| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -279,643 | 3,784,286 | -427,912 | 209,667 | 224 | 42,359,905 | 0.089 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,031,964 | 2,031,964 | -1,991,770 | 83,067 |
| 1 | 1,752,322 | 1,752,322 | 1,563,858 | 126,600 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -14,988 | -119,857 | -16,435 | 543,918 | 0.51 | 0.082 | 17,586 |
| CN | 57 | -321,303 | -703,178 | -544,999 | 1,345,150 | 1.32 | 0.102 | 106,325 |
| HK | 17 | 60,183 | -5,379 | 49,815 | 190,249 | 1.63 | 0.218 | 21,917 |
| JP | 93 | 67,180 | -329,257 | 160,934 | 1,429,094 | 0.70 | 0.053 | 61,404 |
| KR | 6 | 39,460 | 0 | 25,276 | 41,629 | 0.71 | 0.142 | -4,311 |
| TH | 11 | -28,110 | -46,089 | -11,504 | 89,774 | 0.44 | 0.081 | 2,269 |
| TW | 6 | -82,064 | 0 | -90,999 | 144,472 | 0.93 | 0.086 | 4,478 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -279,453 | -119,857 | -101,921 | 279,453 | 0.38 | -0.079 | 14,718 |
| 1 | 14 | 264,465 | 0 | 85,486 | 264,465 | 0.69 | -0.012 | 2,868 | |
| CN | -1 | 28 | -833,227 | -703,178 | -1,217,445 | 833,227 | 1.35 | -0.088 | 76,813 |
| 1 | 29 | 511,924 | 0 | 672,446 | 511,924 | 1.28 | 0.038 | 29,511 | |
| HK | -1 | 6 | -65,033 | -5,379 | -95,603 | 65,033 | 1.56 | 0.138 | -9,087 |
| 1 | 11 | 125,216 | 0 | 145,417 | 125,216 | 1.66 | 0.239 | 31,004 | |
| JP | -1 | 48 | -680,957 | -329,257 | -433,324 | 680,957 | 0.72 | -0.027 | 3,840 |
| 1 | 45 | 748,137 | 0 | 594,258 | 748,137 | 0.69 | 0.021 | 57,564 | |
| KR | -1 | 1 | -1,084 | 0 | -820 | 1,084 | 0.76 | -0.041 | 44 |
| 1 | 5 | 40,544 | 0 | 26,096 | 40,544 | 0.70 | -0.137 | -4,356 | |
| TH | -1 | 3 | -58,942 | -46,089 | -19,261 | 58,942 | 0.79 | 0.013 | 860 |
| 1 | 8 | 30,832 | 0 | 7,757 | 30,832 | 0.31 | 0.076 | 1,409 | |
| TW | -1 | 5 | -113,268 | 0 | -123,396 | 113,268 | 0.91 | 0.048 | -4,121 |
| 1 | 1 | 31,204 | 0 | 32,397 | 31,204 | 1.04 | 0.276 | 8,599 |