| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -220,067 | 3,091,739 | -143,140 | 161,255 | 235 | 41,825,354 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,655,903 | 1,655,903 | -1,776,047 | 201,739 |
| 1 | 1,435,836 | 1,435,836 | 1,632,907 | -40,483 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -82,494 | -169,953 | -26,817 | 393,068 | 0.72 | 0.075 | 9,302 |
| CN | 113 | -475,977 | -929,071 | -320,256 | 1,964,157 | 1.34 | 0.153 | 132,512 |
| HK | 17 | 82,475 | 0 | 74,701 | 156,634 | 0.92 | 0.093 | -8,831 |
| ID | 1 | -3,726 | 0 | -2,363 | 3,726 | 0.63 | 0.231 | -860 |
| KR | 38 | 25,301 | -28,370 | 58,167 | 155,634 | 1.44 | 0.192 | 9,323 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.073 | -3 |
| SG | 12 | 248,931 | 0 | 136,541 | 248,931 | 0.61 | 0.063 | 19,784 |
| TH | 8 | -1,158 | 0 | -18,951 | 57,035 | 0.39 | 0.183 | 4,374 |
| TW | 13 | -13,375 | -5,498 | -44,156 | 112,509 | 0.99 | 0.131 | -4,345 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -237,781 | -169,953 | -115,733 | 237,781 | 0.72 | -0.049 | 16,087 |
| 1 | 15 | 155,287 | 0 | 88,916 | 155,287 | 0.73 | -0.050 | -6,785 | |
| CN | -1 | 61 | -1,220,067 | -929,071 | -1,445,341 | 1,220,067 | 1.16 | -0.125 | 204,594 |
| 1 | 52 | 744,090 | 0 | 1,125,085 | 744,090 | 1.54 | -0.104 | -72,081 | |
| HK | -1 | 4 | -37,080 | 0 | -31,327 | 37,080 | 0.84 | 0.130 | -4,823 |
| 1 | 13 | 119,555 | 0 | 106,028 | 119,555 | 0.94 | -0.036 | -4,009 | |
| ID | -1 | 1 | -3,726 | 0 | -2,363 | 3,726 | 0.63 | 0.231 | -860 |
| KR | -1 | 20 | -65,166 | -28,370 | -79,169 | 65,166 | 1.32 | 0.016 | -93 |
| 1 | 18 | 90,468 | 0 | 137,336 | 90,468 | 1.57 | 0.049 | 9,416 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.073 | -3 |
| SG | 1 | 12 | 248,931 | 0 | 136,541 | 248,931 | 0.61 | 0.057 | 19,784 |
| TH | -1 | 5 | -29,097 | 0 | -18,788 | 29,097 | 0.49 | 0.144 | -3,889 |
| 1 | 3 | 27,939 | 0 | -163 | 27,939 | 0.22 | 0.248 | 8,263 | |
| TW | -1 | 6 | -62,942 | -5,498 | -83,319 | 62,942 | 1.43 | 0.071 | -9,274 |
| 1 | 7 | 49,567 | 0 | 39,163 | 49,567 | 0.60 | 0.138 | 4,929 |