| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 101,932 | 1,994,715 | -160,996 | 89,730 | 245 | 41,894,577 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -946,392 | 946,392 | -921,883 | 117,653 |
| 1 | 1,048,323 | 1,048,323 | 760,887 | -27,923 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -14,408 | -81,960 | -48,141 | 149,511 | 0.86 | 0.090 | 5,227 |
| CN | 60 | 179,137 | -421,059 | -35,317 | 1,021,255 | 1.19 | 0.197 | 60,702 |
| HK | 18 | -67,282 | -9,170 | -170,294 | 164,418 | 0.86 | 0.118 | -7,294 |
| ID | 3 | -6,651 | 0 | -5,010 | 6,651 | 0.84 | 0.212 | -1,425 |
| JP | 96 | -75,851 | -229,067 | 27,860 | 507,880 | 0.61 | 0.079 | 22,975 |
| KR | 15 | -966 | -12,653 | -3,989 | 55,584 | 1.46 | 0.219 | 3,275 |
| MY | 3 | 952 | 0 | 167 | 2,416 | 0.16 | 0.148 | 137 |
| NZ | 1 | 328 | 0 | 94 | 328 | 0.29 | 0.032 | -11 |
| SG | 2 | 16,043 | 0 | 6,156 | 16,043 | 0.26 | 0.080 | 1,254 |
| TW | 9 | 70,628 | 0 | 67,479 | 70,628 | 0.47 | 0.098 | 4,889 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -81,960 | -81,960 | -63,825 | 81,960 | 1.04 | -0.086 | 6,310 |
| 1 | 12 | 67,551 | 0 | 15,684 | 67,551 | 0.45 | -0.007 | -1,083 | |
| CN | -1 | 30 | -421,059 | -421,059 | -480,104 | 421,059 | 1.41 | -0.219 | 114,780 |
| 1 | 30 | 600,196 | 0 | 444,787 | 600,196 | 0.98 | -0.127 | -54,078 | |
| HK | -1 | 6 | -115,850 | -9,170 | -188,793 | 115,850 | 1.61 | 0.082 | -9,094 |
| 1 | 12 | 48,568 | 0 | 18,498 | 48,568 | 0.48 | 0.043 | 1,801 | |
| ID | -1 | 3 | -6,651 | 0 | -5,010 | 6,651 | 0.84 | 0.212 | -1,425 |
| JP | -1 | 45 | -291,865 | -229,067 | -145,794 | 291,865 | 0.45 | -0.032 | 10,284 |
| 1 | 51 | 216,015 | 0 | 173,653 | 216,015 | 0.74 | 0.046 | 12,691 | |
| KR | -1 | 7 | -28,275 | -12,653 | -38,246 | 28,275 | 1.51 | -0.030 | -3,057 |
| 1 | 8 | 27,309 | 0 | 34,257 | 27,309 | 1.41 | 0.180 | 6,332 | |
| MY | -1 | 2 | -732 | 0 | -111 | 732 | 0.16 | 0.138 | -144 |
| 1 | 1 | 1,684 | 0 | 279 | 1,684 | 0.17 | 0.167 | 281 | |
| NZ | 1 | 1 | 328 | 0 | 94 | 328 | 0.29 | -0.032 | -11 |
| SG | 1 | 2 | 16,043 | 0 | 6,156 | 16,043 | 0.26 | 0.080 | 1,254 |
| TW | 1 | 9 | 70,628 | 0 | 67,479 | 70,628 | 0.47 | 0.067 | 4,889 |