| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -624,615 | 6,923,120 | -800,743 | 385,809 | 438 | 42,032,855 | 0.165 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,773,868 | 3,773,868 | -3,473,781 | 277,175 |
| 1 | 3,149,253 | 3,149,253 | 2,673,038 | 108,634 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 58 | 14,486 | -127,890 | 23,209 | 415,245 | 0.60 | 0.080 | 23,134 |
| CN | 90 | -516,563 | -1,141,348 | -910,575 | 3,082,593 | 1.30 | 0.121 | 136,537 |
| HK | 21 | 71,276 | -74,078 | 141,120 | 243,395 | 1.49 | 0.154 | 31,800 |
| JP | 232 | -54,627 | -1,062,666 | 27,063 | 2,701,817 | 0.69 | 0.066 | 165,268 |
| KR | 1 | 13,553 | 0 | -8,937 | 13,553 | -0.66 | 0.232 | -3,149 |
| NZ | 3 | 666 | -2,008 | -547 | 4,681 | 0.17 | 0.141 | 165 |
| SG | 3 | -114,889 | -114,889 | -54,026 | 114,889 | 0.35 | 0.011 | -1,107 |
| TH | 19 | 19,974 | -18,997 | 15,367 | 121,610 | 0.36 | 0.153 | 17,507 |
| TW | 11 | -58,491 | -88,074 | -33,417 | 225,338 | 0.79 | 0.102 | 15,654 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -200,379 | -127,890 | -105,499 | 200,379 | 0.58 | -0.089 | 18,636 |
| 1 | 31 | 214,866 | 0 | 128,709 | 214,866 | 0.62 | 0.010 | 4,498 | |
| CN | -1 | 54 | -1,799,578 | -1,141,348 | -2,242,868 | 1,799,578 | 1.29 | -0.086 | 174,329 |
| 1 | 36 | 1,283,015 | 0 | 1,332,293 | 1,283,015 | 1.31 | -0.007 | -37,793 | |
| HK | -1 | 6 | -86,059 | -74,078 | -65,218 | 86,059 | 0.88 | 0.069 | 3,522 |
| 1 | 15 | 157,336 | 0 | 206,338 | 157,336 | 1.74 | 0.177 | 28,277 | |
| JP | -1 | 121 | -1,378,222 | -1,062,666 | -883,133 | 1,378,222 | 0.65 | -0.037 | 67,646 |
| 1 | 111 | 1,323,595 | 0 | 910,196 | 1,323,595 | 0.73 | 0.067 | 97,622 | |
| KR | 1 | 1 | 13,553 | 0 | -8,937 | 13,553 | -0.66 | -0.232 | -3,149 |
| NZ | -1 | 2 | -2,008 | -2,008 | -483 | 2,008 | 0.27 | -0.165 | 417 |
| 1 | 1 | 2,674 | 0 | -65 | 2,674 | -0.02 | -0.094 | -252 | |
| SG | -1 | 3 | -114,889 | -114,889 | -54,026 | 114,889 | 0.35 | 0.009 | -1,107 |
| TH | -1 | 7 | -50,818 | -18,997 | -18,547 | 50,818 | 0.28 | 0.038 | -780 |
| 1 | 12 | 70,792 | 0 | 33,914 | 70,792 | 0.41 | 0.195 | 18,287 | |
| TW | -1 | 6 | -141,914 | -88,074 | -104,007 | 141,914 | 0.70 | -0.110 | 14,511 |
| 1 | 5 | 83,423 | 0 | 70,589 | 83,423 | 0.89 | -0.029 | 1,143 |