| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -27,310 | 2,100,473 | -49,638 | 44,162 | 138 | 42,136,871 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,063,891 | 1,063,891 | -1,252,909 | 109,077 |
| 1 | 1,036,581 | 1,036,581 | 1,203,271 | -64,915 |
| 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 | 77 | -78,746 | -794,543 | -160,866 | 1,806,203 | 1.26 | 0.112 | 20,574 |
| HK | 10 | 67,779 | 0 | 89,397 | 74,821 | 1.38 | 0.100 | 6,736 |
| 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 | 43 | -942,474 | -794,543 | -1,182,860 | 942,474 | 1.27 | -0.084 | 102,465 |
| 1 | 34 | 863,729 | 0 | 1,021,994 | 863,729 | 1.25 | -0.037 | -81,891 | |
| HK | -1 | 1 | -3,521 | 0 | -4,534 | 3,521 | 1.29 | 0.091 | -321 |
| 1 | 9 | 71,300 | 0 | 93,931 | 71,300 | 1.39 | 0.101 | 7,057 | |
| 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 |