| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,049,783 | 11,700,309 | -1,641,086 | 850,028 | 380 | 196,077,881 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,375,046 | 6,375,046 | -5,466,074 | 429,809 |
| 1.0 | 5,325,263 | 5,325,263 | 3,824,987 | 420,219 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 42 | 56,968 | -528,229 | 308,519 | 1,158,418 | 0.56 | 32,641 |
| CN | 172 | -185,443 | -2,680,413 | -2,428,738 | 6,210,801 | 1.35 | 626,024 |
| HK | 18 | -186,849 | -246,538 | 131,465 | 605,151 | 1.24 | 39,859 |
| JP | 132 | -673,688 | -1,481,346 | 365,935 | 3,613,868 | 0.66 | 148,086 |
| NZ | 2 | 10,116 | 0 | -394 | 10,116 | -0.08 | -1,764 |
| SG | 1 | 10,674 | 0 | 8,101 | 10,674 | 0.76 | -894 |
| TH | 12 | -64,493 | -69,166 | -15,588 | 74,212 | 0.47 | 7,641 |
| TW | 1 | -17,070 | 0 | -10,386 | 17,070 | 0.61 | -1,566 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 5 | -550,725 | -528,229 | -105,225 | 550,725 | 0.25 | 57,488 |
| 1.0 | 37 | 607,693 | 0 | 413,744 | 607,693 | 0.61 | -24,846 | |
| CN | -1.0 | 122 | -3,198,122 | -2,680,413 | -4,184,349 | 3,198,122 | 1.34 | 275,795 |
| 1.0 | 50 | 3,012,679 | 0 | 1,755,612 | 3,012,679 | 1.37 | 350,229 | |
| HK | -1.0 | 7 | -396,000 | -246,538 | -202,635 | 396,000 | 0.69 | 17,307 |
| 1.0 | 11 | 209,151 | 0 | 334,100 | 209,151 | 1.59 | 22,552 | |
| JP | -1.0 | 58 | -2,143,778 | -1,481,346 | -947,131 | 2,143,778 | 0.56 | 72,192 |
| 1.0 | 74 | 1,470,090 | 0 | 1,313,066 | 1,470,090 | 0.74 | 75,894 | |
| NZ | 1.0 | 2 | 10,116 | 0 | -394 | 10,116 | -0.08 | -1,764 |
| SG | 1.0 | 1 | 10,674 | 0 | 8,101 | 10,674 | 0.76 | -894 |
| TH | -1.0 | 10 | -69,352 | -69,166 | -16,348 | 69,352 | 0.51 | 8,593 |
| 1.0 | 2 | 4,860 | 0 | 760 | 4,860 | 0.26 | -952 | |
| TW | -1.0 | 1 | -17,070 | 0 | -10,386 | 17,070 | 0.61 | -1,566 |