| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,347,880 | 20,471,303 | -3,324,562 | 2,274,340 | 630 | 152,106,757 | 0.135 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,409,592 | 11,409,592 | -11,791,335 | 1,199,197 |
| 1.0 | 9,061,711 | 9,061,711 | 8,466,773 | 1,075,142 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 57 | -307,625 | -1,193,106 | -67,668 | 2,234,247 | 0.44 | 96,207 |
| CN | 371 | -1,145,142 | -6,121,285 | -3,838,508 | 11,144,504 | 1.37 | 1,484,336 |
| HK | 11 | -535,056 | -973,724 | 377,107 | 1,686,973 | 1.20 | 291,015 |
| JP | 157 | 250,297 | -2,050,813 | 357,385 | 4,684,312 | 0.64 | 319,263 |
| NZ | 2 | -42,788 | -42,788 | 6,724 | 42,788 | -0.08 | 7,177 |
| SG | 8 | -325,312 | -343,111 | -112,178 | 360,911 | 0.36 | 21,744 |
| TH | 22 | -266,884 | -279,125 | -63,107 | 292,938 | 0.32 | 54,902 |
| TW | 2 | 24,630 | 0 | 15,682 | 24,630 | 0.63 | -305 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 39 | -1,270,936 | -1,193,106 | -362,958 | 1,270,936 | 0.50 | 80,489 |
| 1.0 | 18 | 963,311 | 0 | 295,290 | 963,311 | 0.32 | 15,718 | |
| CN | -1.0 | 173 | -6,144,823 | -6,121,285 | -9,195,868 | 6,144,823 | 1.56 | 808,792 |
| 1.0 | 198 | 4,999,681 | 0 | 5,357,360 | 4,999,681 | 1.20 | 675,544 | |
| HK | -1.0 | 4 | -1,111,015 | -973,724 | -701,615 | 1,111,015 | 0.47 | 127,435 |
| 1.0 | 7 | 575,958 | 0 | 1,078,722 | 575,958 | 1.62 | 163,580 | |
| JP | -1.0 | 88 | -2,217,007 | -2,050,813 | -1,353,171 | 2,217,007 | 0.64 | 98,873 |
| 1.0 | 69 | 2,467,304 | 0 | 1,710,556 | 2,467,304 | 0.65 | 220,391 | |
| NZ | -1.0 | 2 | -42,788 | -42,788 | 6,724 | 42,788 | -0.08 | 7,177 |
| SG | -1.0 | 7 | -343,111 | -343,111 | -116,284 | 343,111 | 0.37 | 21,729 |
| 1.0 | 1 | 17,799 | 0 | 4,106 | 17,799 | 0.23 | 15 | |
| TH | -1.0 | 13 | -279,911 | -279,125 | -68,163 | 279,911 | 0.36 | 54,702 |
| 1.0 | 9 | 13,027 | 0 | 5,056 | 13,027 | 0.25 | 200 | |
| TW | 1.0 | 2 | 24,630 | 0 | 15,682 | 24,630 | 0.63 | -305 |