| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -20,980 | 1,895,751 | -23,398 | 150,660 | 262 | 41,756,223 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -958,365 | 958,365 | -985,375 | 117,955 |
| 1 | 937,385 | 937,385 | 961,977 | 32,705 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -28,427 | -19,887 | -7,494 | 67,910 | 0.81 | 0.063 | 2,748 |
| CN | 73 | -100,196 | -417,818 | -99,055 | 803,544 | 1.43 | 0.180 | 53,489 |
| HK | 18 | -1,664 | -43,778 | -5,575 | 96,433 | 0.83 | 0.103 | 10,822 |
| ID | 1 | -371 | 0 | -174 | 371 | 0.47 | 0.133 | -49 |
| JP | 102 | -44,868 | -140,144 | -42,167 | 608,158 | 0.51 | 0.074 | 20,898 |
| KR | 25 | 70,990 | -47,855 | 33,471 | 166,700 | 1.51 | 0.246 | 42,660 |
| SG | 5 | 14,608 | -734 | 5,520 | 16,077 | 0.40 | 0.053 | 570 |
| TH | 7 | -718 | 0 | -3,564 | 18,297 | 0.34 | 0.140 | 482 |
| TW | 11 | 69,667 | -14,536 | 95,640 | 118,260 | 1.01 | 0.181 | 19,039 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -48,169 | -19,887 | -26,665 | 48,169 | 0.58 | -0.055 | 2,679 |
| 1 | 11 | 19,741 | 0 | 19,170 | 19,741 | 1.00 | -0.020 | 69 | |
| CN | -1 | 41 | -451,870 | -417,818 | -621,948 | 451,870 | 1.56 | -0.189 | 82,243 |
| 1 | 32 | 351,674 | 0 | 522,893 | 351,674 | 1.26 | -0.070 | -28,754 | |
| HK | -1 | 8 | -49,049 | -43,778 | -39,301 | 49,049 | 0.87 | -0.067 | 4,861 |
| 1 | 10 | 47,385 | 0 | 33,725 | 47,385 | 0.80 | 0.068 | 5,962 | |
| ID | -1 | 1 | -371 | 0 | -174 | 371 | 0.47 | 0.133 | -49 |
| JP | -1 | 47 | -326,513 | -140,144 | -211,240 | 326,513 | 0.46 | -0.078 | 23,187 |
| 1 | 55 | 281,645 | 0 | 169,073 | 281,645 | 0.56 | -0.019 | -2,289 | |
| KR | -1 | 12 | -47,855 | -47,855 | -65,384 | 47,855 | 1.70 | -0.196 | 7,551 |
| 1 | 13 | 118,845 | 0 | 98,855 | 118,845 | 1.32 | 0.215 | 35,109 | |
| SG | -1 | 1 | -734 | -734 | -429 | 734 | 0.58 | -0.059 | 43 |
| 1 | 4 | 15,343 | 0 | 5,949 | 15,343 | 0.35 | 0.038 | 527 | |
| TH | -1 | 4 | -9,508 | 0 | -5,258 | 9,508 | 0.50 | 0.112 | -938 |
| 1 | 3 | 8,789 | 0 | 1,694 | 8,789 | 0.13 | 0.177 | 1,420 | |
| TW | -1 | 3 | -24,296 | -14,536 | -14,976 | 24,296 | 0.57 | 0.053 | -1,621 |
| 1 | 8 | 93,963 | 0 | 110,617 | 93,963 | 1.17 | 0.225 | 20,661 |