| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,599,312 | 19,649,020 | -2,211,925 | 2,163,884 | 630 | 150,830,379 | 0.130 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,624,166 | 10,624,166 | -10,649,567 | 1,093,773 |
| 1 | 9,024,854 | 9,024,854 | 8,437,642 | 1,070,112 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 57 | -306,302 | -1,187,976 | -67,377 | 2,224,641 | 0.44 | 95,955 |
| CN | 371 | -396,483 | -5,357,974 | -2,723,750 | 10,366,401 | 1.37 | 1,374,255 |
| HK | 11 | -535,352 | -974,263 | 377,316 | 1,687,907 | 1.20 | 293,577 |
| JP | 157 | 248,445 | -2,035,634 | 354,740 | 4,649,642 | 0.64 | 316,735 |
| NZ | 2 | -42,267 | -42,267 | 6,642 | 42,267 | -0.08 | 7,089 |
| SG | 8 | -324,665 | -342,429 | -111,955 | 360,193 | 0.36 | 21,823 |
| TH | 22 | -267,282 | -279,542 | -63,201 | 293,375 | 0.32 | 54,776 |
| TW | 2 | 24,595 | 0 | 15,659 | 24,595 | 0.63 | -326 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 39 | -1,265,472 | -1,187,976 | -361,398 | 1,265,472 | 0.50 | 79,561 |
| 1 | 18 | 959,169 | 0 | 294,021 | 959,169 | 0.32 | 16,393 | |
| CN | -1 | 173 | -5,381,442 | -5,357,974 | -8,065,335 | 5,381,442 | 1.56 | 703,427 |
| 1 | 198 | 4,984,959 | 0 | 5,341,585 | 4,984,959 | 1.20 | 670,828 | |
| HK | -1 | 4 | -1,111,630 | -974,263 | -702,003 | 1,111,630 | 0.47 | 129,000 |
| 1 | 7 | 576,277 | 0 | 1,079,319 | 576,277 | 1.62 | 164,577 | |
| JP | -1 | 88 | -2,200,599 | -2,035,634 | -1,343,156 | 2,200,599 | 0.64 | 98,350 |
| 1 | 69 | 2,449,043 | 0 | 1,697,896 | 2,449,043 | 0.65 | 218,385 | |
| NZ | -1 | 2 | -42,267 | -42,267 | 6,642 | 42,267 | -0.08 | 7,089 |
| SG | -1 | 7 | -342,429 | -342,429 | -116,052 | 342,429 | 0.37 | 21,785 |
| 1 | 1 | 17,764 | 0 | 4,098 | 17,764 | 0.23 | 38 | |
| TH | -1 | 13 | -280,328 | -279,542 | -68,265 | 280,328 | 0.36 | 54,560 |
| 1 | 9 | 13,046 | 0 | 5,064 | 13,046 | 0.25 | 216 | |
| TW | 1 | 2 | 24,595 | 0 | 15,659 | 24,595 | 0.63 | -326 |