| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -181,575 | 1,606,732 | -355,511 | 67,271 | 225 | 41,964,522 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -894,154 | 894,154 | -1,013,298 | 93,945 |
| 1 | 712,579 | 712,579 | 657,787 | -26,674 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -43,024 | -46,413 | -13,900 | 70,603 | 0.58 | 0.068 | -156 |
| CN | 68 | -205,966 | -454,040 | -453,021 | 789,974 | 1.20 | 0.199 | 63,243 |
| HK | 18 | 7,955 | -1,330 | -35,287 | 92,279 | 0.66 | 0.097 | -858 |
| ID | 5 | -16,273 | 0 | -8,882 | 16,273 | 0.61 | 0.187 | -3,297 |
| JP | 89 | 130,603 | -110,631 | 208,730 | 554,745 | 0.62 | 0.075 | 19,561 |
| KR | 10 | -45,364 | -17,561 | -54,591 | 51,764 | 1.33 | 0.192 | -9,407 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.059 | -3 |
| TH | 7 | -9,463 | 0 | 1,447 | 31,050 | 0.33 | 0.170 | -1,814 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -56,813 | -46,413 | -23,538 | 56,813 | 0.50 | -0.017 | 871 |
| 1 | 8 | 13,790 | 0 | 9,638 | 13,790 | 0.75 | -0.051 | -1,027 | |
| CN | -1 | 45 | -497,970 | -454,040 | -764,953 | 497,970 | 1.29 | -0.180 | 113,776 |
| 1 | 23 | 292,004 | 0 | 311,932 | 292,004 | 1.03 | -0.191 | -50,533 | |
| HK | -1 | 5 | -42,162 | -1,330 | -60,805 | 42,162 | 1.00 | 0.040 | -3,369 |
| 1 | 13 | 50,117 | 0 | 25,518 | 50,117 | 0.53 | 0.021 | 2,511 | |
| ID | -1 | 5 | -16,273 | 0 | -8,882 | 16,273 | 0.61 | 0.187 | -3,297 |
| JP | -1 | 39 | -212,071 | -110,631 | -91,838 | 212,071 | 0.41 | -0.013 | -318 |
| 1 | 50 | 342,674 | 0 | 300,568 | 342,674 | 0.79 | 0.044 | 19,880 | |
| KR | -1 | 7 | -48,564 | -17,561 | -59,985 | 48,564 | 1.21 | 0.095 | -9,972 |
| 1 | 3 | 3,200 | 0 | 5,395 | 3,200 | 1.61 | 0.142 | 565 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.059 | -3 |
| TH | -1 | 5 | -20,257 | 0 | -3,289 | 20,257 | 0.29 | 0.160 | -3,744 |
| 1 | 2 | 10,794 | 0 | 4,736 | 10,794 | 0.44 | 0.194 | 1,930 |