| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -11,016 | 1,651,284 | -73,340 | 97,196 | 218 | 41,908,172 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -831,150 | 831,150 | -940,663 | 101,660 |
| 1 | 820,134 | 820,134 | 867,323 | -4,464 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -1,190 | -34,724 | -28,673 | 72,871 | 0.89 | 0.087 | 4,948 |
| CN | 74 | -109,967 | -419,737 | -90,153 | 774,563 | 1.47 | 0.190 | 83,914 |
| HK | 16 | 103,132 | -4,752 | 116,006 | 117,475 | 1.11 | 0.147 | 2,302 |
| ID | 2 | 3,482 | 0 | 4,309 | 4,133 | 0.87 | 0.206 | 912 |
| JP | 81 | -20,587 | -52,799 | -121,592 | 541,623 | 0.61 | 0.061 | -12,543 |
| MY | 2 | -3,575 | 0 | -2,004 | 3,575 | 0.37 | 0.043 | -229 |
| SG | 1 | 4,028 | 0 | 883 | 4,028 | 0.22 | 0.049 | 195 |
| TH | 4 | -1,455 | 0 | -482 | 7,244 | 0.38 | 0.108 | 100 |
| TW | 10 | 15,116 | -55,328 | 48,365 | 125,772 | 0.77 | 0.190 | 17,596 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -37,031 | -34,724 | -46,252 | 37,031 | 1.13 | -0.139 | 6,111 |
| 1 | 17 | 35,840 | 0 | 17,579 | 35,840 | 0.74 | -0.032 | -1,163 | |
| CN | -1 | 46 | -442,265 | -419,737 | -588,253 | 442,265 | 1.55 | -0.220 | 99,154 |
| 1 | 28 | 332,298 | 0 | 498,100 | 332,298 | 1.34 | -0.013 | -15,240 | |
| HK | -1 | 3 | -7,171 | -4,752 | -10,327 | 7,171 | 1.18 | -0.053 | 477 |
| 1 | 13 | 110,304 | 0 | 126,333 | 110,304 | 1.09 | 0.030 | 1,825 | |
| ID | -1 | 1 | -325 | 0 | -184 | 325 | 0.57 | 0.158 | -52 |
| 1 | 1 | 3,807 | 0 | 4,493 | 3,807 | 1.18 | 0.253 | 963 | |
| JP | -1 | 33 | -281,105 | -52,799 | -270,042 | 281,105 | 0.78 | 0.001 | -6,233 |
| 1 | 48 | 260,518 | 0 | 148,450 | 260,518 | 0.49 | -0.029 | -6,310 | |
| MY | -1 | 2 | -3,575 | 0 | -2,004 | 3,575 | 0.37 | 0.043 | -229 |
| SG | 1 | 1 | 4,028 | 0 | 883 | 4,028 | 0.22 | 0.049 | 195 |
| TH | -1 | 2 | -4,350 | 0 | -1,603 | 4,350 | 0.36 | 0.089 | -259 |
| 1 | 2 | 2,894 | 0 | 1,121 | 2,894 | 0.39 | 0.128 | 360 | |
| TW | -1 | 2 | -55,328 | -55,328 | -21,998 | 55,328 | 0.39 | -0.051 | 2,690 |
| 1 | 8 | 70,444 | 0 | 70,364 | 70,444 | 0.87 | 0.225 | 14,906 |