| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 98,268 | 1,658,054 | -123,006 | 6,406 | 207 | 40,958,468 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -779,893 | 779,893 | -781,608 | 13,732 |
| 1 | 878,161 | 878,161 | 658,602 | -7,326 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 27,886 | -17,859 | 16,053 | 101,127 | 0.83 | 0.093 | -1,093 |
| CN | 43 | -50,293 | -282,251 | -127,917 | 754,988 | 1.03 | 0.077 | -11,177 |
| HK | 13 | 6,115 | -4,329 | -33,586 | 92,164 | 1.51 | 0.141 | 4,329 |
| ID | 5 | -9,939 | 0 | -4,477 | 9,939 | 0.40 | 0.188 | -1,848 |
| JP | 99 | -9,857 | -109,677 | -56,526 | 506,357 | 0.70 | 0.061 | 9,734 |
| KR | 1 | 341 | 0 | 29 | 341 | 0.09 | 0.208 | 71 |
| NZ | 3 | 5,531 | 0 | 947 | 5,531 | 0.20 | 0.079 | -462 |
| SG | 5 | 19,215 | 0 | 9,017 | 19,215 | 0.51 | 0.056 | 850 |
| TH | 5 | -12,294 | 0 | -3,747 | 23,303 | 0.52 | 0.175 | -1,714 |
| TW | 5 | 121,563 | 0 | 77,200 | 145,088 | 0.85 | 0.139 | 7,716 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -36,620 | -17,859 | -19,765 | 36,620 | 0.52 | -0.093 | 3,380 |
| 1 | 20 | 64,506 | 0 | 35,819 | 64,506 | 0.95 | -0.093 | -4,473 | |
| CN | -1 | 34 | -402,640 | -282,251 | -423,111 | 402,640 | 1.07 | -0.016 | 16,249 |
| 1 | 9 | 352,348 | 0 | 295,194 | 352,348 | 0.89 | -0.083 | -27,426 | |
| HK | -1 | 7 | -43,024 | -4,329 | -89,098 | 43,024 | 1.77 | 0.068 | -4,704 |
| 1 | 6 | 49,140 | 0 | 55,513 | 49,140 | 1.21 | 0.169 | 9,034 | |
| ID | -1 | 5 | -9,939 | 0 | -4,477 | 9,939 | 0.40 | 0.188 | -1,848 |
| JP | -1 | 47 | -258,107 | -109,677 | -221,718 | 258,107 | 0.77 | -0.033 | 4,556 |
| 1 | 52 | 248,250 | 0 | 165,192 | 248,250 | 0.63 | 0.007 | 5,178 | |
| KR | 1 | 1 | 341 | 0 | 29 | 341 | 0.09 | 0.208 | 71 |
| NZ | 1 | 3 | 5,531 | 0 | 947 | 5,531 | 0.20 | -0.079 | -462 |
| SG | 1 | 5 | 19,215 | 0 | 9,017 | 19,215 | 0.51 | 0.025 | 850 |
| TH | -1 | 4 | -17,799 | 0 | -6,631 | 17,799 | 0.52 | 0.171 | -2,766 |
| 1 | 1 | 5,505 | 0 | 2,884 | 5,505 | 0.52 | 0.191 | 1,051 | |
| TW | -1 | 1 | -11,762 | 0 | -16,807 | 11,762 | 1.43 | 0.096 | -1,135 |
| 1 | 4 | 133,325 | 0 | 94,006 | 133,325 | 0.71 | 0.149 | 8,851 |