| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,174,218 | 18,345,438 | -1,953,539 | 1,374,035 | 444 | 200,511,036 | 0.091 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,759,828 | 9,759,828 | -8,110,379 | 893,595 |
| 1 | 8,585,610 | 8,585,610 | 6,156,840 | 480,440 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | -135,890 | -1,194,731 | 387,098 | 2,265,443 | 0.47 | -0.035 | 156,266 |
| CN | 226 | -1,401,502 | -3,149,304 | -2,912,816 | 6,116,027 | 1.35 | -0.037 | 641,988 |
| HK | 17 | 59,164 | -429,949 | 524,313 | 1,059,052 | 1.30 | 0.102 | 140,371 |
| JP | 139 | -342,865 | -3,019,784 | -177,072 | 6,374,309 | 0.70 | 0.007 | 369,928 |
| NZ | 2 | -15,550 | -15,550 | 2,284 | 15,550 | -0.08 | -0.178 | 2,686 |
| PH | 1 | 468,556 | 0 | 129,381 | 468,556 | 0.28 | -0.108 | -50,374 |
| SG | 1 | 415,261 | 0 | 181,331 | 415,261 | 0.44 | -0.028 | -11,627 |
| TH | 10 | -216,358 | -921,281 | -82,593 | 1,626,204 | 0.34 | -0.108 | 124,383 |
| TW | 1 | -5,034 | -5,034 | -5,463 | 5,034 | 1.09 | -0.082 | 415 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 5 | -1,200,667 | -1,194,731 | -185,632 | 1,200,667 | 0.12 | -0.099 | 134,890 |
| 1 | 42 | 1,064,776 | 0 | 572,730 | 1,064,776 | 0.52 | -0.028 | 21,376 | |
| CN | -1 | 146 | -3,758,765 | -3,149,304 | -5,035,588 | 3,758,765 | 1.42 | -0.102 | 391,239 |
| 1 | 80 | 2,357,263 | 0 | 2,122,772 | 2,357,263 | 1.24 | 0.080 | 250,749 | |
| HK | -1 | 7 | -499,944 | -429,949 | -382,807 | 499,944 | 0.87 | -0.049 | 19,234 |
| 1 | 10 | 559,108 | 0 | 907,120 | 559,108 | 1.60 | 0.208 | 121,136 | |
| JP | -1 | 62 | -3,358,587 | -3,019,784 | -2,305,699 | 3,358,587 | 0.66 | -0.047 | 218,798 |
| 1 | 77 | 3,015,722 | 0 | 2,128,626 | 3,015,722 | 0.73 | 0.051 | 151,130 | |
| NZ | -1 | 2 | -15,550 | -15,550 | 2,284 | 15,550 | -0.08 | -0.178 | 2,686 |
| PH | 1 | 1 | 468,556 | 0 | 129,381 | 468,556 | 0.28 | -0.108 | -50,374 |
| SG | 1 | 1 | 415,261 | 0 | 181,331 | 415,261 | 0.44 | -0.028 | -11,627 |
| TH | -1 | 7 | -921,281 | -921,281 | -197,474 | 921,281 | 0.42 | -0.145 | 126,333 |
| 1 | 3 | 704,923 | 0 | 114,880 | 704,923 | 0.17 | -0.023 | -1,951 | |
| TW | -1 | 1 | -5,034 | -5,034 | -5,463 | 5,034 | 1.09 | -0.082 | 415 |