| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -80,730 | 3,191,100 | -204,974 | 109,522 | 250 | 42,029,671 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,635,915 | 1,635,915 | -2,033,078 | 170,770 |
| 1 | 1,555,185 | 1,555,185 | 1,828,105 | -61,249 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 31,398 | -46,300 | 14,717 | 148,775 | 0.57 | 0.075 | 7,759 |
| CN | 92 | -29,007 | -883,076 | -161,924 | 2,065,862 | 1.42 | 0.143 | 79,435 |
| HK | 22 | -63,366 | -47,263 | -60,143 | 183,503 | 1.30 | 0.117 | 4,688 |
| JP | 83 | 4,669 | -141,423 | -14,030 | 578,378 | 0.88 | 0.080 | 14,556 |
| NZ | 3 | 2,718 | 0 | 549 | 2,718 | 0.26 | 0.107 | -306 |
| SG | 2 | 7,777 | 0 | 2,942 | 7,777 | 0.49 | 0.057 | 551 |
| TH | 9 | -54,042 | -6,819 | -13,690 | 95,023 | 0.47 | 0.105 | -2,894 |
| TW | 5 | 19,123 | 0 | 26,605 | 109,064 | 1.06 | 0.038 | 5,733 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -58,688 | -46,300 | -31,430 | 58,688 | 0.53 | -0.080 | 9,911 |
| 1 | 21 | 90,087 | 0 | 46,148 | 90,087 | 0.60 | -0.039 | -2,152 | |
| CN | -1 | 39 | -1,047,435 | -883,076 | -1,469,345 | 1,047,435 | 1.51 | -0.121 | 174,201 |
| 1 | 53 | 1,018,428 | 0 | 1,307,421 | 1,018,428 | 1.36 | -0.043 | -94,766 | |
| HK | -1 | 16 | -123,434 | -47,263 | -158,367 | 123,434 | 1.29 | 0.053 | -9,630 |
| 1 | 6 | 60,069 | 0 | 98,224 | 60,069 | 1.32 | 0.167 | 14,318 | |
| JP | -1 | 32 | -286,854 | -141,423 | -297,903 | 286,854 | 0.96 | 0.007 | 391 |
| 1 | 51 | 291,524 | 0 | 283,873 | 291,524 | 0.83 | 0.038 | 14,165 | |
| NZ | 1 | 3 | 2,718 | 0 | 549 | 2,718 | 0.26 | -0.107 | -306 |
| SG | 1 | 2 | 7,777 | 0 | 2,942 | 7,777 | 0.49 | 0.032 | 551 |
| TH | -1 | 8 | -74,533 | -6,819 | -28,859 | 74,533 | 0.44 | 0.079 | -7,742 |
| 1 | 1 | 20,490 | 0 | 15,168 | 20,490 | 0.74 | 0.237 | 4,847 | |
| TW | -1 | 1 | -44,970 | 0 | -47,174 | 44,970 | 1.05 | -0.081 | 3,638 |
| 1 | 4 | 64,093 | 0 | 73,779 | 64,093 | 1.07 | 0.005 | 2,095 |