| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -193,458 | 3,084,643 | 127,526 | 194,679 | 244 | 42,081,636 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,639,051 | 1,639,051 | -1,657,049 | 185,809 |
| 1 | 1,445,592 | 1,445,592 | 1,784,575 | 8,870 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 17,860 | -35,419 | 22,259 | 104,460 | 0.65 | 0.088 | 4,488 |
| CN | 94 | -117,190 | -791,092 | 4,541 | 1,925,353 | 1.40 | 0.139 | 123,094 |
| HK | 19 | 51,305 | -27,363 | 141,789 | 179,068 | 1.53 | 0.156 | 40,117 |
| JP | 75 | -16,083 | -188,740 | -41,455 | 552,389 | 0.70 | 0.084 | 22,553 |
| NZ | 1 | -3,867 | -3,867 | -1,535 | 3,867 | 0.40 | 0.115 | 446 |
| SG | 1 | 41,053 | 0 | 49,032 | 41,053 | 1.19 | 0.108 | 4,414 |
| TH | 15 | -191,001 | 0 | -42,392 | 195,046 | 0.48 | 0.087 | -6,652 |
| TW | 6 | 24,463 | 0 | -4,714 | 83,408 | 0.79 | 0.108 | 6,218 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -43,300 | -35,419 | -17,596 | 43,300 | 0.44 | -0.060 | 4,641 |
| 1 | 21 | 61,160 | 0 | 39,855 | 61,160 | 0.78 | -0.034 | -153 | |
| CN | -1 | 37 | -1,021,271 | -791,092 | -1,212,122 | 1,021,271 | 1.36 | -0.158 | 172,513 |
| 1 | 57 | 904,082 | 0 | 1,216,663 | 904,082 | 1.43 | -0.038 | -49,419 | |
| HK | -1 | 13 | -63,882 | -27,363 | -86,484 | 63,882 | 1.45 | 0.035 | 3,488 |
| 1 | 6 | 115,186 | 0 | 228,274 | 115,186 | 1.71 | 0.280 | 36,628 | |
| JP | -1 | 37 | -284,236 | -188,740 | -255,636 | 284,236 | 0.74 | -0.033 | 11,557 |
| 1 | 38 | 268,153 | 0 | 214,181 | 268,153 | 0.66 | 0.027 | 10,996 | |
| NZ | -1 | 1 | -3,867 | -3,867 | -1,535 | 3,867 | 0.40 | -0.115 | 446 |
| SG | 1 | 1 | 41,053 | 0 | 49,032 | 41,053 | 1.19 | 0.108 | 4,414 |
| TH | -1 | 14 | -193,023 | 0 | -43,889 | 193,023 | 0.46 | 0.074 | -7,040 |
| 1 | 1 | 2,023 | 0 | 1,497 | 2,023 | 0.74 | 0.192 | 389 | |
| TW | -1 | 1 | -29,472 | 0 | -39,786 | 29,472 | 1.35 | -0.007 | 203 |
| 1 | 5 | 53,935 | 0 | 35,073 | 53,935 | 0.67 | 0.129 | 6,015 |