| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -124,296 | 1,503,215 | -117,240 | 72,623 | 186 | 40,933,918 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -813,756 | 813,756 | -811,327 | 70,619 |
| 1 | 689,460 | 689,460 | 694,086 | 2,004 |
| 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 | 33 | -113,723 | -382,018 | -111,895 | 811,101 | 1.19 | 0.092 | 33,916 |
| HK | 16 | -6,809 | -39,014 | -16,663 | 86,509 | 1.15 | 0.131 | 12,243 |
| ID | 2 | -8,494 | 0 | 2,574 | 8,494 | -0.25 | 0.123 | -808 |
| JP | 93 | -20,973 | -131,441 | -8,890 | 459,367 | 0.66 | 0.070 | 14,963 |
| 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 | 21 | -462,412 | -382,018 | -560,510 | 462,412 | 1.23 | -0.036 | 57,907 |
| 1 | 12 | 348,689 | 0 | 448,615 | 348,689 | 1.12 | -0.077 | -23,991 | |
| HK | -1 | 10 | -46,659 | -39,014 | -61,172 | 46,659 | 1.22 | -0.061 | 4,943 |
| 1 | 6 | 39,850 | 0 | 44,509 | 39,850 | 1.05 | 0.174 | 7,301 | |
| ID | -1 | 2 | -8,494 | 0 | 2,574 | 8,494 | -0.25 | 0.123 | -808 |
| JP | -1 | 48 | -240,170 | -131,441 | -158,171 | 240,170 | 0.63 | -0.051 | 8,479 |
| 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 |