| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 92,077 | 1,037,283 | 211,695 | 17,876 | 207 | 20,023,783 | 0.052 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -472,603 | 472,603 | -356,206 | 39,831 |
| 1 | 564,680 | 564,680 | 567,901 | -21,955 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 20,533 | -59,556 | 86,019 | 144,752 | 0.80 | 0.097 | -693 |
| CN | 42 | -89,143 | -164,660 | -121,429 | 274,289 | 1.33 | 0.189 | 31,911 |
| HK | 19 | 162,631 | 0 | 217,725 | 180,012 | 0.89 | 0.106 | -16,667 |
| ID | 5 | 5,229 | 0 | 3,445 | 5,229 | 0.62 | 0.244 | 1,228 |
| JP | 80 | -23,241 | -126,951 | 24,059 | 356,988 | 0.62 | 0.066 | 5,861 |
| KR | 13 | -10,746 | -969 | -24,012 | 17,514 | 1.46 | 0.240 | -3,269 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.106 | -5 |
| SG | 1 | -4,558 | 0 | -2,108 | 4,558 | 0.46 | 0.076 | -346 |
| TH | 3 | -2,003 | 0 | -648 | 2,003 | 0.35 | 0.212 | -428 |
| TW | 8 | 33,420 | 0 | 28,651 | 51,895 | 0.38 | 0.138 | 285 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -62,109 | -59,556 | -4,191 | 62,109 | 0.44 | -0.100 | 3,594 |
| 1 | 20 | 82,642 | 0 | 90,210 | 82,642 | 1.06 | -0.051 | -4,288 | |
| CN | -1 | 21 | -181,716 | -164,660 | -237,287 | 181,716 | 1.23 | -0.212 | 40,554 |
| 1 | 21 | 92,573 | 0 | 115,859 | 92,573 | 1.43 | -0.112 | -8,643 | |
| HK | -1 | 4 | -8,690 | 0 | -1,501 | 8,690 | 0.29 | 0.106 | -1,017 |
| 1 | 15 | 171,321 | 0 | 219,226 | 171,321 | 1.05 | 0.019 | -15,651 | |
| ID | 1 | 5 | 5,229 | 0 | 3,445 | 5,229 | 0.62 | 0.244 | 1,228 |
| JP | -1 | 41 | -190,115 | -126,951 | -76,860 | 190,115 | 0.45 | -0.009 | 2,876 |
| 1 | 39 | 166,874 | 0 | 100,919 | 166,874 | 0.80 | 0.036 | 2,985 | |
| KR | -1 | 9 | -14,130 | -969 | -27,236 | 14,130 | 1.80 | 0.258 | -3,638 |
| 1 | 4 | 3,384 | 0 | 3,224 | 3,384 | 0.68 | 0.200 | 369 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.106 | -5 |
| SG | -1 | 1 | -4,558 | 0 | -2,108 | 4,558 | 0.46 | 0.076 | -346 |
| TH | -1 | 3 | -2,003 | 0 | -648 | 2,003 | 0.35 | 0.212 | -428 |
| TW | -1 | 2 | -9,238 | 0 | -6,367 | 9,238 | 0.53 | 0.179 | -1,761 |
| 1 | 6 | 42,657 | 0 | 35,018 | 42,657 | 0.34 | 0.125 | 2,045 |