| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -132,199 | 798,195 | -11,882 | 39,130 | 160 | 19,955,917 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -465,197 | 465,197 | -432,647 | 51,785 |
| 1.0000 | 332,998 | 332,998 | 420,764 | -12,655 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 16 | 12,587 | -3,402 | 12,994 | 24,519 | 1.00 | 0.116 | -462 |
| CN | 47 | -108,874 | -201,354 | -121,029 | 334,043 | 1.26 | 0.220 | 31,726 |
| HK | 12 | -80,871 | 0 | 12,967 | 105,076 | 1.02 | 0.123 | -3,206 |
| ID | 1 | -246 | 0 | -123 | 246 | 0.50 | 0.232 | -57 |
| JP | 57 | -14,107 | -48,777 | 29,244 | 258,106 | 0.75 | 0.092 | 8,629 |
| KR | 10 | 10,012 | -390 | 15,754 | 21,283 | 1.48 | 0.195 | -1,743 |
| MY | 2 | -517 | 0 | -125 | 517 | 0.21 | 0.131 | -101 |
| SG | 1 | -794 | 0 | -329 | 794 | 0.41 | 0.068 | -54 |
| TH | 4 | 2,973 | 0 | -755 | 4,730 | 0.26 | 0.198 | 1,065 |
| TW | 10 | 47,636 | 0 | 39,520 | 48,881 | 0.38 | 0.125 | 3,334 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 2 | -5,966 | -3,402 | -8,362 | 5,966 | 1.34 | -0.181 | 1,218 |
| 1.0000 | 14 | 18,553 | 0 | 21,356 | 18,553 | 0.95 | -0.080 | -1,680 | |
| CN | -1.0000 | 30 | -221,458 | -201,354 | -297,033 | 221,458 | 1.21 | -0.214 | 53,903 |
| 1.0000 | 17 | 112,585 | 0 | 176,003 | 112,585 | 1.35 | -0.194 | -22,176 | |
| HK | -1.0000 | 5 | -92,973 | 0 | -3,875 | 92,973 | 0.52 | 0.188 | -1,901 |
| 1.0000 | 7 | 12,102 | 0 | 16,843 | 12,102 | 1.23 | -0.031 | -1,306 | |
| ID | -1.0000 | 1 | -246 | 0 | -123 | 246 | 0.50 | 0.232 | -57 |
| JP | -1.0000 | 31 | -136,107 | -48,777 | -112,628 | 136,107 | 0.71 | -0.009 | 326 |
| 1.0000 | 26 | 122,000 | 0 | 141,872 | 122,000 | 0.79 | 0.017 | 8,302 | |
| KR | -1.0000 | 2 | -5,636 | -390 | -9,676 | 5,636 | 1.81 | -0.021 | -1,295 |
| 1.0000 | 8 | 15,648 | 0 | 25,430 | 15,648 | 1.40 | -0.031 | -448 | |
| MY | -1.0000 | 2 | -517 | 0 | -125 | 517 | 0.21 | 0.131 | -101 |
| SG | -1.0000 | 1 | -794 | 0 | -329 | 794 | 0.41 | 0.068 | -54 |
| TH | -1.0000 | 3 | -879 | 0 | -274 | 879 | 0.39 | 0.160 | -146 |
| 1.0000 | 1 | 3,852 | 0 | -480 | 3,852 | -0.12 | 0.314 | 1,211 | |
| TW | -1.0000 | 1 | -622 | 0 | -221 | 622 | 0.36 | 0.175 | -109 |
| 1.0000 | 9 | 48,258 | 0 | 39,741 | 48,258 | 0.38 | 0.087 | 3,443 |