| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -327,143 | 5,571,893 | -524,322 | 332,518 | 398 | 42,098,812 | 0.132 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,949,518 | 2,949,518 | -2,919,288 | 217,881 |
| 1 | 2,622,375 | 2,622,375 | 2,394,966 | 114,637 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 57 | -5,388 | -197,531 | -103,300 | 523,853 | 0.64 | 0.087 | 27,113 |
| CN | 85 | -389,432 | -1,194,870 | -176,055 | 2,394,252 | 1.30 | 0.117 | 156,073 |
| HK | 26 | 154,595 | -55,765 | 94,632 | 413,095 | 1.48 | 0.219 | 65,793 |
| JP | 194 | -52,173 | -499,757 | -233,559 | 1,840,791 | 0.67 | 0.064 | 66,688 |
| MY | 1 | 518 | 0 | 144 | 518 | 0.28 | 0.209 | 108 |
| NZ | 2 | 1,278 | 0 | 459 | 1,278 | 0.39 | 0.124 | -167 |
| SG | 2 | 26,591 | 0 | 10,960 | 26,591 | 0.36 | 0.061 | 1,162 |
| TH | 20 | 29,938 | -26,030 | -22,081 | 185,485 | 0.36 | 0.111 | 5,221 |
| TW | 11 | -93,070 | -56,733 | -95,522 | 186,029 | 0.87 | 0.064 | 10,526 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 35 | -264,621 | -197,531 | -199,682 | 264,621 | 0.75 | -0.085 | 31,001 |
| 1 | 22 | 259,232 | 0 | 96,381 | 259,232 | 0.47 | -0.036 | -3,887 | |
| CN | -1 | 36 | -1,391,842 | -1,194,870 | -1,557,862 | 1,391,842 | 1.34 | -0.058 | 174,906 |
| 1 | 49 | 1,002,410 | 0 | 1,381,808 | 1,002,410 | 1.28 | -0.000 | -18,833 | |
| HK | -1 | 11 | -129,250 | -55,765 | -206,634 | 129,250 | 1.80 | 0.052 | -11,763 |
| 1 | 15 | 283,845 | 0 | 301,266 | 283,845 | 1.24 | 0.290 | 77,556 | |
| JP | -1 | 92 | -946,482 | -499,757 | -795,345 | 946,482 | 0.80 | -0.024 | 20,253 |
| 1 | 102 | 894,309 | 0 | 561,786 | 894,309 | 0.55 | 0.045 | 46,435 | |
| MY | 1 | 1 | 518 | 0 | 144 | 518 | 0.28 | 0.209 | 108 |
| NZ | 1 | 2 | 1,278 | 0 | 459 | 1,278 | 0.39 | -0.124 | -167 |
| SG | 1 | 2 | 26,591 | 0 | 10,960 | 26,591 | 0.36 | 0.061 | 1,162 |
| TH | -1 | 12 | -77,774 | -26,030 | -32,681 | 77,774 | 0.46 | 0.079 | -1,537 |
| 1 | 8 | 107,712 | 0 | 10,600 | 107,712 | 0.22 | 0.128 | 6,758 | |
| TW | -1 | 8 | -139,549 | -56,733 | -127,083 | 139,549 | 0.88 | -0.050 | 5,021 |
| 1 | 3 | 46,480 | 0 | 31,561 | 46,480 | 0.87 | 0.047 | 5,505 |