 | 0 | 4,677 | 4,973 | 0.94 | 0.194 | 966 |