| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -251,453 | 3,093,584 | -220,994 | 77,276 | 235 | 42,021,149 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,672,518 | 1,672,518 | -1,762,122 | 109,655 |
| 1 | 1,421,065 | 1,421,065 | 1,541,128 | -32,379 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 32,410 | -4,282 | 30,133 | 88,753 | 0.68 | 0.086 | -2,389 |
| CN | 75 | -388,227 | -791,190 | -364,017 | 2,094,055 | 1.25 | 0.101 | 30,660 |
| HK | 19 | 70,566 | -28,692 | 121,006 | 185,445 | 1.16 | 0.122 | 24,095 |
| ID | 6 | 29,274 | 0 | 8,634 | 29,274 | 0.36 | 0.172 | 4,756 |
| JP | 97 | -2,108 | -172,658 | -16,033 | 678,236 | 0.73 | 0.063 | 19,551 |
| MY | 1 | -962 | 0 | -562 | 962 | 0.58 | 0.135 | -130 |
| NZ | 1 | 6,610 | 0 | 1,774 | 6,610 | 0.27 | 0.087 | -578 |
| SG | 3 | -2,319 | -2,319 | -1,706 | 2,319 | 0.92 | 0.058 | 242 |
| TH | 3 | 3,303 | 0 | -223 | 7,928 | 0.34 | 0.220 | 1,069 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -28,172 | -4,282 | -11,040 | 28,172 | 0.52 | -0.081 | -427 |
| 1 | 21 | 60,581 | 0 | 41,172 | 60,581 | 0.75 | -0.065 | -1,962 | |
| CN | -1 | 44 | -1,241,141 | -791,190 | -1,440,848 | 1,241,141 | 1.21 | -0.054 | 101,896 |
| 1 | 31 | 852,914 | 0 | 1,076,831 | 852,914 | 1.31 | -0.045 | -71,235 | |
| HK | -1 | 12 | -57,439 | -28,692 | -53,004 | 57,439 | 1.09 | 0.031 | -4,353 |
| 1 | 7 | 128,006 | 0 | 174,009 | 128,006 | 1.28 | 0.210 | 28,447 | |
| ID | 1 | 6 | 29,274 | 0 | 8,634 | 29,274 | 0.36 | 0.172 | 4,756 |
| JP | -1 | 44 | -340,172 | -172,658 | -253,629 | 340,172 | 0.79 | -0.034 | 12,809 |
| 1 | 53 | 338,064 | 0 | 237,596 | 338,064 | 0.68 | -0.007 | 6,743 | |
| MY | -1 | 1 | -962 | 0 | -562 | 962 | 0.58 | 0.135 | -130 |
| NZ | 1 | 1 | 6,610 | 0 | 1,774 | 6,610 | 0.27 | -0.087 | -578 |
| SG | -1 | 3 | -2,319 | -2,319 | -1,706 | 2,319 | 0.92 | -0.058 | 242 |
| TH | -1 | 1 | -2,313 | 0 | -1,333 | 2,313 | 0.58 | 0.165 | -382 |
| 1 | 2 | 5,616 | 0 | 1,110 | 5,616 | 0.22 | 0.248 | 1,451 |