| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -98,490 | 1,517,342 | -216,521 | 74,699 | 160 | 41,558,479 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -807,916 | 807,916 | -836,578 | 60,931 |
| 1.0000 | 709,426 | 709,426 | 620,057 | 13,769 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 45 | -175,378 | -372,194 | -212,364 | 896,667 | 1.18 | 0.095 | 43,700 |
| HK | 11 | -61,113 | -57,861 | -95,218 | 63,467 | 1.25 | 0.079 | -1,369 |
| ID | 11 | 45,588 | 0 | 17,685 | 45,588 | 0.43 | 0.220 | 9,710 |
| JP | 79 | 9,249 | -83,001 | 24,922 | 413,656 | 0.63 | 0.072 | 15,398 |
| KR | 3 | 10,597 | 0 | 9,689 | 13,632 | 0.98 | 0.180 | 2,238 |
| SG | 4 | 44,207 | 0 | 18,696 | 44,207 | 0.54 | 0.052 | 429 |
| TH | 4 | 255 | 0 | 140 | 12,020 | 0.36 | 0.193 | -103 |
| TW | 3 | 28,106 | 0 | 19,928 | 28,106 | 0.68 | 0.174 | 4,697 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1.0000 | 29 | -536,022 | -372,194 | -605,653 | 536,022 | 1.10 | -0.032 | 54,021 |
| 1.0000 | 16 | 360,644 | 0 | 393,289 | 360,644 | 1.31 | -0.098 | -10,322 | |
| HK | -1.0000 | 10 | -62,290 | -57,861 | -96,309 | 62,290 | 1.29 | 0.035 | -1,578 |
| 1.0000 | 1 | 1,177 | 0 | 1,091 | 1,177 | 0.93 | 0.178 | 209 | |
| ID | 1.0000 | 11 | 45,588 | 0 | 17,685 | 45,588 | 0.43 | 0.220 | 9,710 |
| JP | -1.0000 | 38 | -202,204 | -83,001 | -130,202 | 202,204 | 0.57 | -0.043 | 9,862 |
| 1.0000 | 41 | 211,452 | 0 | 155,124 | 211,452 | 0.68 | 0.006 | 5,535 | |
| KR | -1.0000 | 1 | -1,517 | 0 | -1,339 | 1,517 | 0.88 | 0.144 | -218 |
| 1.0000 | 2 | 12,114 | 0 | 11,027 | 12,114 | 1.03 | 0.199 | 2,456 | |
| SG | 1.0000 | 4 | 44,207 | 0 | 18,696 | 44,207 | 0.54 | 0.001 | 429 |
| TH | -1.0000 | 3 | -5,882 | 0 | -3,076 | 5,882 | 0.30 | 0.200 | -1,157 |
| 1.0000 | 1 | 6,137 | 0 | 3,216 | 6,137 | 0.52 | 0.172 | 1,053 | |
| TW | 1.0000 | 3 | 28,106 | 0 | 19,928 | 28,106 | 0.68 | 0.174 | 4,697 |