| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 22,872 | 3,143,039 | 197,279 | 91,905 | 305 | 41,787,398 | 0.075 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,560,083 | 1,560,083 | -1,598,492 | 115,161 |
| 1 | 1,582,955 | 1,582,955 | 1,795,771 | -23,256 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -8,573 | -97,653 | 63,917 | 238,780 | 0.74 | 0.071 | 8,115 |
| CN | 65 | -246,384 | -522,427 | -187,297 | 1,040,294 | 1.27 | 0.157 | 39,676 |
| HK | 18 | 127,809 | -21,638 | 191,249 | 239,879 | 0.82 | 0.129 | -25,627 |
| ID | 2 | -1,533 | 0 | -835 | 1,533 | 0.49 | 0.196 | -313 |
| JP | 116 | 157,022 | -224,061 | 43,033 | 1,045,368 | 0.79 | 0.071 | 51,853 |
| KR | 43 | 26,779 | -27,215 | 144,741 | 260,643 | 1.43 | 0.186 | 15,227 |
| MY | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.057 | -3 |
| SG | 4 | 26,107 | 0 | 20,237 | 26,107 | 0.78 | 0.026 | 733 |
| TH | 11 | -6,982 | 0 | -13,048 | 85,885 | 0.38 | 0.151 | 4,306 |
| TW | 18 | -51,329 | -16,751 | -64,709 | 204,505 | 1.11 | 0.133 | -2,063 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -123,677 | -97,653 | -31,734 | 123,677 | 0.34 | -0.040 | 12,157 |
| 1 | 18 | 115,104 | 0 | 95,651 | 115,104 | 0.94 | -0.035 | -4,043 | |
| CN | -1 | 35 | -643,339 | -522,427 | -763,395 | 643,339 | 1.19 | -0.096 | 106,460 |
| 1 | 30 | 396,955 | 0 | 576,098 | 396,955 | 1.36 | -0.177 | -66,784 | |
| HK | -1 | 6 | -56,035 | -21,638 | -54,279 | 56,035 | 0.95 | -0.032 | 709 |
| 1 | 12 | 183,844 | 0 | 245,529 | 183,844 | 0.76 | -0.072 | -26,336 | |
| ID | -1 | 2 | -1,533 | 0 | -835 | 1,533 | 0.49 | 0.196 | -313 |
| JP | -1 | 53 | -444,173 | -224,061 | -453,032 | 444,173 | 0.92 | -0.012 | 25,051 |
| 1 | 63 | 601,195 | 0 | 496,065 | 601,195 | 0.67 | 0.049 | 26,802 | |
| KR | -1 | 23 | -116,932 | -27,215 | -116,632 | 116,932 | 0.98 | 0.048 | -7,998 |
| 1 | 20 | 143,711 | 0 | 261,373 | 143,711 | 1.95 | 0.069 | 23,225 | |
| MY | -1 | 1 | -45 | 0 | -7 | 45 | 0.16 | 0.057 | -3 |
| SG | 1 | 4 | 26,107 | 0 | 20,237 | 26,107 | 0.78 | 0.021 | 733 |
| TH | -1 | 8 | -46,434 | 0 | -17,461 | 46,434 | 0.43 | 0.122 | -5,601 |
| 1 | 3 | 39,451 | 0 | 4,413 | 39,451 | 0.22 | 0.230 | 9,907 | |
| TW | -1 | 10 | -127,917 | -16,751 | -161,116 | 127,917 | 1.22 | 0.108 | -15,303 |
| 1 | 8 | 76,588 | 0 | 96,407 | 76,588 | 0.96 | 0.149 | 13,240 |