| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 518,941 | 1,407,526 | 473,823 | -56,982 | 147 | 45,221,672 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -444,292 | 444,292 | -452,034 | 375 |
| 1 | 963,233 | 963,233 | 925,857 | -57,357 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -1,618 | -15,581 | -10,761 | 74,255 | 0.58 | 0.074 | -563 |
| CN | 29 | 543,982 | -151,300 | 559,465 | 912,161 | 1.21 | 0.066 | -69,109 |
| HK | 16 | -22,778 | -46,773 | -51,114 | 118,383 | 1.34 | 0.120 | 6,822 |
| ID | 2 | -3,994 | 0 | -1,585 | 3,994 | 0.41 | 0.161 | -602 |
| JP | 59 | 1,016 | -80,448 | -10,260 | 217,318 | 0.60 | 0.080 | 6,473 |
| MY | 2 | 359 | 0 | 37 | 549 | 0.53 | 0.165 | 112 |
| NZ | 2 | 458 | -4,695 | -1,629 | 9,848 | 0.36 | 0.059 | 71 |
| SG | 2 | 8,479 | 0 | 4,393 | 8,479 | 0.60 | 0.055 | 525 |
| TH | 4 | -2,542 | 0 | -2,949 | 22,476 | 0.39 | 0.168 | -139 |
| TW | 3 | -4,420 | 0 | -11,774 | 40,062 | 0.81 | 0.121 | -572 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -37,937 | -15,581 | -23,501 | 37,937 | 0.74 | -0.042 | 823 |
| 1 | 13 | 36,319 | 0 | 12,740 | 36,319 | 0.40 | -0.065 | -1,386 | |
| CN | -1 | 11 | -184,090 | -151,300 | -221,152 | 184,090 | 1.26 | -0.018 | -4,660 |
| 1 | 18 | 728,071 | 0 | 780,617 | 728,071 | 1.18 | -0.059 | -64,449 | |
| HK | -1 | 14 | -70,580 | -46,773 | -107,423 | 70,580 | 1.40 | -0.037 | 3,634 |
| 1 | 2 | 47,802 | 0 | 56,308 | 47,802 | 0.91 | -0.030 | 3,188 | |
| ID | -1 | 2 | -3,994 | 0 | -1,585 | 3,994 | 0.41 | 0.161 | -602 |
| JP | -1 | 33 | -108,151 | -80,448 | -69,268 | 108,151 | 0.64 | -0.057 | 5,415 |
| 1 | 26 | 109,167 | 0 | 59,009 | 109,167 | 0.54 | 0.001 | 1,059 | |
| MY | -1 | 1 | -95 | 0 | -77 | 95 | 0.81 | 0.068 | -6 |
| 1 | 1 | 454 | 0 | 114 | 454 | 0.25 | 0.261 | 119 | |
| NZ | -1 | 1 | -4,695 | -4,695 | -2,565 | 4,695 | 0.55 | -0.069 | 326 |
| 1 | 1 | 5,153 | 0 | 936 | 5,153 | 0.18 | -0.050 | -255 | |
| SG | 1 | 2 | 8,479 | 0 | 4,393 | 8,479 | 0.60 | 0.055 | 525 |
| TH | -1 | 1 | -12,509 | 0 | -5,699 | 12,509 | 0.46 | 0.147 | -1,837 |
| 1 | 3 | 9,967 | 0 | 2,750 | 9,967 | 0.37 | 0.175 | 1,698 | |
| TW | -1 | 1 | -22,241 | 0 | -20,762 | 22,241 | 0.93 | 0.122 | -2,716 |
| 1 | 2 | 17,821 | 0 | 8,989 | 17,821 | 0.74 | 0.120 | 2,145 |