| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 107,880 | 2,246,993 | -179,538 | 15,800 | 208 | 40,935,930 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,069,557 | 1,069,557 | -1,044,433 | 67,397 |
| 1 | 1,177,437 | 1,177,437 | 864,895 | -51,597 |
| 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 | 59 | 219,063 | -556,195 | -47,094 | 1,513,120 | 1.21 | 0.076 | -30,702 |
| HK | 11 | -68,223 | -70,112 | -130,557 | 73,352 | 1.37 | 0.098 | 6,993 |
| ID | 1 | -7,067 | 0 | 2,239 | 7,067 | -0.32 | 0.092 | -649 |
| JP | 90 | -52,762 | -116,354 | -14,049 | 440,259 | 0.69 | 0.067 | 18,076 |
| 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 | 38 | -647,029 | -556,195 | -706,620 | 647,029 | 1.15 | -0.012 | 44,107 |
| 1 | 21 | 866,092 | 0 | 659,526 | 866,092 | 1.31 | -0.078 | -74,809 | |
| HK | -1 | 10 | -70,788 | -70,112 | -132,447 | 70,788 | 1.43 | -0.068 | 6,629 |
| 1 | 1 | 2,565 | 0 | 1,891 | 2,565 | 0.74 | 0.142 | 363 | |
| ID | -1 | 1 | -7,067 | 0 | 2,239 | 7,067 | -0.32 | 0.092 | -649 |
| JP | -1 | 47 | -246,511 | -116,354 | -161,933 | 246,511 | 0.66 | -0.036 | 9,901 |
| 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 |