| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 346,957 | 14,476,241 | 753,415 | 634,037 | 306 | 299,867,988 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,064,642 | 7,064,642 | -6,958,858 | 281,408 |
| 1 | 7,411,599 | 7,411,599 | 7,712,273 | 352,628 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 421,361 | -481,090 | 277,050 | 1,629,956 | 0.57 | 0.098 | 57,436 |
| CN | 90 | 595,926 | -1,686,478 | 502,416 | 6,406,158 | 1.35 | 0.112 | 410,760 |
| HK | 20 | 183,760 | -172,573 | 229,607 | 976,499 | 1.57 | 0.133 | 65,499 |
| JP | 124 | -195,946 | -766,480 | -44,193 | 3,692,960 | 0.75 | 0.056 | 3,024 |
| KR | 6 | -60,687 | -16,082 | -31,476 | 81,365 | 0.44 | 0.170 | 13,021 |
| SG | 4 | -43,749 | -29,301 | -14,511 | 64,051 | 0.36 | 0.038 | 932 |
| TH | 17 | -383,663 | -265,540 | -186,641 | 664,051 | 0.41 | 0.089 | 20,899 |
| TW | 8 | -170,046 | -565,624 | 21,163 | 961,201 | 1.08 | 0.050 | 62,466 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -604,298 | -481,090 | -171,569 | 604,298 | 0.51 | -0.113 | 69,525 |
| 1 | 26 | 1,025,659 | 0 | 448,619 | 1,025,659 | 0.60 | -0.073 | -12,088 | |
| CN | -1 | 44 | -2,905,116 | -1,686,478 | -4,116,714 | 2,905,116 | 1.39 | -0.048 | 172,449 |
| 1 | 46 | 3,501,042 | 0 | 4,619,130 | 3,501,042 | 1.32 | 0.069 | 238,311 | |
| HK | -1 | 8 | -396,369 | -172,573 | -567,737 | 396,369 | 1.28 | 0.076 | -20,197 |
| 1 | 12 | 580,129 | 0 | 797,344 | 580,129 | 1.77 | 0.135 | 85,696 | |
| JP | -1 | 58 | -1,944,453 | -766,480 | -1,458,520 | 1,944,453 | 0.62 | -0.034 | 11,368 |
| 1 | 66 | 1,748,507 | 0 | 1,414,327 | 1,748,507 | 0.87 | -0.019 | -8,344 | |
| KR | -1 | 5 | -71,026 | -16,082 | -35,176 | 71,026 | 0.46 | -0.180 | 11,774 |
| 1 | 1 | 10,339 | 0 | 3,699 | 10,339 | 0.36 | 0.121 | 1,247 | |
| SG | -1 | 3 | -53,900 | -29,301 | -19,823 | 53,900 | 0.31 | -0.005 | 1,361 |
| 1 | 1 | 10,151 | 0 | 5,312 | 10,151 | 0.52 | -0.042 | -429 | |
| TH | -1 | 14 | -523,857 | -265,540 | -214,748 | 523,857 | 0.40 | 0.031 | 653 |
| 1 | 3 | 140,194 | 0 | 28,107 | 140,194 | 0.49 | 0.048 | 20,246 | |
| TW | -1 | 1 | -565,624 | -565,624 | -374,572 | 565,624 | 0.66 | -0.061 | 34,477 |
| 1 | 7 | 395,578 | 0 | 395,736 | 395,578 | 1.14 | 0.045 | 27,990 |