| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -48,370 | 1,352,769 | -30,932 | 96,003 | 161 | 41,908,392 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -700,570 | 700,570 | -878,991 | 108,727 |
| 1 | 652,200 | 652,200 | 848,058 | -12,723 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -23,834 | -26,258 | -20,930 | 213,690 | 0.84 | 0.076 | -5,719 |
| CN | 63 | -138,246 | -407,211 | -84,377 | 790,240 | 1.52 | 0.175 | 72,827 |
| HK | 25 | 39,644 | -10,249 | 52,861 | 97,515 | 1.06 | 0.122 | 3,740 |
| KR | 17 | -11,054 | -30,855 | -32,212 | 73,031 | 1.54 | 0.243 | 14,579 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.054 | -2 |
| SG | 7 | 51,268 | 0 | 28,687 | 51,268 | 0.59 | 0.035 | 1,101 |
| TH | 6 | -1,623 | 0 | 1,511 | 58,229 | 0.40 | 0.113 | 2,267 |
| TW | 10 | 35,518 | -16,617 | 23,535 | 68,752 | 0.35 | 0.118 | 7,211 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -118,762 | -26,258 | -93,593 | 118,762 | 0.68 | -0.077 | -2,040 |
| 1 | 20 | 94,928 | 0 | 72,664 | 94,928 | 0.93 | -0.032 | -3,679 | |
| CN | -1 | 31 | -464,243 | -407,211 | -662,829 | 464,243 | 1.55 | -0.184 | 105,471 |
| 1 | 32 | 325,997 | 0 | 578,452 | 325,997 | 1.49 | -0.062 | -32,644 | |
| HK | -1 | 8 | -28,935 | -10,249 | -27,908 | 28,935 | 1.10 | 0.059 | -1,038 |
| 1 | 17 | 68,579 | 0 | 80,769 | 68,579 | 1.04 | 0.018 | 4,778 | |
| KR | -1 | 9 | -42,043 | -30,855 | -79,484 | 42,043 | 1.55 | -0.046 | 8,419 |
| 1 | 8 | 30,989 | 0 | 47,271 | 30,989 | 1.52 | 0.043 | 6,160 | |
| MY | -1 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.054 | -2 |
| SG | 1 | 7 | 51,268 | 0 | 28,687 | 51,268 | 0.59 | 0.027 | 1,101 |
| TH | -1 | 5 | -29,926 | 0 | -7,874 | 29,926 | 0.42 | 0.100 | -2,736 |
| 1 | 1 | 28,303 | 0 | 9,385 | 28,303 | 0.33 | 0.177 | 5,003 | |
| TW | -1 | 3 | -16,617 | -16,617 | -7,295 | 16,617 | 0.44 | -0.052 | 655 |
| 1 | 7 | 52,135 | 0 | 30,831 | 52,135 | 0.32 | 0.114 | 6,556 |