| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,193,724 | 2,006,821 | -1,487,577 | 18,251 | 67 | 54,565,397 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,600,272 | 1,600,272 | -1,753,584 | 895 |
| 1 | 406,549 | 406,549 | 266,007 | 17,355 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 28,257 | -1,545 | 37,728 | 132,733 | 0.74 | 0.061 | -4,942 |
| CN | 9 | -636,923 | -689,218 | -651,721 | 849,698 | 0.92 | 0.055 | 63,358 |
| HK | 18 | -587,265 | -685,950 | -872,230 | 948,671 | 1.21 | 0.113 | -39,512 |
| ID | 1 | -2,535 | 0 | -2,716 | 2,535 | 1.07 | 0.113 | -286 |
| MY | 3 | -11,166 | 0 | -4,543 | 11,166 | 0.46 | 0.056 | -573 |
| NZ | 2 | 5,563 | 0 | 1,481 | 5,563 | 0.28 | 0.116 | -638 |
| SG | 2 | -11,313 | -23,055 | -13,135 | 34,797 | 0.57 | 0.052 | -1,436 |
| TW | 2 | 21,659 | 0 | 17,559 | 21,659 | 0.86 | 0.105 | 2,279 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -52,238 | -1,545 | -18,473 | 52,238 | 0.58 | -0.000 | -2,276 |
| 1 | 19 | 80,495 | 0 | 56,201 | 80,495 | 0.83 | -0.047 | -2,666 | |
| CN | -1 | 6 | -743,310 | -689,218 | -744,982 | 743,310 | 0.97 | -0.045 | 63,169 |
| 1 | 3 | 106,387 | 0 | 93,261 | 106,387 | 0.83 | -0.003 | 189 | |
| HK | -1 | 13 | -767,968 | -685,950 | -965,373 | 767,968 | 1.23 | 0.084 | -58,721 |
| 1 | 5 | 180,703 | 0 | 93,143 | 180,703 | 1.16 | 0.152 | 19,209 | |
| ID | -1 | 1 | -2,535 | 0 | -2,716 | 2,535 | 1.07 | 0.113 | -286 |
| MY | -1 | 3 | -11,166 | 0 | -4,543 | 11,166 | 0.46 | 0.015 | -573 |
| NZ | 1 | 2 | 5,563 | 0 | 1,481 | 5,563 | 0.28 | -0.116 | -638 |
| SG | -1 | 1 | -23,055 | -23,055 | -17,496 | 23,055 | 0.76 | 0.018 | -417 |
| 1 | 1 | 11,742 | 0 | 4,361 | 11,742 | 0.37 | -0.087 | -1,019 | |
| TW | 1 | 2 | 21,659 | 0 | 17,559 | 21,659 | 0.86 | 0.105 | 2,279 |