| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -346,073 | 2,684,732 | -500,912 | 220,743 | 298 | 41,784,611 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,515,402 | 1,515,402 | -1,708,582 | 190,441 |
| 1 | 1,169,329 | 1,169,329 | 1,207,670 | 30,303 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | 20,811 | -13,150 | 6,771 | 47,110 | 0.76 | 0.111 | 444 |
| CN | 73 | -65,495 | -444,856 | 70,124 | 826,907 | 1.59 | 0.175 | 99,571 |
| HK | 13 | 127,969 | -16,152 | 235,071 | 172,328 | 0.89 | 0.117 | -11,883 |
| ID | 2 | 695 | 0 | 1,315 | 2,308 | 0.87 | 0.237 | 222 |
| JP | 143 | -343,279 | -617,422 | -671,815 | 1,238,939 | 0.75 | 0.075 | 83,662 |
| KR | 27 | -30,749 | -116,013 | -32,409 | 215,449 | 1.74 | 0.206 | 52,710 |
| MY | 2 | -794 | 0 | -432 | 794 | 0.37 | 0.035 | -32 |
| TH | 6 | 9,718 | 0 | -1,959 | 31,532 | 0.45 | 0.162 | 3,041 |
| TW | 12 | -64,949 | -29,423 | -107,579 | 149,365 | 1.01 | 0.164 | -6,992 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -13,150 | -13,150 | -8,427 | 13,150 | 0.71 | -0.115 | 1,817 |
| 1 | 11 | 33,960 | 0 | 15,199 | 33,960 | 0.80 | -0.055 | -1,374 | |
| CN | -1 | 25 | -446,201 | -444,856 | -518,765 | 446,201 | 1.39 | -0.228 | 101,937 |
| 1 | 48 | 380,706 | 0 | 588,889 | 380,706 | 1.70 | -0.047 | -2,365 | |
| HK | -1 | 5 | -22,180 | -16,152 | -11,246 | 22,180 | 0.71 | -0.005 | 1,379 |
| 1 | 8 | 150,149 | 0 | 246,317 | 150,149 | 1.01 | 0.027 | -13,262 | |
| ID | -1 | 1 | -806 | 0 | -457 | 806 | 0.57 | 0.212 | -171 |
| 1 | 1 | 1,501 | 0 | 1,772 | 1,501 | 1.18 | 0.262 | 393 | |
| JP | -1 | 89 | -791,109 | -617,422 | -826,415 | 791,109 | 0.97 | -0.068 | 62,767 |
| 1 | 54 | 447,830 | 0 | 154,600 | 447,830 | 0.39 | 0.046 | 20,895 | |
| KR | -1 | 10 | -123,099 | -116,013 | -188,106 | 123,099 | 1.87 | -0.086 | 35,393 |
| 1 | 17 | 92,350 | 0 | 155,697 | 92,350 | 1.67 | 0.129 | 17,317 | |
| MY | -1 | 2 | -794 | 0 | -432 | 794 | 0.37 | 0.035 | -32 |
| TH | -1 | 2 | -10,907 | 0 | -9,697 | 10,907 | 0.63 | 0.118 | -751 |
| 1 | 4 | 20,625 | 0 | 7,738 | 20,625 | 0.36 | 0.183 | 3,792 | |
| TW | -1 | 6 | -107,157 | -29,423 | -145,037 | 107,157 | 1.44 | 0.066 | -11,898 |
| 1 | 6 | 42,208 | 0 | 37,459 | 42,208 | 0.59 | 0.194 | 4,907 |