| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -829,943 | 12,288,194 | -1,450,423 | 1,274,883 | 192 | 404,164,995 | 0.030 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,559,069 | 6,559,069 | -5,957,966 | 786,842 |
| 1 | 5,729,125 | 5,729,125 | 4,507,543 | 488,041 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 254,614 | -1,512,698 | -4,041 | 3,936,451 | 0.43 | 0.099 | 292,553 |
| CN | 97 | -1,882,935 | -2,928,462 | -2,056,857 | 5,449,610 | 1.33 | 0.109 | 482,913 |
| HK | 13 | 1,038,395 | -131,937 | 742,956 | 1,302,269 | 1.25 | 0.151 | 277,527 |
| KR | 14 | -91,970 | -324,377 | -91,145 | 627,761 | 0.60 | 0.188 | 99,190 |
| MY | 2 | 141,750 | 0 | 39,793 | 141,750 | 0.31 | 0.167 | 31,711 |
| NZ | 1 | -310,719 | -310,719 | -90,774 | 310,719 | 0.29 | 0.133 | 41,410 |
| SG | 4 | 36,796 | -23,442 | 217 | 83,679 | 0.42 | 0.096 | 7,918 |
| TW | 12 | -15,874 | -161,382 | 9,427 | 435,957 | 0.90 | 0.109 | 41,660 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -1,840,919 | -1,512,698 | -588,409 | 1,840,919 | 0.53 | -0.130 | 207,463 |
| 1 | 24 | 2,095,532 | 0 | 584,368 | 2,095,532 | 0.33 | -0.045 | 85,090 | |
| CN | -1 | 65 | -3,666,272 | -2,928,462 | -4,582,532 | 3,666,272 | 1.37 | -0.041 | 433,517 |
| 1 | 32 | 1,783,338 | 0 | 2,525,675 | 1,783,338 | 1.25 | 0.006 | 49,396 | |
| HK | -1 | 3 | -131,937 | -131,937 | -300,283 | 131,937 | 2.01 | -0.035 | 2,404 |
| 1 | 10 | 1,170,332 | 0 | 1,043,240 | 1,170,332 | 1.02 | 0.186 | 275,124 | |
| KR | -1 | 12 | -359,865 | -324,377 | -204,628 | 359,865 | 0.62 | -0.213 | 82,626 |
| 1 | 2 | 267,896 | 0 | 113,483 | 267,896 | 0.48 | 0.041 | 16,564 | |
| MY | 1 | 2 | 141,750 | 0 | 39,793 | 141,750 | 0.31 | 0.167 | 31,711 |
| NZ | -1 | 1 | -310,719 | -310,719 | -90,774 | 310,719 | 0.29 | -0.133 | 41,410 |
| SG | -1 | 1 | -23,442 | -23,442 | -15,567 | 23,442 | 0.66 | -0.133 | 3,113 |
| 1 | 3 | 60,237 | 0 | 15,784 | 60,237 | 0.34 | 0.084 | 4,804 | |
| TW | -1 | 7 | -225,915 | -161,382 | -175,773 | 225,915 | 0.89 | -0.080 | 16,309 |
| 1 | 5 | 210,041 | 0 | 185,200 | 210,041 | 0.92 | 0.109 | 25,352 |