| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -18,097 | 1,631,588 | -37,878 | 38,158 | 198 | 41,925,718 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -824,842 | 824,842 | -823,184 | 48,241 |
| 1 | 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 | 78 | -80,906 | -102,957 | -83,666 | 351,427 | 0.64 | 0.064 | 5,661 |
| 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 | 14 | -53,772 | -41,175 | -41,219 | 53,772 | 0.74 | -0.082 | 3,493 |
| 1 | 15 | 63,237 | 0 | 36,136 | 63,237 | 0.49 | -0.076 | -5,784 | |
| CN | -1 | 29 | -445,498 | -267,398 | -521,341 | 445,498 | 1.19 | -0.058 | 47,014 |
| 1 | 22 | 430,355 | 0 | 507,290 | 430,355 | 1.28 | -0.043 | -21,918 | |
| HK | -1 | 10 | -48,997 | -41,392 | -25,999 | 48,997 | 0.82 | 0.014 | -245 |
| 1 | 7 | 105,782 | 0 | 135,050 | 105,782 | 1.34 | 0.150 | 1,505 | |
| ID | 1 | 11 | 67,248 | 0 | 24,353 | 67,248 | 0.38 | 0.214 | 14,480 |
| JP | -1 | 47 | -216,166 | -102,957 | -165,008 | 216,166 | 0.67 | -0.024 | 4,977 |
| 1 | 31 | 135,261 | 0 | 81,342 | 135,261 | 0.60 | 0.008 | 684 | |
| KR | -1 | 1 | -1,420 | 0 | -1,253 | 1,420 | 0.88 | 0.137 | -195 |
| 1 | 1 | 3,319 | 0 | 285 | 3,319 | 0.09 | 0.224 | 745 | |
| NZ | -1 | 1 | -260 | -260 | -72 | 260 | 0.27 | -0.055 | 14 |
| SG | 1 | 1 | 288 | 0 | 239 | 288 | 0.83 | -0.110 | -32 |
| TH | -1 | 4 | -16,408 | 0 | -9,634 | 16,408 | 0.28 | 0.200 | -3,663 |
| 1 | 2 | 1,257 | 0 | 612 | 1,257 | 0.42 | 0.207 | 237 | |
| TW | -1 | 2 | -42,320 | -2,529 | -58,658 | 42,320 | 1.07 | 0.047 | -3,156 |