| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -353,979 | 9,692,833 | -17,282 | 544,083 | 496 | 42,076,216 | 0.230 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,023,406 | 5,023,406 | -4,502,345 | 241,621 |
| 1 | 4,669,427 | 4,669,427 | 4,485,064 | 302,462 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 72 | -963,941 | -483,317 | -465,799 | 1,170,123 | 0.59 | 0.084 | 31,538 |
| CN | 146 | -70,229 | -1,610,808 | 424,157 | 4,298,518 | 1.29 | 0.123 | 224,756 |
| HK | 41 | 30,912 | -127,535 | -102,617 | 899,687 | 1.31 | 0.160 | 59,335 |
| JP | 176 | 195,590 | -416,524 | 84,988 | 1,898,586 | 0.69 | 0.073 | 42,132 |
| NZ | 2 | 2,558 | -485 | 451 | 3,528 | 0.30 | 0.101 | -244 |
| PH | 1 | 3,210 | 0 | 1,400 | 3,210 | 0.44 | 0.320 | 1,026 |
| SG | 3 | -45 | 0 | 1,828 | 35,940 | 0.40 | 0.082 | 533 |
| TH | 29 | 486,245 | 0 | 128,710 | 533,110 | 0.40 | 0.159 | 87,491 |
| TW | 26 | -38,280 | -130,124 | -90,400 | 850,131 | 0.94 | 0.127 | 97,516 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 55 | -1,067,032 | -483,317 | -556,085 | 1,067,032 | 0.56 | -0.043 | 38,323 |
| 1 | 17 | 103,091 | 0 | 90,285 | 103,091 | 0.71 | -0.037 | -6,784 | |
| CN | -1 | 86 | -2,184,373 | -1,610,808 | -2,330,844 | 2,184,373 | 1.17 | -0.073 | 252,830 |
| 1 | 60 | 2,114,145 | 0 | 2,755,001 | 2,114,145 | 1.46 | -0.016 | -28,074 | |
| HK | -1 | 19 | -434,388 | -127,535 | -551,225 | 434,388 | 1.42 | 0.085 | -42,830 |
| 1 | 22 | 465,299 | 0 | 448,609 | 465,299 | 1.21 | 0.200 | 102,164 | |
| JP | -1 | 80 | -851,498 | -416,524 | -609,438 | 851,498 | 0.71 | 0.022 | -25,528 |
| 1 | 96 | 1,047,088 | 0 | 694,426 | 1,047,088 | 0.67 | 0.042 | 67,660 | |
| NZ | -1 | 1 | -485 | -485 | -193 | 485 | 0.40 | -0.105 | 51 |
| 1 | 1 | 3,043 | 0 | 644 | 3,043 | 0.21 | -0.097 | -294 | |
| PH | 1 | 1 | 3,210 | 0 | 1,400 | 3,210 | 0.44 | 0.320 | 1,026 |
| SG | -1 | 1 | -17,993 | 0 | -4,147 | 17,993 | 0.23 | 0.077 | -1,394 |
| 1 | 2 | 17,948 | 0 | 5,975 | 17,948 | 0.49 | 0.026 | 1,927 | |
| TH | -1 | 3 | -23,432 | 0 | -16,813 | 23,432 | 0.51 | 0.119 | -1,992 |
| 1 | 26 | 509,678 | 0 | 145,523 | 509,678 | 0.39 | 0.164 | 89,482 | |
| TW | -1 | 14 | -444,206 | -130,124 | -433,600 | 444,206 | 0.99 | -0.061 | 22,162 |
| 1 | 12 | 405,925 | 0 | 343,200 | 405,925 | 0.88 | 0.183 | 75,355 |