| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -7,213 | 1,620,703 | -19,524 | 37,902 | 197 | 41,925,718 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -813,958 | 813,958 | -804,831 | 47,985 |
| 1.0000 | 806,745 | 806,745 | 785,306 | -10,083 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 9,465 | -41,175 | -5,084 | 117,009 | 0.61 | 0.090 | -2,291 |
| CN | 51 | -15,144 | -267,398 | -14,051 | 875,853 | 1.23 | 0.097 | 25,096 |
| HK | 17 | 56,785 | -41,392 | 109,051 | 154,778 | 1.04 | 0.099 | 1,260 |
| ID | 11 | 67,248 | 0 | 24,353 | 67,248 | 0.38 | 0.214 | 14,480 |
| JP | 77 | -70,021 | -92,072 | -65,312 | 340,543 | 0.63 | 0.064 | 5,405 |
| KR | 2 | 1,898 | 0 | -968 | 4,739 | 0.48 | 0.181 | 550 |
| NZ | 1 | -260 | -260 | -72 | 260 | 0.27 | 0.055 | 14 |
| SG | 1 | 288 | 0 | 239 | 288 | 0.83 | 0.110 | -32 |
| TH | 6 | -15,151 | 0 | -9,022 | 17,665 | 0.32 | 0.202 | -3,426 |
| TW | 2 | -42,320 | -2,529 | -58,658 | 42,320 | 1.07 | 0.047 | -3,156 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -53,772 | -41,175 | -41,219 | 53,772 | 0.74 | -0.082 | 3,493 |
| 1.0000 | 15 | 63,237 | 0 | 36,136 | 63,237 | 0.49 | -0.076 | -5,784 | |
| CN | -1.0000 | 29 | -445,498 | -267,398 | -521,341 | 445,498 | 1.19 | -0.058 | 47,014 |
| 1.0000 | 22 | 430,355 | 0 | 507,290 | 430,355 | 1.28 | -0.043 | -21,918 | |
| HK | -1.0000 | 10 | -48,997 | -41,392 | -25,999 | 48,997 | 0.82 | 0.014 | -245 |
| 1.0000 | 7 | 105,782 | 0 | 135,050 | 105,782 | 1.34 | 0.150 | 1,505 | |
| ID | 1.0000 | 11 | 67,248 | 0 | 24,353 | 67,248 | 0.38 | 0.214 | 14,480 |
| JP | -1.0000 | 46 | -205,282 | -92,072 | -146,654 | 205,282 | 0.65 | -0.024 | 4,722 |
| 1.0000 | 31 | 135,261 | 0 | 81,342 | 135,261 | 0.60 | 0.008 | 684 | |
| KR | -1.0000 | 1 | -1,420 | 0 | -1,253 | 1,420 | 0.88 | 0.137 | -195 |
| 1.0000 | 1 | 3,319 | 0 | 285 | 3,319 | 0.09 | 0.224 | 745 | |
| NZ | -1.0000 | 1 | -260 | -260 | -72 | 260 | 0.27 | -0.055 | 14 |
| SG | 1.0000 | 1 | 288 | 0 | 239 | 288 | 0.83 | -0.110 | -32 |
| TH | -1.0000 | 4 | -16,408 | 0 | -9,634 | 16,408 | 0.28 | 0.200 | -3,663 |
| 1.0000 | 2 | 1,257 | 0 | 612 | 1,257 | 0.42 | 0.207 | 237 | |
| TW | -1.0000 | 2 | -42,320 | -2,529 | -58,658 | 42,320 | 1.07 | 0.047 | -3,156 |