| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 184,138 | 1,750,741 | 200,894 | 10,714 | 207 | 41,840,841 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -783,302 | 783,302 | -788,099 | -260 |
| 1 | 967,439 | 967,439 | 988,993 | 10,974 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | -3,238 | -48,157 | 35,525 | 131,113 | 1.08 | 0.076 | 3,506 |
| HK | 14 | 70,721 | -3,716 | 104,006 | 211,173 | 0.65 | 0.083 | -18,273 |
| ID | 1 | 266 | 0 | 314 | 266 | 1.18 | 0.266 | 71 |
| JP | 105 | 95,819 | -251,822 | 27,779 | 985,974 | 0.83 | 0.072 | 41,834 |
| KR | 37 | 240 | -17,855 | 48,610 | 162,202 | 1.45 | 0.213 | -8,702 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.040 | -2 |
| SG | 4 | 50,753 | 0 | 38,737 | 50,753 | 0.78 | 0.030 | 1,183 |
| TH | 8 | 4,864 | 0 | -2,980 | 42,452 | 0.27 | 0.175 | 3,951 |
| TW | 16 | -35,244 | -1,855 | -51,088 | 166,763 | 1.05 | 0.159 | -12,854 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -67,175 | -48,157 | -43,227 | 67,175 | 0.78 | -0.078 | 6,537 |
| 1 | 13 | 63,938 | 0 | 78,752 | 63,938 | 1.27 | -0.047 | -3,031 | |
| HK | -1 | 7 | -70,226 | -3,716 | -86,248 | 70,226 | 0.73 | 0.031 | -1,873 |
| 1 | 7 | 140,947 | 0 | 190,255 | 140,947 | 0.57 | 0.007 | -16,400 | |
| ID | 1 | 1 | 266 | 0 | 314 | 266 | 1.18 | 0.266 | 71 |
| JP | -1 | 47 | -445,078 | -251,822 | -436,972 | 445,078 | 0.91 | -0.037 | 22,770 |
| 1 | 58 | 540,897 | 0 | 464,750 | 540,897 | 0.77 | 0.034 | 19,064 | |
| KR | -1 | 18 | -80,981 | -17,855 | -94,055 | 80,981 | 1.15 | 0.102 | -10,411 |
| 1 | 19 | 81,221 | 0 | 142,665 | 81,221 | 1.73 | -0.017 | 1,709 | |
| MY | -1 | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.040 | -2 |
| SG | 1 | 4 | 50,753 | 0 | 38,737 | 50,753 | 0.78 | 0.030 | 1,183 |
| TH | -1 | 4 | -18,794 | 0 | -5,777 | 18,794 | 0.32 | 0.126 | -2,043 |
| 1 | 4 | 23,658 | 0 | 2,797 | 23,658 | 0.22 | 0.224 | 5,994 | |
| TW | -1 | 7 | -101,003 | -1,855 | -121,813 | 101,003 | 1.13 | 0.133 | -15,239 |
| 1 | 9 | 65,760 | 0 | 70,724 | 65,760 | 0.98 | 0.135 | 2,385 |