| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 115,818 | 4,382,778 | 183,512 | 173,314 | 251 | 42,035,577 | 0.104 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,133,480 | 2,133,480 | -2,721,210 | 269,347 |
| 1 | 2,249,298 | 2,249,298 | 2,904,721 | -96,033 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 43,280 | -37,475 | 25,393 | 158,954 | 0.69 | 0.086 | -8,298 |
| CN | 103 | 85,790 | -1,376,133 | 270,973 | 3,200,639 | 1.42 | 0.134 | 118,724 |
| HK | 24 | -71,569 | -88,067 | -119,714 | 297,082 | 1.45 | 0.128 | 9,240 |
| JP | 73 | 118,509 | -149,784 | 41,918 | 533,043 | 0.76 | 0.082 | 34,671 |
| NZ | 1 | -193 | -193 | -77 | 193 | 0.40 | 0.097 | 19 |
| PH | 1 | 2,259 | 0 | 901 | 2,259 | 0.40 | 0.222 | 502 |
| SG | 1 | -12,052 | -12,052 | -7,856 | 12,052 | 0.65 | 0.023 | -280 |
| TH | 8 | -26,389 | 0 | 387 | 75,601 | 0.45 | 0.211 | 3,129 |
| TW | 5 | -23,816 | -45,107 | -28,413 | 102,956 | 1.02 | 0.146 | 15,609 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -57,837 | -37,475 | -50,199 | 57,837 | 0.74 | -0.074 | 5,211 |
| 1 | 17 | 101,117 | 0 | 75,592 | 101,117 | 0.63 | -0.066 | -13,509 | |
| CN | -1 | 51 | -1,557,424 | -1,376,133 | -2,131,527 | 1,557,424 | 1.40 | -0.120 | 258,655 |
| 1 | 52 | 1,643,214 | 0 | 2,402,500 | 1,643,214 | 1.45 | 0.002 | -139,931 | |
| HK | -1 | 17 | -184,326 | -88,067 | -257,817 | 184,326 | 1.44 | 0.037 | -6,658 |
| 1 | 7 | 112,756 | 0 | 138,103 | 112,756 | 1.47 | 0.202 | 15,898 | |
| JP | -1 | 25 | -207,267 | -149,784 | -197,277 | 207,267 | 0.85 | -0.051 | 10,149 |
| 1 | 48 | 325,776 | 0 | 239,195 | 325,776 | 0.71 | 0.064 | 24,522 | |
| NZ | -1 | 1 | -193 | -193 | -77 | 193 | 0.40 | -0.097 | 19 |
| PH | 1 | 1 | 2,259 | 0 | 901 | 2,259 | 0.40 | 0.222 | 502 |
| SG | -1 | 1 | -12,052 | -12,052 | -7,856 | 12,052 | 0.65 | 0.023 | -280 |
| TH | -1 | 2 | -50,995 | 0 | -9,487 | 50,995 | 0.39 | 0.040 | -4,465 |
| 1 | 6 | 24,606 | 0 | 9,873 | 24,606 | 0.46 | 0.259 | 7,594 | |
| TW | -1 | 3 | -63,386 | -45,107 | -66,970 | 63,386 | 1.12 | -0.079 | 6,718 |
| 1 | 2 | 39,570 | 0 | 38,557 | 39,570 | 0.88 | 0.246 | 8,890 |