| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -87,765 | 1,226,778 | -68,237 | 26,397 | 180 | 41,381,027 | 0.030 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -657,272 | 657,272 | -639,547 | 30,695 |
| 1 | 569,507 | 569,507 | 571,311 | -4,298 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 6,012 | -39,262 | 34,231 | 93,034 | 0.81 | 0.095 | 2,651 |
| CN | 32 | 17,241 | -202,196 | -35,668 | 561,364 | 1.27 | 0.089 | -11,676 |
| HK | 18 | 28,250 | -8,538 | -10,546 | 163,550 | 1.46 | 0.168 | 12,183 |
| ID | 4 | -25,564 | 0 | -7,511 | 25,564 | 0.29 | 0.156 | -3,406 |
| JP | 67 | -42,995 | -83,127 | -293 | 252,840 | 0.68 | 0.074 | 8,392 |
| KR | 16 | -72,718 | -78,224 | -50,605 | 83,729 | 0.60 | 0.178 | 16,200 |
| NZ | 1 | -2,489 | -2,489 | -1,456 | 2,489 | 0.58 | 0.082 | 205 |
| SG | 3 | 7,138 | 0 | 3,352 | 7,138 | 0.60 | 0.023 | 205 |
| TH | 7 | -6,379 | 0 | -907 | 33,329 | 0.38 | 0.183 | 1,010 |
| TW | 1 | 3,740 | 0 | 1,165 | 3,740 | 0.31 | 0.169 | 633 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -43,511 | -39,262 | -16,704 | 43,511 | 0.49 | -0.132 | 6,334 |
| 1 | 22 | 49,523 | 0 | 50,935 | 49,523 | 0.94 | -0.072 | -3,683 | |
| CN | -1 | 19 | -272,061 | -202,196 | -343,705 | 272,061 | 1.24 | -0.022 | 18,205 |
| 1 | 13 | 289,303 | 0 | 308,038 | 289,303 | 1.32 | -0.107 | -29,880 | |
| HK | -1 | 8 | -67,650 | -8,538 | -124,255 | 67,650 | 1.73 | 0.101 | -8,587 |
| 1 | 10 | 95,900 | 0 | 113,710 | 95,900 | 1.25 | 0.204 | 20,769 | |
| ID | -1 | 4 | -25,564 | 0 | -7,511 | 25,564 | 0.29 | 0.156 | -3,406 |
| JP | -1 | 38 | -147,917 | -83,127 | -90,842 | 147,917 | 0.64 | -0.046 | 5,131 |
| 1 | 29 | 104,923 | 0 | 90,549 | 104,923 | 0.73 | 0.003 | 3,261 | |
| KR | -1 | 15 | -78,224 | -78,224 | -51,078 | 78,224 | 0.63 | -0.176 | 15,090 |
| 1 | 1 | 5,506 | 0 | 473 | 5,506 | 0.09 | 0.202 | 1,110 | |
| NZ | -1 | 1 | -2,489 | -2,489 | -1,456 | 2,489 | 0.58 | -0.082 | 205 |
| SG | 1 | 3 | 7,138 | 0 | 3,352 | 7,138 | 0.60 | 0.013 | 205 |
| TH | -1 | 2 | -19,854 | 0 | -3,996 | 19,854 | 0.19 | 0.123 | -2,278 |
| 1 | 5 | 13,475 | 0 | 3,089 | 13,475 | 0.46 | 0.207 | 3,288 | |
| TW | 1 | 1 | 3,740 | 0 | 1,165 | 3,740 | 0.31 | 0.169 | 633 |