| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -46,816 | 2,477,495 | -98,824 | 89,247 | 266 | 42,228,005 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,262,155 | 1,262,155 | -1,192,280 | 23,573 |
| 1 | 1,215,339 | 1,215,339 | 1,093,456 | 65,675 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 13 | -26,454 | 0 | -7,302 | 54,876 | 0.56 | 0.087 | -3,833 |
| CN | 42 | -126,100 | 0 | -160,742 | 546,569 | 1.49 | 0.079 | -27,712 |
| HK | 22 | 68,813 | -11,898 | 129,993 | 166,775 | 1.57 | 0.194 | 19,414 |
| JP | 163 | 68,580 | -535,509 | -28,617 | 1,473,299 | 0.72 | 0.075 | 93,439 |
| NZ | 3 | 1,795 | 0 | 475 | 1,795 | 0.25 | 0.038 | -58 |
| SG | 2 | 447 | 0 | 170 | 852 | 0.28 | 0.083 | 26 |
| TH | 19 | -40,237 | -38,070 | -44,461 | 177,982 | 0.47 | 0.081 | 9,821 |
| TW | 2 | 6,340 | 0 | 11,661 | 55,347 | 1.18 | 0.036 | -1,850 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -40,665 | 0 | -14,522 | 40,665 | 0.47 | 0.074 | -2,726 |
| 1 | 6 | 14,211 | 0 | 7,220 | 14,211 | 0.67 | -0.086 | -1,107 | |
| CN | -1 | 31 | -336,335 | 0 | -504,145 | 336,335 | 1.40 | 0.033 | 3,482 |
| 1 | 11 | 210,235 | 0 | 343,403 | 210,235 | 1.73 | -0.137 | -31,194 | |
| HK | -1 | 7 | -48,981 | -11,898 | -60,608 | 48,981 | 1.48 | 0.066 | -2,626 |
| 1 | 15 | 117,794 | 0 | 190,601 | 117,794 | 1.61 | 0.229 | 22,041 | |
| JP | -1 | 80 | -702,359 | -535,509 | -520,210 | 702,359 | 0.77 | -0.025 | 30,324 |
| 1 | 83 | 770,939 | 0 | 491,593 | 770,939 | 0.68 | 0.057 | 63,115 | |
| NZ | 1 | 3 | 1,795 | 0 | 475 | 1,795 | 0.25 | -0.038 | -58 |
| SG | -1 | 1 | -202 | 0 | -47 | 202 | 0.23 | 0.096 | -19 |
| 1 | 1 | 650 | 0 | 217 | 650 | 0.33 | 0.070 | 46 | |
| TH | -1 | 15 | -109,110 | -38,070 | -65,791 | 109,110 | 0.51 | 0.030 | -3,480 |
| 1 | 4 | 68,872 | 0 | 21,330 | 68,872 | 0.35 | 0.189 | 13,301 | |
| TW | -1 | 1 | -24,503 | 0 | -26,957 | 24,503 | 1.10 | 0.056 | -1,381 |
| 1 | 1 | 30,844 | 0 | 38,618 | 30,844 | 1.25 | -0.015 | -469 |