| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | target_notional_abs | ct | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,242,670 | 20,533,759 | -2,412,745 | 2,016,964 | 77,447,480 | 585 | 0.265 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,388,215 | 11,388,215 | -10,331,638 | 1,048,278 |
| 1.0 | 9,145,545 | 9,145,545 | 7,918,893 | 968,686 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 41 | -1,046,709 | -1,289,851 | -443,534 | 1,681,331 | 0.47 | 153,268 |
| CN | 339 | -62,668 | -3,910,887 | -1,068,696 | 8,469,546 | 1.39 | 1,052,233 |
| HK | 20 | 75,647 | -334,052 | 65,632 | 807,795 | 1.38 | 146,405 |
| ID | 1 | -305 | 0 | 327 | 305 | -1.07 | 3 |
| JP | 146 | -267,507 | -3,420,585 | -807,910 | 8,184,818 | 0.68 | 486,302 |
| NZ | 2 | -89,364 | -89,364 | 6,022 | 89,364 | -0.08 | 18,637 |
| SG | 4 | -138,757 | -138,757 | -67,880 | 138,757 | 0.44 | 20,775 |
| TH | 27 | -924,886 | -750,149 | -241,108 | 941,402 | 0.29 | 144,893 |
| TW | 5 | 211,877 | -4,282 | 144,403 | 220,442 | 0.54 | -5,552 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 36 | -1,364,020 | -1,289,851 | -505,263 | 1,364,020 | 0.51 | 146,577 |
| 1.0 | 5 | 317,311 | 0 | 61,729 | 317,311 | 0.22 | 6,691 | |
| CN | -1.0 | 178 | -4,266,107 | -3,910,887 | -6,015,589 | 4,266,107 | 1.48 | 564,367 |
| 1.0 | 161 | 4,203,439 | 0 | 4,946,893 | 4,203,439 | 1.30 | 487,866 | |
| HK | -1.0 | 14 | -366,074 | -334,052 | -557,276 | 366,074 | 1.45 | 32,882 |
| 1.0 | 6 | 441,721 | 0 | 622,908 | 441,721 | 1.21 | 113,522 | |
| ID | -1.0 | 1 | -305 | 0 | 327 | 305 | -1.07 | 3 |
| JP | -1.0 | 73 | -4,226,163 | -3,420,585 | -2,947,806 | 4,226,163 | 0.74 | 118,812 |
| 1.0 | 73 | 3,958,656 | 0 | 2,139,896 | 3,958,656 | 0.62 | 367,490 | |
| NZ | -1.0 | 2 | -89,364 | -89,364 | 6,022 | 89,364 | -0.08 | 18,637 |
| SG | -1.0 | 4 | -138,757 | -138,757 | -67,880 | 138,757 | 0.44 | 20,775 |
| TH | -1.0 | 20 | -933,144 | -750,149 | -242,845 | 933,144 | 0.30 | 145,594 |
| 1.0 | 7 | 8,258 | 0 | 1,737 | 8,258 | 0.25 | -700 | |
| TW | -1.0 | 2 | -4,282 | -4,282 | -1,327 | 4,282 | 0.31 | 631 |
| 1.0 | 3 | 216,160 | 0 | 145,731 | 216,160 | 0.70 | -6,182 |