| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 661,629 | 6,463,758 | 883,448 | 98,685 | 496 | 42,105,634 | 0.154 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,901,065 | 2,901,065 | -2,646,461 | 83,647 |
| 1 | 3,562,693 | 3,562,693 | 3,529,909 | 15,038 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 78 | -165,644 | -58,228 | -20,458 | 603,500 | 0.66 | 0.072 | -6,137 |
| CN | 135 | 591,199 | -601,267 | 937,598 | 3,088,050 | 1.36 | 0.116 | 26,257 |
| HK | 29 | 41,419 | -5,013 | -13,120 | 347,179 | 1.25 | 0.181 | 23,450 |
| JP | 213 | 160,366 | -323,756 | 28,448 | 1,964,952 | 0.71 | 0.067 | 27,651 |
| NZ | 3 | -1,270 | -4,768 | -1,001 | 8,266 | 0.39 | 0.097 | 384 |
| SG | 4 | -50,080 | -35,387 | -22,458 | 50,080 | 0.50 | 0.040 | -1,068 |
| TH | 22 | 97,113 | -13,123 | 13,104 | 198,766 | 0.37 | 0.117 | 18,534 |
| TW | 12 | -11,474 | -16,319 | -38,666 | 202,965 | 0.70 | 0.072 | 9,614 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 38 | -384,572 | -58,228 | -192,797 | 384,572 | 0.57 | -0.020 | -3,944 |
| 1 | 40 | 218,928 | 0 | 172,338 | 218,928 | 0.76 | -0.006 | -2,193 | |
| CN | -1 | 62 | -1,248,426 | -601,267 | -1,425,808 | 1,248,426 | 1.31 | -0.068 | 122,169 |
| 1 | 73 | 1,839,625 | 0 | 2,363,406 | 1,839,625 | 1.40 | -0.012 | -95,912 | |
| HK | -1 | 13 | -152,880 | -5,013 | -181,380 | 152,880 | 1.17 | 0.108 | -18,087 |
| 1 | 16 | 194,299 | 0 | 168,259 | 194,299 | 1.31 | 0.207 | 41,537 | |
| JP | -1 | 102 | -902,293 | -323,756 | -695,100 | 902,293 | 0.77 | 0.006 | -12,909 |
| 1 | 111 | 1,062,659 | 0 | 723,548 | 1,062,659 | 0.66 | 0.027 | 40,560 | |
| NZ | -1 | 1 | -4,768 | -4,768 | -1,893 | 4,768 | 0.40 | -0.144 | 687 |
| 1 | 2 | 3,498 | 0 | 893 | 3,498 | 0.38 | -0.073 | -303 | |
| SG | -1 | 4 | -50,080 | -35,387 | -22,458 | 50,080 | 0.50 | 0.016 | -1,068 |
| TH | -1 | 12 | -50,827 | -13,123 | -24,475 | 50,827 | 0.38 | 0.087 | -3,948 |
| 1 | 10 | 147,940 | 0 | 37,579 | 147,940 | 0.36 | 0.139 | 22,482 | |
| TW | -1 | 4 | -107,220 | -16,319 | -102,552 | 107,220 | 0.91 | -0.017 | 747 |
| 1 | 8 | 95,745 | 0 | 63,886 | 95,745 | 0.60 | 0.074 | 8,867 |