| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -8,039 | 7,429,485 | -67,685 | 550,316 | 424 | 42,352,014 | 0.175 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,718,762 | 3,718,762 | -3,776,938 | 382,875 |
| 1 | 3,710,723 | 3,710,723 | 3,709,253 | 167,440 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 58 | 41,229 | -92,792 | -27,196 | 465,398 | 0.64 | 0.086 | 3,572 |
| CN | 129 | -139,844 | -1,492,340 | -485,695 | 3,991,780 | 1.41 | 0.129 | 388,007 |
| HK | 21 | 106,876 | -30,130 | 211,148 | 179,446 | 1.49 | 0.105 | 17,293 |
| JP | 188 | 34,435 | -638,381 | 247,388 | 2,397,908 | 0.71 | 0.083 | 130,308 |
| NZ | 2 | 1,896 | 0 | 471 | 1,896 | 0.37 | 0.036 | -84 |
| PH | 1 | -18,106 | -18,106 | 693 | 18,106 | -0.04 | 0.250 | 4,534 |
| SG | 1 | 1,303 | 0 | 436 | 1,303 | 0.33 | 0.074 | 96 |
| TH | 14 | 21,621 | -497 | 415 | 92,925 | 0.47 | 0.108 | 2,427 |
| TW | 10 | -57,450 | -1,065 | -15,345 | 280,721 | 0.87 | 0.054 | 4,161 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -212,085 | -92,792 | -116,390 | 212,085 | 0.67 | -0.018 | -4,976 |
| 1 | 31 | 253,314 | 0 | 89,194 | 253,314 | 0.61 | -0.008 | 8,548 | |
| CN | -1 | 65 | -2,065,812 | -1,492,340 | -2,799,177 | 2,065,812 | 1.43 | -0.101 | 341,017 |
| 1 | 64 | 1,925,968 | 0 | 2,313,482 | 1,925,968 | 1.39 | 0.004 | 46,990 | |
| HK | -1 | 9 | -36,285 | -30,130 | -36,500 | 36,285 | 1.12 | 0.037 | -396 |
| 1 | 12 | 143,161 | 0 | 247,648 | 143,161 | 1.76 | 0.134 | 17,689 | |
| JP | -1 | 79 | -1,181,737 | -638,381 | -656,264 | 1,181,737 | 0.70 | -0.019 | 46,680 |
| 1 | 109 | 1,216,171 | 0 | 903,652 | 1,216,171 | 0.71 | 0.046 | 83,628 | |
| NZ | 1 | 2 | 1,896 | 0 | 471 | 1,896 | 0.37 | -0.036 | -84 |
| PH | -1 | 1 | -18,106 | -18,106 | 693 | 18,106 | -0.04 | -0.250 | 4,534 |
| SG | 1 | 1 | 1,303 | 0 | 436 | 1,303 | 0.33 | 0.074 | 96 |
| TH | -1 | 8 | -35,652 | -497 | -23,363 | 35,652 | 0.53 | 0.057 | -2,435 |
| 1 | 6 | 57,273 | 0 | 23,778 | 57,273 | 0.38 | 0.143 | 4,863 | |
| TW | -1 | 7 | -169,086 | -1,065 | -145,936 | 169,086 | 0.85 | -0.006 | -1,549 |
| 1 | 3 | 111,636 | 0 | 130,591 | 111,636 | 0.90 | -0.003 | 5,710 |