| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 361,973 | 11,309,237 | 53,802 | 839,634 | 435 | 195,776,118 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,473,632 | 5,473,632 | -4,505,072 | 367,306 |
| 1 | 5,835,605 | 5,835,605 | 4,558,875 | 472,328 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 43 | -40,229 | -6,924 | 189,250 | 1,309,488 | 0.56 | 29,132 |
| CN | 197 | 474,878 | -1,646,513 | -613,081 | 4,037,495 | 1.37 | 486,056 |
| HK | 17 | 145,888 | -57,579 | 462,991 | 521,882 | 1.43 | 87,900 |
| JP | 157 | -385,724 | -1,478,474 | -26,182 | 4,934,580 | 0.66 | 218,248 |
| NZ | 2 | 14,655 | 0 | -433 | 14,655 | -0.08 | -2,395 |
| SG | 2 | 14,476 | -571 | 5,401 | 15,618 | 0.33 | -205 |
| TH | 13 | -25,725 | -6,106 | -5,027 | 102,264 | 0.37 | -6,279 |
| TW | 4 | 163,754 | -1,148 | 40,883 | 373,255 | 0.51 | 27,177 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 18 | -674,858 | -6,924 | -203,451 | 674,858 | 0.42 | 34,013 |
| 1 | 25 | 634,629 | 0 | 392,701 | 634,629 | 0.65 | -4,881 | |
| CN | -1 | 99 | -1,781,308 | -1,646,513 | -2,520,344 | 1,781,308 | 1.51 | 239,080 |
| 1 | 98 | 2,256,187 | 0 | 1,907,262 | 2,256,187 | 1.23 | 246,976 | |
| HK | -1 | 5 | -187,997 | -57,579 | -153,198 | 187,997 | 0.92 | 493 |
| 1 | 12 | 333,885 | 0 | 616,189 | 333,885 | 1.64 | 87,407 | |
| JP | -1 | 74 | -2,660,152 | -1,478,474 | -1,540,897 | 2,660,152 | 0.65 | 94,452 |
| 1 | 83 | 2,274,428 | 0 | 1,514,715 | 2,274,428 | 0.66 | 123,796 | |
| NZ | 1 | 2 | 14,655 | 0 | -433 | 14,655 | -0.08 | -2,395 |
| SG | -1 | 1 | -571 | -571 | -161 | 571 | 0.28 | 88 |
| 1 | 1 | 15,047 | 0 | 5,562 | 15,047 | 0.37 | -293 | |
| TH | -1 | 9 | -63,995 | -6,106 | -16,093 | 63,995 | 0.41 | -1,973 |
| 1 | 4 | 38,269 | 0 | 11,066 | 38,269 | 0.26 | -4,306 | |
| TW | -1 | 3 | -104,751 | -1,148 | -70,930 | 104,751 | 0.54 | 1,153 |
| 1 | 1 | 268,504 | 0 | 111,813 | 268,504 | 0.42 | 26,024 |