| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,745,424 | 17,188,728 | -3,453,574 | 1,093,166 | 341 | 248,818,314 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,467,076 | 9,467,076 | -8,898,297 | 521,113 |
| 1 | 7,721,652 | 7,721,652 | 5,444,724 | 572,053 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 61,174 | -287,459 | -176,673 | 1,248,763 | 0.39 | 0.122 | 45,501 |
| CN | 146 | -1,424,733 | -3,302,507 | -2,806,826 | 8,455,510 | 1.58 | 0.098 | 585,157 |
| HK | 13 | 103,885 | -288,517 | 257,099 | 680,919 | 1.62 | 0.137 | 112,512 |
| ID | 1 | 546 | 0 | 119 | 546 | 0.22 | 0.136 | 74 |
| JP | 122 | -702,523 | -1,502,839 | -822,037 | 5,529,124 | 0.52 | 0.086 | 221,283 |
| NZ | 1 | -16,401 | -16,401 | 538 | 16,401 | -0.03 | 0.154 | 2,520 |
| SG | 3 | 93,550 | 0 | 33,273 | 93,550 | 0.37 | 0.069 | -6,897 |
| TH | 16 | 170,343 | -466,388 | 79,842 | 1,132,651 | 0.14 | 0.102 | 127,277 |
| TW | 3 | -31,264 | -31,264 | -18,909 | 31,264 | 0.67 | 0.183 | 5,740 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -593,795 | -287,459 | -253,877 | 593,795 | 0.54 | -0.148 | 71,253 |
| 1 | 18 | 654,968 | 0 | 77,204 | 654,968 | 0.24 | -0.073 | -25,753 | |
| CN | -1 | 97 | -4,940,122 | -3,302,507 | -6,635,892 | 4,940,122 | 1.60 | -0.004 | 57,654 |
| 1 | 49 | 3,515,388 | 0 | 3,829,066 | 3,515,388 | 1.54 | 0.099 | 527,503 | |
| HK | -1 | 4 | -288,517 | -288,517 | -207,772 | 288,517 | 1.69 | -0.087 | 29,687 |
| 1 | 9 | 392,402 | 0 | 464,871 | 392,402 | 1.58 | 0.160 | 82,825 | |
| ID | 1 | 1 | 546 | 0 | 119 | 546 | 0.22 | 0.136 | 74 |
| JP | -1 | 69 | -3,115,823 | -1,502,839 | -1,757,782 | 3,115,823 | 0.56 | -0.086 | 279,719 |
| 1 | 53 | 2,413,300 | 0 | 935,745 | 2,413,300 | 0.47 | -0.057 | -58,435 | |
| NZ | -1 | 1 | -16,401 | -16,401 | 538 | 16,401 | -0.03 | -0.154 | 2,520 |
| SG | 1 | 3 | 93,550 | 0 | 33,273 | 93,550 | 0.37 | -0.069 | -6,897 |
| TH | -1 | 6 | -481,154 | -466,388 | -24,604 | 481,154 | 0.08 | -0.123 | 74,540 |
| 1 | 10 | 651,497 | 0 | 104,445 | 651,497 | 0.18 | -0.011 | 52,736 | |
| TW | -1 | 3 | -31,264 | -31,264 | -18,909 | 31,264 | 0.67 | -0.183 | 5,740 |