| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 80,997 | 3,087,845 | -125,959 | 24,439 | 216 | 46,771,527 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,503,424 | 1,503,424 | -1,479,678 | 117,728 |
| 1 | 1,584,421 | 1,584,421 | 1,353,719 | -93,290 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -48,801 | -52,081 | -27,082 | 65,901 | 0.66 | 0.106 | 7,821 |
| CN | 67 | 139,863 | -992,164 | 2,385 | 2,306,518 | 1.18 | 0.075 | -22,051 |
| HK | 12 | -18,338 | -70,112 | -130,557 | 123,238 | 1.37 | 0.098 | 6,993 |
| ID | 1 | -7,067 | 0 | 2,239 | 7,067 | -0.32 | 0.092 | -649 |
| JP | 89 | -50,331 | -113,923 | -9,949 | 437,828 | 0.68 | 0.067 | 18,064 |
| KR | 2 | 3,027 | 0 | 518 | 3,027 | 0.52 | 0.208 | 682 |
| NZ | 3 | -30,180 | -30,180 | -6,229 | 30,180 | 0.20 | 0.071 | 2,250 |
| SG | 8 | 43,988 | 0 | 18,605 | 43,988 | 0.53 | 0.063 | 2,682 |
| TH | 6 | 13,143 | 0 | 673 | 34,405 | 0.33 | 0.212 | 2,344 |
| TW | 3 | 35,693 | 0 | 23,437 | 35,693 | 0.71 | 0.172 | 6,302 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -57,351 | -52,081 | -32,333 | 57,351 | 0.64 | -0.119 | 7,568 |
| 1 | 6 | 8,550 | 0 | 5,251 | 8,550 | 0.72 | -0.037 | 254 | |
| CN | -1 | 42 | -1,083,327 | -992,164 | -1,145,965 | 1,083,327 | 1.13 | -0.014 | 94,451 |
| 1 | 25 | 1,223,191 | 0 | 1,148,350 | 1,223,191 | 1.26 | -0.076 | -116,502 | |
| HK | -1 | 10 | -70,788 | -70,112 | -132,447 | 70,788 | 1.43 | -0.068 | 6,629 |
| 1 | 2 | 52,450 | 0 | 1,891 | 52,450 | 0.74 | 0.142 | 363 | |
| ID | -1 | 1 | -7,067 | 0 | 2,239 | 7,067 | -0.32 | 0.092 | -649 |
| JP | -1 | 46 | -244,079 | -113,923 | -157,834 | 244,079 | 0.64 | -0.037 | 9,888 |
| 1 | 43 | 193,749 | 0 | 147,885 | 193,749 | 0.73 | 0.031 | 8,175 | |
| KR | 1 | 2 | 3,027 | 0 | 518 | 3,027 | 0.52 | 0.208 | 682 |
| NZ | -1 | 3 | -30,180 | -30,180 | -6,229 | 30,180 | 0.20 | -0.071 | 2,250 |
| SG | 1 | 8 | 43,988 | 0 | 18,605 | 43,988 | 0.53 | 0.044 | 2,682 |
| TH | -1 | 2 | -10,631 | 0 | -7,109 | 10,631 | 0.44 | 0.196 | -2,409 |
| 1 | 4 | 23,774 | 0 | 7,782 | 23,774 | 0.28 | 0.221 | 4,753 | |
| TW | 1 | 3 | 35,693 | 0 | 23,437 | 35,693 | 0.71 | 0.172 | 6,302 |