| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,210,226 | 3,767,450 | -1,516,169 | 59,626 | 150 | 54,716,094 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,488,838 | 2,488,838 | -2,865,487 | 111,763 |
| 1 | 1,278,612 | 1,278,612 | 1,349,318 | -52,137 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -15,353 | -53,602 | -312 | 93,407 | 0.70 | 0.057 | 7,748 |
| CN | 85 | -715,669 | -1,537,555 | -812,587 | 2,655,901 | 1.22 | 0.108 | 85,368 |
| HK | 14 | -478,215 | -681,346 | -725,414 | 892,100 | 1.31 | 0.106 | -42,595 |
| ID | 4 | 2,798 | 0 | 946 | 2,798 | 0.46 | 0.178 | 488 |
| MY | 1 | -4,736 | 0 | -771 | 4,736 | 0.16 | 0.040 | 189 |
| NZ | 1 | -936 | -936 | -401 | 936 | 0.43 | 0.129 | 121 |
| SG | 5 | -44,584 | -44,584 | -36,422 | 44,584 | 0.74 | 0.045 | 1,165 |
| TH | 5 | 1,104 | 0 | 10,744 | 27,624 | 0.54 | 0.194 | 84 |
| TW | 2 | 45,364 | 0 | 48,047 | 45,364 | 1.07 | 0.156 | 7,059 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -54,380 | -53,602 | -25,004 | 54,380 | 0.50 | -0.092 | 7,919 |
| 1 | 22 | 39,027 | 0 | 24,692 | 39,027 | 0.80 | -0.012 | -171 | |
| CN | -1 | 48 | -1,685,785 | -1,537,555 | -1,927,842 | 1,685,785 | 1.23 | -0.082 | 167,927 |
| 1 | 37 | 970,116 | 0 | 1,115,256 | 970,116 | 1.21 | -0.037 | -82,558 | |
| HK | -1 | 3 | -685,157 | -681,346 | -872,129 | 685,157 | 1.29 | 0.098 | -63,098 |
| 1 | 11 | 206,943 | 0 | 146,716 | 206,943 | 1.32 | 0.108 | 20,503 | |
| ID | 1 | 4 | 2,798 | 0 | 946 | 2,798 | 0.46 | 0.178 | 488 |
| MY | -1 | 1 | -4,736 | 0 | -771 | 4,736 | 0.16 | -0.040 | 189 |
| NZ | -1 | 1 | -936 | -936 | -401 | 936 | 0.43 | -0.129 | 121 |
| SG | -1 | 5 | -44,584 | -44,584 | -36,422 | 44,584 | 0.74 | -0.041 | 1,165 |
| TH | -1 | 2 | -13,260 | 0 | -2,917 | 13,260 | 0.16 | 0.220 | -2,460 |
| 1 | 3 | 14,364 | 0 | 13,661 | 14,364 | 0.79 | 0.176 | 2,544 | |
| TW | 1 | 2 | 45,364 | 0 | 48,047 | 45,364 | 1.07 | 0.156 | 7,059 |