| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -139,403 | 13,166,088 | -451,292 | 449,115 | 489 | 41,948,349 | 0.314 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,652,745 | 6,652,745 | -6,964,247 | 511,582 |
| 1 | 6,513,342 | 6,513,342 | 6,512,955 | -62,468 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | -4,484 | -262,984 | 1,464 | 702,585 | 0.62 | 0.072 | 28,971 |
| CN | 189 | -224,692 | -2,658,865 | -739,774 | 7,829,543 | 1.32 | 0.119 | 239,783 |
| HK | 22 | -115,989 | -112,097 | -215,061 | 324,968 | 1.67 | 0.106 | -1,110 |
| JP | 206 | 243,628 | -1,134,310 | 502,986 | 3,682,589 | 0.71 | 0.063 | 193,061 |
| KR | 3 | 4,054 | 0 | 15,210 | 40,251 | 0.62 | 0.043 | -1,118 |
| MY | 1 | -49,969 | 0 | -13,051 | 49,969 | 0.26 | 0.097 | -4,836 |
| SG | 4 | -20,879 | -10,561 | -4,998 | 20,879 | 0.33 | 0.026 | -596 |
| TH | 8 | 24,677 | 0 | 10,056 | 88,890 | 0.53 | 0.085 | 8,907 |
| TW | 11 | 4,249 | -88,430 | -8,123 | 426,414 | 0.97 | 0.078 | -13,946 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -353,534 | -262,984 | -128,297 | 353,534 | 0.49 | -0.100 | 31,235 |
| 1 | 25 | 349,051 | 0 | 129,761 | 349,051 | 0.73 | 0.019 | -2,264 | |
| CN | -1 | 84 | -4,027,118 | -2,658,865 | -5,199,820 | 4,027,118 | 1.34 | -0.109 | 489,474 |
| 1 | 105 | 3,802,426 | 0 | 4,460,046 | 3,802,426 | 1.31 | -0.029 | -249,691 | |
| HK | -1 | 13 | -220,478 | -112,097 | -357,852 | 220,478 | 1.63 | 0.059 | -16,011 |
| 1 | 9 | 104,490 | 0 | 142,791 | 104,490 | 1.74 | 0.156 | 14,901 | |
| JP | -1 | 100 | -1,719,480 | -1,134,310 | -1,020,678 | 1,719,480 | 0.65 | -0.001 | 1,119 |
| 1 | 106 | 1,963,109 | 0 | 1,523,664 | 1,963,109 | 0.77 | 0.084 | 191,942 | |
| KR | -1 | 1 | -18,098 | 0 | -4,430 | 18,098 | 0.24 | -0.009 | 154 |
| 1 | 2 | 22,153 | 0 | 19,640 | 22,153 | 0.81 | -0.060 | -1,273 | |
| MY | -1 | 1 | -49,969 | 0 | -13,051 | 49,969 | 0.26 | 0.097 | -4,836 |
| SG | -1 | 4 | -20,879 | -10,561 | -4,998 | 20,879 | 0.33 | 0.012 | -596 |
| TH | -1 | 6 | -32,106 | 0 | -17,807 | 32,106 | 0.55 | 0.052 | -1,885 |
| 1 | 2 | 56,783 | 0 | 27,863 | 56,783 | 0.47 | 0.186 | 10,792 | |
| TW | -1 | 7 | -211,082 | -88,430 | -217,315 | 211,082 | 0.95 | -0.042 | 12,929 |
| 1 | 4 | 215,332 | 0 | 209,191 | 215,332 | 1.01 | -0.066 | -26,875 |