| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 233,665 | 1,734,955 | -163,460 | 31,858 | 200 | 41,597,542 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -750,645 | 750,645 | -799,001 | 54,549 |
| 1 | 984,310 | 984,310 | 635,541 | -22,691 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 11,594 | -42,210 | 6,718 | 116,111 | 0.62 | 0.085 | -91 |
| CN | 46 | 238,926 | -240,032 | -121,576 | 1,037,835 | 1.18 | 0.100 | -2,892 |
| HK | 18 | -90,081 | -87,100 | -75,827 | 113,518 | 1.05 | 0.099 | -883 |
| ID | 12 | 64,080 | 0 | 23,412 | 64,080 | 0.41 | 0.216 | 13,649 |
| JP | 83 | -2,231 | -128,355 | 3,163 | 363,667 | 0.69 | 0.071 | 19,924 |
| KR | 2 | -8 | 0 | -1,814 | 4,547 | 0.48 | 0.178 | 205 |
| NZ | 2 | -2,222 | -2,222 | -1,163 | 2,222 | 0.43 | 0.065 | 149 |
| SG | 2 | 12,254 | -622 | 2,775 | 13,497 | 0.45 | 0.049 | 451 |
| TH | 5 | 3,777 | 0 | 960 | 17,055 | 0.35 | 0.197 | 885 |
| TW | 2 | -2,423 | -2,423 | -109 | 2,423 | 0.20 | 0.165 | 461 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -52,259 | -42,210 | -27,142 | 52,259 | 0.73 | -0.108 | 4,115 |
| 1 | 13 | 63,852 | 0 | 33,860 | 63,852 | 0.48 | -0.041 | -4,207 | |
| CN | -1 | 23 | -399,455 | -240,032 | -550,978 | 399,455 | 1.30 | -0.061 | 44,019 |
| 1 | 23 | 638,381 | 0 | 429,402 | 638,381 | 1.07 | -0.053 | -46,910 | |
| HK | -1 | 13 | -101,799 | -87,100 | -90,046 | 101,799 | 0.96 | 0.000 | -3,270 |
| 1 | 5 | 11,719 | 0 | 14,220 | 11,719 | 1.29 | 0.195 | 2,387 | |
| ID | 1 | 12 | 64,080 | 0 | 23,412 | 64,080 | 0.41 | 0.216 | 13,649 |
| JP | -1 | 44 | -182,949 | -128,355 | -124,415 | 182,949 | 0.64 | -0.051 | 10,633 |
| 1 | 39 | 180,718 | 0 | 127,579 | 180,718 | 0.74 | 0.044 | 9,290 | |
| KR | -1 | 1 | -2,278 | 0 | -2,009 | 2,278 | 0.88 | 0.132 | -301 |
| 1 | 1 | 2,269 | 0 | 195 | 2,269 | 0.09 | 0.223 | 506 | |
| NZ | -1 | 2 | -2,222 | -2,222 | -1,163 | 2,222 | 0.43 | -0.065 | 149 |
| SG | -1 | 1 | -622 | -622 | -406 | 622 | 0.65 | -0.067 | 42 |
| 1 | 1 | 12,875 | 0 | 3,181 | 12,875 | 0.25 | 0.032 | 409 | |
| TH | -1 | 3 | -6,639 | 0 | -2,731 | 6,639 | 0.30 | 0.200 | -1,298 |
| 1 | 2 | 10,416 | 0 | 3,691 | 10,416 | 0.42 | 0.191 | 2,183 | |
| TW | -1 | 2 | -2,423 | -2,423 | -109 | 2,423 | 0.20 | -0.140 | 461 |