| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,103,909 | 23,427,267 | -1,326,676 | 2,588,777 | 586 | 171,511,799 | 0.137 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,265,588 | 12,265,588 | -13,548,982 | 1,230,768 |
| 1 | 11,161,679 | 11,161,679 | 12,222,306 | 1,358,009 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 56 | -270,325 | -757,077 | -346,641 | 1,375,289 | 0.51 | 74,964 |
| CN | 488 | -1,199,768 | -9,358,228 | -832,914 | 20,187,880 | 1.37 | 2,312,717 |
| HK | 27 | -223,313 | -588,952 | -503,213 | 982,451 | 1.15 | 114,892 |
| MY | 1 | 300,569 | 0 | 27,053 | 300,569 | 0.09 | 36,368 |
| NZ | 2 | -39,380 | -39,380 | 3,138 | 39,380 | -0.08 | 6,891 |
| SG | 6 | -76,637 | -94,538 | -35,934 | 112,440 | 0.37 | 8,480 |
| TW | 6 | 404,946 | -12,156 | 361,836 | 429,257 | 0.87 | 34,465 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 43 | -822,807 | -757,077 | -464,745 | 822,807 | 0.57 | 72,981 |
| 1 | 13 | 552,482 | 0 | 118,105 | 552,482 | 0.33 | 1,983 | |
| CN | -1 | 238 | -10,693,824 | -9,358,228 | -12,089,198 | 10,693,824 | 1.47 | 1,112,219 |
| 1 | 250 | 9,494,056 | 0 | 11,256,284 | 9,494,056 | 1.27 | 1,200,498 | |
| HK | -1 | 20 | -602,882 | -588,952 | -940,208 | 602,882 | 1.20 | 29,113 |
| 1 | 7 | 379,569 | 0 | 436,995 | 379,569 | 1.02 | 85,779 | |
| MY | 1 | 1 | 300,569 | 0 | 27,053 | 300,569 | 0.09 | 36,368 |
| NZ | -1 | 2 | -39,380 | -39,380 | 3,138 | 39,380 | -0.08 | 6,891 |
| SG | -1 | 5 | -94,538 | -94,538 | -40,064 | 94,538 | 0.39 | 8,372 |
| 1 | 1 | 17,902 | 0 | 4,129 | 17,902 | 0.23 | 108 | |
| TW | -1 | 1 | -12,156 | -12,156 | -17,905 | 12,156 | 1.47 | 1,192 |
| 1 | 5 | 417,102 | 0 | 379,741 | 417,102 | 0.75 | 33,272 |