| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -30,860 | 1,209,928 | 5,707 | 29,536 | 223 | 41,932,976 | 0.029 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -620,394 | 620,394 | -688,355 | 65,851 |
| 1 | 589,534 | 589,534 | 694,062 | -36,314 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -8,716 | -44,471 | -29,331 | 83,579 | 0.75 | 0.082 | 856 |
| CN | 57 | -112,007 | -302,430 | -112,947 | 530,930 | 1.42 | 0.169 | 43,799 |
| HK | 16 | 101,937 | 0 | 145,292 | 111,179 | 0.78 | 0.095 | -3,609 |
| ID | 4 | -14,562 | 0 | -11,545 | 14,562 | 0.84 | 0.225 | -3,392 |
| JP | 84 | -5,690 | -110,459 | -4,888 | 325,973 | 0.59 | 0.080 | 6,131 |
| KR | 23 | -23,405 | -13,331 | -11,332 | 90,807 | 1.47 | 0.238 | -17,262 |
| MY | 2 | 377 | 0 | 62 | 464 | 0.16 | 0.122 | 65 |
| TH | 4 | -7,516 | 0 | -3,633 | 13,710 | 0.27 | 0.202 | -910 |
| TW | 6 | 38,722 | 0 | 34,028 | 38,722 | 0.40 | 0.120 | 3,858 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -46,148 | -44,471 | -36,117 | 46,148 | 0.89 | -0.056 | 3,263 |
| 1 | 10 | 37,432 | 0 | 6,786 | 37,432 | 0.53 | -0.048 | -2,407 | |
| CN | -1 | 37 | -321,468 | -302,430 | -446,854 | 321,468 | 1.49 | -0.157 | 73,724 |
| 1 | 20 | 209,462 | 0 | 333,908 | 209,462 | 1.29 | -0.096 | -29,926 | |
| HK | -1 | 2 | -4,621 | 0 | -3,699 | 4,621 | 0.91 | 0.122 | -631 |
| 1 | 14 | 106,558 | 0 | 148,991 | 106,558 | 0.76 | 0.048 | -2,977 | |
| ID | -1 | 4 | -14,562 | 0 | -11,545 | 14,562 | 0.84 | 0.225 | -3,392 |
| JP | -1 | 45 | -165,832 | -110,459 | -97,667 | 165,832 | 0.55 | -0.026 | 5,876 |
| 1 | 39 | 160,141 | 0 | 92,779 | 160,141 | 0.63 | 0.021 | 255 | |
| KR | -1 | 16 | -57,106 | -13,331 | -88,802 | 57,106 | 1.47 | 0.089 | -11,211 |
| 1 | 7 | 33,701 | 0 | 77,470 | 33,701 | 1.47 | 0.047 | -6,051 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.080 | -3 |
| 1 | 1 | 421 | 0 | 70 | 421 | 0.17 | 0.163 | 69 | |
| TH | -1 | 2 | -10,613 | 0 | -3,665 | 10,613 | 0.39 | 0.159 | -1,775 |
| 1 | 2 | 3,097 | 0 | 32 | 3,097 | 0.16 | 0.245 | 864 | |
| TW | 1 | 6 | 38,722 | 0 | 34,028 | 38,722 | 0.40 | 0.120 | 3,858 |