| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -431,940 | 1,260,890 | -53,764 | 8,588 | 143 | 39,371,328 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -846,415 | 846,415 | -405,433 | 14,068 |
| 1 | 414,475 | 414,475 | 351,669 | -5,480 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 17,482 | -8,503 | 3,538 | 45,038 | 0.64 | 0.070 | -293 |
| CN | 22 | -505,085 | -235,818 | -65,822 | 814,587 | 1.27 | 0.077 | 4,924 |
| HK | 15 | -9,706 | -6,231 | -14,237 | 26,870 | 1.20 | 0.117 | 715 |
| ID | 2 | -4,778 | 0 | -2,047 | 4,778 | 0.41 | 0.126 | -642 |
| JP | 54 | 51,816 | -45,196 | 16,795 | 268,822 | 0.67 | 0.075 | -1,378 |
| KR | 13 | 14,240 | -2,097 | 8,502 | 23,128 | 0.59 | 0.244 | 4,629 |
| NZ | 2 | -82 | -5,997 | -2,202 | 11,912 | 0.36 | 0.063 | 151 |
| SG | 2 | 10,396 | 0 | 7,998 | 10,396 | 0.54 | 0.069 | 531 |
| TH | 6 | 788 | 0 | -1,365 | 32,049 | 0.43 | 0.159 | -100 |
| TW | 4 | -7,010 | -5,128 | -4,924 | 23,310 | 1.02 | 0.129 | 51 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -13,778 | -8,503 | -9,039 | 13,778 | 0.87 | -0.055 | 802 |
| 1 | 14 | 31,260 | 0 | 12,577 | 31,260 | 0.49 | -0.060 | -1,094 | |
| CN | -1 | 13 | -659,836 | -235,818 | -259,634 | 659,836 | 1.25 | -0.032 | 15,065 |
| 1 | 9 | 154,751 | 0 | 193,812 | 154,751 | 1.30 | -0.071 | -10,141 | |
| HK | -1 | 9 | -18,288 | -6,231 | -22,152 | 18,288 | 1.33 | -0.019 | -204 |
| 1 | 6 | 8,582 | 0 | 7,915 | 8,582 | 1.00 | 0.092 | 919 | |
| ID | -1 | 2 | -4,778 | 0 | -2,047 | 4,778 | 0.41 | 0.126 | -642 |
| JP | -1 | 21 | -108,503 | -45,196 | -87,198 | 108,503 | 0.75 | -0.013 | 3,501 |
| 1 | 33 | 160,319 | 0 | 103,993 | 160,319 | 0.63 | -0.033 | -4,879 | |
| KR | -1 | 4 | -4,444 | -2,097 | -2,134 | 4,444 | 0.72 | 0.121 | -1,013 |
| 1 | 9 | 18,684 | 0 | 10,636 | 18,684 | 0.54 | 0.257 | 5,642 | |
| NZ | -1 | 1 | -5,997 | -5,997 | -3,276 | 5,997 | 0.55 | -0.075 | 452 |
| 1 | 1 | 5,915 | 0 | 1,075 | 5,915 | 0.18 | -0.051 | -301 | |
| SG | 1 | 2 | 10,396 | 0 | 7,998 | 10,396 | 0.54 | 0.069 | 531 |
| TH | -1 | 4 | -15,630 | 0 | -5,263 | 15,630 | 0.53 | 0.163 | -2,494 |
| 1 | 2 | 16,418 | 0 | 3,898 | 16,418 | 0.24 | 0.149 | 2,394 | |
| TW | -1 | 2 | -15,160 | -5,128 | -14,690 | 15,160 | 0.85 | 0.083 | -1,398 |
| 1 | 2 | 8,150 | 0 | 9,766 | 8,150 | 1.20 | 0.176 | 1,449 |