| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,024,340 | 12,068,728 | -1,492,660 | 840,111 | 375 | 196,152,452 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,546,534 | 6,546,534 | -6,693,310 | 387,631 |
| 1.0 | 5,522,194 | 5,522,194 | 5,200,650 | 452,481 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 32 | -173,041 | -418,404 | -26,915 | 1,384,006 | 0.55 | 16,426 |
| CN | 180 | -946,651 | -2,832,793 | -1,761,612 | 6,577,261 | 1.37 | 639,397 |
| HK | 10 | 112,784 | -71,309 | 80,165 | 298,946 | 1.35 | 33,477 |
| JP | 147 | 46,231 | -1,171,716 | 282,607 | 3,732,137 | 0.66 | 147,250 |
| NZ | 2 | 2,766 | 0 | -417 | 2,766 | -0.08 | -490 |
| SG | 1 | 3,592 | 0 | 2,726 | 3,592 | 0.76 | -342 |
| TW | 3 | -70,020 | -50,879 | -69,213 | 70,020 | 0.95 | 4,393 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 10 | -778,523 | -418,404 | -209,924 | 778,523 | 0.36 | 43,853 |
| 1.0 | 22 | 605,482 | 0 | 183,009 | 605,482 | 0.63 | -27,427 | |
| CN | -1.0 | 120 | -3,761,956 | -2,832,793 | -5,393,098 | 3,761,956 | 1.41 | 281,800 |
| 1.0 | 60 | 2,815,305 | 0 | 3,631,486 | 2,815,305 | 1.27 | 357,597 | |
| HK | -1.0 | 5 | -93,081 | -71,309 | -140,234 | 93,081 | 1.31 | 3,579 |
| 1.0 | 5 | 205,865 | 0 | 220,399 | 205,865 | 1.38 | 29,899 | |
| JP | -1.0 | 53 | -1,842,953 | -1,171,716 | -880,841 | 1,842,953 | 0.72 | 54,006 |
| 1.0 | 94 | 1,889,184 | 0 | 1,163,448 | 1,889,184 | 0.63 | 93,244 | |
| NZ | 1.0 | 2 | 2,766 | 0 | -417 | 2,766 | -0.08 | -490 |
| SG | 1.0 | 1 | 3,592 | 0 | 2,726 | 3,592 | 0.76 | -342 |
| TW | -1.0 | 3 | -70,020 | -50,879 | -69,213 | 70,020 | 0.95 | 4,393 |