| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -151,490 | 2,301,651 | -63,466 | 87,663 | 193 | 46,752,398 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,226,570 | 1,226,570 | -1,213,568 | 123,495 |
| 1 | 1,075,081 | 1,075,081 | 1,150,101 | -35,832 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -19,491 | -28,487 | -15,407 | 54,859 | 0.67 | 0.088 | 3,731 |
| CN | 40 | -197,283 | -801,660 | -66,370 | 1,562,954 | 1.14 | 0.087 | 48,986 |
| HK | 17 | 44,665 | -39,014 | -16,663 | 137,983 | 1.15 | 0.131 | 12,243 |
| ID | 2 | -8,494 | 0 | 2,574 | 8,494 | -0.25 | 0.123 | -808 |
| JP | 92 | -16,081 | -126,550 | -641 | 454,475 | 0.65 | 0.070 | 14,933 |
| KR | 1 | 1,933 | 0 | 166 | 1,933 | 0.09 | 0.229 | 443 |
| MY | 1 | -4,845 | 0 | 113 | 4,845 | -0.02 | 0.042 | -203 |
| NZ | 1 | 149 | 0 | 25 | 149 | 0.17 | 0.060 | -9 |
| TH | 7 | -6,582 | 0 | -4,615 | 21,418 | 0.44 | 0.196 | -1,691 |
| TW | 3 | 54,540 | 0 | 37,351 | 54,540 | 0.71 | 0.182 | 10,037 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -37,175 | -28,487 | -25,660 | 37,175 | 0.67 | -0.095 | 3,401 |
| 1 | 8 | 17,684 | 0 | 10,253 | 17,684 | 0.67 | -0.041 | 330 | |
| CN | -1 | 24 | -880,118 | -801,660 | -971,000 | 880,118 | 1.17 | -0.033 | 110,813 |
| 1 | 16 | 682,836 | 0 | 904,630 | 682,836 | 1.09 | -0.074 | -61,826 | |
| HK | -1 | 10 | -46,659 | -39,014 | -61,172 | 46,659 | 1.22 | -0.061 | 4,943 |
| 1 | 7 | 91,324 | 0 | 44,509 | 91,324 | 1.05 | 0.174 | 7,301 | |
| ID | -1 | 2 | -8,494 | 0 | 2,574 | 8,494 | -0.25 | 0.123 | -808 |
| JP | -1 | 47 | -235,278 | -126,550 | -149,922 | 235,278 | 0.60 | -0.052 | 8,449 |
| 1 | 45 | 219,197 | 0 | 149,281 | 219,197 | 0.69 | 0.017 | 6,485 | |
| KR | 1 | 1 | 1,933 | 0 | 166 | 1,933 | 0.09 | 0.229 | 443 |
| MY | -1 | 1 | -4,845 | 0 | 113 | 4,845 | -0.02 | 0.042 | -203 |
| NZ | 1 | 1 | 149 | 0 | 25 | 149 | 0.17 | -0.060 | -9 |
| TH | -1 | 6 | -14,000 | 0 | -8,501 | 14,000 | 0.43 | 0.197 | -3,099 |
| 1 | 1 | 7,418 | 0 | 3,887 | 7,418 | 0.52 | 0.190 | 1,408 | |
| TW | 1 | 3 | 54,540 | 0 | 37,351 | 54,540 | 0.71 | 0.182 | 10,037 |