| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -297,446 | 6,691,077 | -289,747 | 244,589 | 446 | 41,950,971 | 0.159 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,494,261 | 3,494,261 | -3,323,621 | 209,115 |
| 1 | 3,196,816 | 3,196,816 | 3,033,875 | 35,474 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -25,185 | -136,327 | -9,387 | 324,553 | 0.60 | 0.073 | 20,716 |
| CN | 92 | -210,094 | -1,093,097 | -475,907 | 3,026,395 | 1.37 | 0.111 | 16,437 |
| HK | 23 | -46,071 | -106,506 | -97,840 | 236,750 | 1.42 | 0.134 | 15,371 |
| JP | 234 | 256,839 | -926,316 | 425,186 | 2,563,215 | 0.69 | 0.074 | 178,821 |
| NZ | 4 | -2,387 | -6,221 | -1,961 | 10,055 | 0.26 | 0.109 | 492 |
| PH | 1 | 1,976 | 0 | 1,353 | 1,976 | 0.68 | 0.263 | 520 |
| SG | 6 | -133,443 | -94,744 | -63,228 | 133,443 | 0.38 | 0.027 | -1,373 |
| TH | 20 | -78,120 | -70,627 | -43,528 | 159,432 | 0.48 | 0.117 | 4,064 |
| TW | 11 | -60,961 | -104,920 | -24,435 | 235,259 | 0.82 | 0.087 | 9,542 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -174,869 | -136,327 | -100,854 | 174,869 | 0.66 | -0.075 | 15,680 |
| 1 | 29 | 149,684 | 0 | 91,467 | 149,684 | 0.54 | 0.023 | 5,036 | |
| CN | -1 | 63 | -1,618,244 | -1,093,097 | -2,143,630 | 1,618,244 | 1.44 | -0.062 | 147,840 |
| 1 | 29 | 1,408,150 | 0 | 1,667,723 | 1,408,150 | 1.22 | -0.059 | -131,404 | |
| HK | -1 | 11 | -141,411 | -106,506 | -205,576 | 141,411 | 1.47 | 0.052 | -5,704 |
| 1 | 12 | 95,340 | 0 | 107,737 | 95,340 | 1.37 | 0.185 | 21,075 | |
| JP | -1 | 111 | -1,153,188 | -926,316 | -645,516 | 1,153,188 | 0.60 | -0.027 | 41,302 |
| 1 | 123 | 1,410,027 | 0 | 1,070,702 | 1,410,027 | 0.77 | 0.091 | 137,518 | |
| NZ | -1 | 3 | -6,221 | -6,221 | -1,868 | 6,221 | 0.36 | -0.124 | 742 |
| 1 | 1 | 3,834 | 0 | -93 | 3,834 | -0.02 | -0.065 | -250 | |
| PH | 1 | 1 | 1,976 | 0 | 1,353 | 1,976 | 0.68 | 0.263 | 520 |
| SG | -1 | 6 | -133,443 | -94,744 | -63,228 | 133,443 | 0.38 | 0.023 | -1,373 |
| TH | -1 | 11 | -118,776 | -70,627 | -62,175 | 118,776 | 0.43 | 0.030 | -3,312 |
| 1 | 9 | 40,656 | 0 | 18,648 | 40,656 | 0.55 | 0.189 | 7,376 | |
| TW | -1 | 6 | -148,110 | -104,920 | -100,773 | 148,110 | 0.67 | -0.090 | 13,939 |
| 1 | 5 | 87,149 | 0 | 76,339 | 87,149 | 0.99 | -0.024 | -4,398 |