| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,005,582 | 13,324,951 | -1,110,080 | 1,192,351 | 406 | 139,716,419 | 0.095 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,165,266 | 7,165,266 | -6,336,257 | 456,488 |
| 1 | 6,159,684 | 6,159,684 | 5,226,177 | 735,863 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 35 | -38,492 | -1,472 | 108,252 | 1,364,987 | 0.39 | -32,787 |
| CN | 203 | -1,426,584 | -3,233,054 | -3,183,313 | 6,787,665 | 1.41 | 879,645 |
| HK | 18 | 656,293 | -64,810 | 1,587,360 | 1,485,529 | 1.11 | 229,235 |
| ID | 1 | -117 | 0 | -63 | 117 | 0.54 | -5 |
| JP | 125 | -3,679 | -844,837 | 442,024 | 3,490,567 | 0.69 | 95,374 |
| NZ | 2 | -20,122 | -20,122 | 3,398 | 20,122 | -0.08 | 3,034 |
| TH | 20 | -166,559 | -144,320 | -64,637 | 169,642 | 0.31 | 17,094 |
| TW | 2 | -6,321 | -6,321 | -3,100 | 6,321 | 0.50 | 760 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 6 | -701,740 | -1,472 | -158,916 | 701,740 | 0.43 | -14,594 |
| 1 | 29 | 663,247 | 0 | 267,168 | 663,247 | 0.38 | -18,192 | |
| CN | -1 | 151 | -4,107,125 | -3,233,054 | -4,968,993 | 4,107,125 | 1.49 | 492,641 |
| 1 | 52 | 2,680,540 | 0 | 1,785,680 | 2,680,540 | 1.16 | 387,004 | |
| HK | -1 | 10 | -414,618 | -64,810 | -213,697 | 414,618 | 0.60 | -34,289 |
| 1 | 8 | 1,070,911 | 0 | 1,801,056 | 1,070,911 | 1.75 | 263,524 | |
| ID | -1 | 1 | -117 | 0 | -63 | 117 | 0.54 | -5 |
| JP | -1 | 66 | -1,747,123 | -844,837 | -929,946 | 1,747,123 | 0.65 | -8,300 |
| 1 | 59 | 1,743,444 | 0 | 1,371,970 | 1,743,444 | 0.73 | 103,675 | |
| NZ | -1 | 2 | -20,122 | -20,122 | 3,398 | 20,122 | -0.08 | 3,034 |
| TH | -1 | 14 | -168,100 | -144,320 | -64,939 | 168,100 | 0.37 | 17,242 |
| 1 | 6 | 1,541 | 0 | 302 | 1,541 | 0.19 | -148 | |
| TW | -1 | 2 | -6,321 | -6,321 | -3,100 | 6,321 | 0.50 | 760 |