| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -606,274 | 19,144,854 | 115,738 | 1,206,690 | 381 | 399,891,028 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,875,564 | 9,875,564 | -7,992,071 | 665,760 |
| 1 | 9,269,290 | 9,269,290 | 8,107,809 | 540,930 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -208,887 | -859,253 | 43,594 | 1,713,596 | 0.49 | 0.083 | 113,163 |
| CN | 103 | -1,656,085 | -3,317,226 | -2,117,242 | 6,129,596 | 1.40 | 0.104 | 475,898 |
| HK | 18 | 837,850 | -252,914 | 1,247,759 | 2,160,069 | 1.74 | 0.134 | 300,232 |
| JP | 175 | -356,865 | -2,148,685 | 577,299 | 7,340,823 | 0.72 | 0.054 | 52,703 |
| KR | 12 | -202,867 | -152,287 | -118,539 | 202,867 | 0.55 | 0.189 | 34,361 |
| NZ | 1 | -16,157 | -16,157 | -5,176 | 16,157 | 0.32 | 0.158 | 2,548 |
| SG | 3 | 38,801 | 0 | 17,876 | 38,801 | 0.47 | 0.132 | 5,074 |
| TH | 18 | 658,722 | 0 | 219,900 | 1,079,582 | 0.41 | 0.125 | 145,758 |
| TW | 7 | 299,213 | -82,075 | 250,267 | 463,363 | 1.10 | 0.129 | 76,953 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -961,242 | -859,253 | -250,910 | 961,242 | 0.45 | -0.078 | 78,823 |
| 1 | 18 | 752,354 | 0 | 294,504 | 752,354 | 0.56 | -0.003 | 34,340 | |
| CN | -1 | 69 | -3,892,840 | -3,317,226 | -4,092,471 | 3,892,840 | 1.52 | -0.074 | 501,681 |
| 1 | 34 | 2,236,755 | 0 | 1,975,229 | 2,236,755 | 1.14 | -0.009 | -25,784 | |
| HK | -1 | 6 | -661,109 | -252,914 | -957,671 | 661,109 | 1.95 | 0.024 | -36,181 |
| 1 | 12 | 1,498,960 | 0 | 2,205,430 | 1,498,960 | 1.63 | 0.151 | 336,413 | |
| JP | -1 | 125 | -3,848,844 | -2,148,685 | -2,453,686 | 3,848,844 | 0.68 | -0.032 | 85,026 |
| 1 | 50 | 3,491,979 | 0 | 3,030,985 | 3,491,979 | 0.80 | 0.014 | -32,323 | |
| KR | -1 | 12 | -202,867 | -152,287 | -118,539 | 202,867 | 0.55 | -0.189 | 34,361 |
| NZ | -1 | 1 | -16,157 | -16,157 | -5,176 | 16,157 | 0.32 | -0.158 | 2,548 |
| SG | 1 | 3 | 38,801 | 0 | 17,876 | 38,801 | 0.47 | 0.132 | 5,074 |
| TH | -1 | 2 | -210,430 | 0 | -9,803 | 210,430 | 0.34 | 0.051 | -8,409 |
| 1 | 16 | 869,152 | 0 | 229,702 | 869,152 | 0.41 | 0.134 | 154,167 | |
| TW | -1 | 5 | -82,075 | -82,075 | -103,815 | 82,075 | 1.15 | -0.106 | 7,911 |
| 1 | 2 | 381,288 | 0 | 354,082 | 381,288 | 0.96 | 0.031 | 69,042 |