| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 112,088 | 1,372,957 | 73,523 | 6,195 | 205 | 19,964,383 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -630,434 | 630,434 | -376,018 | 46,775 |
| 1 | 742,522 | 742,522 | 449,541 | -40,581 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -93,635 | -60,941 | -1,874 | 106,565 | 0.53 | 0.081 | -1,209 |
| CN | 62 | 80,407 | -243,164 | -143,628 | 611,422 | 1.00 | 0.192 | 16,144 |
| HK | 7 | 131,643 | 0 | 180,546 | 134,794 | 0.89 | 0.106 | -15,319 |
| ID | 1 | -1,520 | 0 | -766 | 1,520 | 0.50 | 0.198 | -301 |
| JP | 76 | -29,628 | -187,594 | 56,652 | 372,893 | 0.49 | 0.063 | 17,191 |
| KR | 14 | -26,294 | -16,328 | -33,201 | 31,116 | 1.59 | 0.248 | -6,854 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.107 | -5 |
| SG | 3 | -6,084 | -3,047 | -3,329 | 6,084 | 0.58 | 0.062 | -14 |
| TH | 5 | 5,385 | 0 | 2,840 | 10,127 | 0.26 | 0.221 | 1,145 |
| TW | 13 | 51,857 | -6,485 | 16,290 | 98,391 | 0.60 | 0.150 | -4,584 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -100,100 | -60,941 | -13,065 | 100,100 | 0.21 | -0.034 | -387 |
| 1 | 5 | 6,465 | 0 | 11,191 | 6,465 | 1.70 | -0.101 | -822 | |
| CN | -1 | 45 | -265,507 | -243,164 | -239,657 | 265,507 | 1.04 | -0.187 | 50,398 |
| 1 | 17 | 345,915 | 0 | 96,029 | 345,915 | 0.91 | -0.188 | -34,254 | |
| HK | -1 | 1 | -1,576 | 0 | -546 | 1,576 | 0.35 | 0.103 | -162 |
| 1 | 6 | 133,218 | 0 | 181,092 | 133,218 | 0.98 | 0.011 | -15,157 | |
| ID | -1 | 1 | -1,520 | 0 | -766 | 1,520 | 0.50 | 0.198 | -301 |
| JP | -1 | 33 | -201,261 | -187,594 | -49,510 | 201,261 | 0.28 | -0.037 | 10,451 |
| 1 | 43 | 171,633 | 0 | 106,163 | 171,633 | 0.65 | 0.027 | 6,740 | |
| KR | -1 | 13 | -28,705 | -16,328 | -39,498 | 28,705 | 1.52 | 0.257 | -6,523 |
| 1 | 1 | 2,411 | 0 | 6,297 | 2,411 | 2.61 | -0.137 | -331 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.15 | 0.107 | -5 |
| SG | -1 | 3 | -6,084 | -3,047 | -3,329 | 6,084 | 0.58 | -0.018 | -14 |
| TH | -1 | 3 | -2,371 | 0 | -129 | 2,371 | 0.17 | 0.218 | -607 |
| 1 | 2 | 7,756 | 0 | 2,969 | 7,756 | 0.38 | 0.227 | 1,752 | |
| TW | -1 | 6 | -23,267 | -6,485 | -29,511 | 23,267 | 0.92 | 0.186 | -6,076 |
| 1 | 7 | 75,124 | 0 | 45,801 | 75,124 | 0.33 | 0.101 | 1,492 |