| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -820,471 | 3,866,619 | -1,165,710 | -34,441 | 242 | 49,808,223 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,343,545 | 2,343,545 | -2,504,422 | -4,806 |
| 1 | 1,523,074 | 1,523,074 | 1,338,712 | -29,634 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 6,686 | -26,063 | -25,392 | 90,459 | 0.65 | 0.081 | 1,597 |
| CN | 77 | -178,852 | -969,438 | -62,695 | 2,066,386 | 1.11 | 0.081 | -15,593 |
| HK | 26 | -700,980 | -744,047 | -1,056,481 | 1,012,786 | 1.12 | 0.103 | -73,893 |
| ID | 12 | 143,967 | 0 | 49,175 | 143,967 | 0.39 | 0.199 | 28,934 |
| JP | 92 | -122,471 | -175,895 | -80,268 | 505,657 | 0.64 | 0.069 | 23,084 |
| KR | 2 | -5,019 | 0 | -4,624 | 5,514 | 0.48 | 0.175 | -601 |
| NZ | 1 | 2,709 | 0 | 1,584 | 2,709 | 0.58 | 0.067 | -182 |
| SG | 4 | 22,809 | 0 | 9,519 | 22,809 | 0.54 | 0.071 | -109 |
| TH | 4 | 7,570 | 0 | 1,733 | 13,223 | 0.18 | 0.206 | 2,419 |
| TW | 1 | 3,109 | 0 | 1,739 | 3,109 | 0.56 | 0.031 | -96 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -41,887 | -26,063 | -40,000 | 41,887 | 0.78 | -0.079 | 2,497 |
| 1 | 14 | 48,572 | 0 | 14,608 | 48,572 | 0.56 | -0.064 | -900 | |
| CN | -1 | 59 | -1,122,619 | -969,438 | -1,113,101 | 1,122,619 | 1.13 | -0.028 | 71,977 |
| 1 | 18 | 943,767 | 0 | 1,050,406 | 943,767 | 1.01 | -0.081 | -87,570 | |
| HK | -1 | 15 | -856,883 | -744,047 | -1,140,223 | 856,883 | 1.20 | 0.034 | -89,146 |
| 1 | 11 | 155,903 | 0 | 83,742 | 155,903 | 1.00 | 0.159 | 15,253 | |
| ID | 1 | 12 | 143,967 | 0 | 49,175 | 143,967 | 0.39 | 0.199 | 28,934 |
| JP | -1 | 52 | -314,064 | -175,895 | -205,926 | 314,064 | 0.64 | -0.041 | 10,861 |
| 1 | 40 | 191,593 | 0 | 125,657 | 191,593 | 0.65 | 0.039 | 12,223 | |
| KR | -1 | 1 | -5,266 | 0 | -4,646 | 5,266 | 0.88 | 0.125 | -657 |
| 1 | 1 | 248 | 0 | 21 | 248 | 0.09 | 0.225 | 56 | |
| NZ | 1 | 1 | 2,709 | 0 | 1,584 | 2,709 | 0.58 | -0.067 | -182 |
| SG | 1 | 4 | 22,809 | 0 | 9,519 | 22,809 | 0.54 | -0.020 | -109 |
| TH | -1 | 2 | -2,826 | 0 | -527 | 2,826 | 0.18 | 0.134 | -339 |
| 1 | 2 | 10,397 | 0 | 2,261 | 10,397 | 0.17 | 0.279 | 2,758 | |
| TW | 1 | 1 | 3,109 | 0 | 1,739 | 3,109 | 0.56 | -0.031 | -96 |