| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -943,447 | 16,394,192 | -1,574,285 | 1,496,517 | 486 | 195,630,798 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,668,820 | 8,668,820 | -8,653,292 | 632,775 |
| 1 | 7,725,372 | 7,725,372 | 7,079,008 | 863,742 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 37 | -224,639 | -35,975 | -116,764 | 797,202 | 0.52 | 4,114 |
| CN | 252 | -1,243,670 | -4,520,892 | -2,151,514 | 8,496,287 | 1.38 | 930,368 |
| HK | 21 | 723,701 | -40,236 | 1,247,903 | 1,279,908 | 1.11 | 262,575 |
| JP | 156 | -155,457 | -1,734,534 | -550,802 | 5,082,617 | 0.66 | 243,053 |
| NZ | 2 | -46,953 | -46,953 | 4,674 | 46,953 | -0.08 | 6,571 |
| PH | 1 | -7,554 | -7,554 | -2,086 | 7,554 | 0.28 | 1,728 |
| SG | 3 | 177,628 | 0 | 59,230 | 177,628 | 0.29 | 580 |
| TH | 11 | -273,600 | -181,263 | -85,026 | 273,649 | 0.40 | 30,188 |
| TW | 3 | 107,097 | -2,308 | 20,100 | 232,393 | 0.52 | 17,339 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 19 | -510,921 | -35,975 | -185,747 | 510,921 | 0.47 | 12,959 |
| 1 | 18 | 286,282 | 0 | 68,983 | 286,282 | 0.57 | -8,845 | |
| CN | -1 | 145 | -4,869,978 | -4,520,892 | -6,447,237 | 4,869,978 | 1.46 | 483,147 |
| 1 | 107 | 3,626,309 | 0 | 4,295,723 | 3,626,309 | 1.26 | 447,221 | |
| HK | -1 | 7 | -278,104 | -40,236 | -210,800 | 278,104 | 0.70 | 1,471 |
| 1 | 14 | 1,001,804 | 0 | 1,458,703 | 1,001,804 | 1.32 | 261,104 | |
| JP | -1 | 94 | -2,619,037 | -1,734,534 | -1,676,483 | 2,619,037 | 0.73 | 94,232 |
| 1 | 62 | 2,463,580 | 0 | 1,125,680 | 2,463,580 | 0.56 | 148,821 | |
| NZ | -1 | 2 | -46,953 | -46,953 | 4,674 | 46,953 | -0.08 | 6,571 |
| PH | -1 | 1 | -7,554 | -7,554 | -2,086 | 7,554 | 0.28 | 1,728 |
| SG | 1 | 3 | 177,628 | 0 | 59,230 | 177,628 | 0.29 | 580 |
| TH | -1 | 10 | -273,625 | -181,263 | -85,028 | 273,625 | 0.43 | 30,190 |
| 1 | 1 | 24 | 0 | 2 | 24 | 0.09 | -2 | |
| TW | -1 | 2 | -62,648 | -2,308 | -50,586 | 62,648 | 0.57 | 2,476 |
| 1 | 1 | 169,745 | 0 | 70,686 | 169,745 | 0.42 | 14,863 |