| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -110,365 | 1,347,214 | 16,112 | 12,097 | 115 | 47,022,666 | 0.029 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -728,789 | 728,789 | -680,939 | 55,324 |
| 1 | 618,425 | 618,425 | 697,051 | -43,227 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -20,145 | -49,276 | 4,693 | 78,407 | 0.63 | 0.107 | 7,529 |
| CN | 9 | -54,486 | -427,121 | 51,959 | 849,571 | 1.03 | 0.069 | -654 |
| HK | 1 | 45,555 | 0 | 0 | 45,555 | nan | nan | 0 |
| JP | 68 | -56,156 | -73,430 | -36,743 | 302,143 | 0.74 | 0.078 | -1,895 |
| KR | 7 | -6,767 | -12,039 | -3,053 | 17,311 | 0.29 | 0.245 | 3,975 |
| MY | 1 | -4,002 | 0 | -753 | 4,002 | 0.19 | 0.032 | 129 |
| NZ | 1 | -3,364 | -3,364 | -1,967 | 3,364 | 0.58 | 0.072 | 243 |
| SG | 3 | -15,034 | -10,466 | -8,089 | 18,015 | 0.36 | 0.050 | 883 |
| TH | 5 | 4,036 | 0 | 10,065 | 28,847 | 0.47 | 0.145 | 1,888 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -49,276 | -49,276 | -20,884 | 49,276 | 0.46 | -0.138 | 7,052 |
| 1 | 9 | 29,131 | 0 | 25,576 | 29,131 | 0.84 | -0.025 | 477 | |
| CN | -1 | 5 | -452,029 | -427,121 | -505,021 | 452,029 | 1.07 | -0.032 | 40,742 |
| 1 | 4 | 397,542 | 0 | 556,980 | 397,542 | 0.98 | -0.054 | -41,396 | |
| HK | 1 | 1 | 45,555 | 0 | 0 | 45,555 | nan | nan | 0 |
| JP | -1 | 38 | -179,150 | -73,430 | -137,236 | 179,150 | 0.70 | -0.048 | 4,428 |
| 1 | 30 | 122,993 | 0 | 100,493 | 122,993 | 0.80 | -0.045 | -6,323 | |
| KR | -1 | 5 | -12,039 | -12,039 | -4,168 | 12,039 | 0.33 | -0.262 | 2,911 |
| 1 | 2 | 5,272 | 0 | 1,115 | 5,272 | 0.21 | 0.202 | 1,064 | |
| MY | -1 | 1 | -4,002 | 0 | -753 | 4,002 | 0.19 | -0.032 | 129 |
| NZ | -1 | 1 | -3,364 | -3,364 | -1,967 | 3,364 | 0.58 | -0.072 | 243 |
| SG | -1 | 2 | -16,524 | -10,466 | -8,339 | 16,524 | 0.45 | -0.040 | 925 |
| 1 | 1 | 1,490 | 0 | 250 | 1,490 | 0.17 | -0.028 | -42 | |
| TH | -1 | 2 | -12,406 | 0 | -2,572 | 12,406 | 0.19 | 0.106 | -1,106 |
| 1 | 3 | 16,441 | 0 | 12,637 | 16,441 | 0.65 | 0.171 | 2,994 |