| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,525,342 | 16,437,152 | -2,516,628 | 925,605 | 447 | 195,698,849 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,981,247 | 8,981,247 | -7,920,790 | 597,126 |
| 1 | 7,455,905 | 7,455,905 | 5,404,161 | 328,479 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 40 | -12,357 | -587,197 | 214,118 | 1,587,223 | 0.53 | 28,634 |
| CN | 229 | -873,770 | -2,660,369 | -3,794,640 | 7,092,499 | 1.44 | 633,013 |
| HK | 20 | -75,381 | -45,480 | 246,228 | 800,460 | 1.46 | 34,482 |
| ID | 1 | -760 | 0 | 90 | 760 | -0.12 | 8 |
| JP | 139 | 305,130 | -1,281,457 | 926,239 | 5,600,472 | 0.70 | 132,797 |
| NZ | 2 | 5,774 | 0 | -743 | 5,774 | -0.08 | -1,044 |
| SG | 1 | 2,418 | 0 | 1,835 | 2,418 | 0.76 | -226 |
| TH | 15 | -876,394 | -673,166 | -109,755 | 1,347,546 | 0.29 | 97,942 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 10 | -799,790 | -587,197 | -193,674 | 799,790 | 0.33 | 51,801 |
| 1 | 30 | 787,433 | 0 | 407,792 | 787,433 | 0.60 | -23,168 | |
| CN | -1 | 164 | -3,983,134 | -2,660,369 | -5,737,371 | 3,983,134 | 1.53 | 368,223 |
| 1 | 65 | 3,109,364 | 0 | 1,942,731 | 3,109,364 | 1.20 | 264,790 | |
| HK | -1 | 7 | -437,921 | -45,480 | -323,578 | 437,921 | 0.99 | -8,145 |
| 1 | 13 | 362,540 | 0 | 569,806 | 362,540 | 1.71 | 42,627 | |
| ID | -1 | 1 | -760 | 0 | 90 | 760 | -0.12 | 8 |
| JP | -1 | 58 | -2,647,671 | -1,281,457 | -1,506,148 | 2,647,671 | 0.60 | 46,332 |
| 1 | 81 | 2,952,801 | 0 | 2,432,388 | 2,952,801 | 0.76 | 86,465 | |
| NZ | 1 | 2 | 5,774 | 0 | -743 | 5,774 | -0.08 | -1,044 |
| SG | 1 | 1 | 2,418 | 0 | 1,835 | 2,418 | 0.76 | -226 |
| TH | -1 | 7 | -1,111,970 | -673,166 | -160,109 | 1,111,970 | 0.35 | 138,907 |
| 1 | 8 | 235,576 | 0 | 50,354 | 235,576 | 0.24 | -40,965 |