| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 157,859 | 3,704,038 | 152,175 | 80,119 | 225 | 42,012,621 | 0.088 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,773,090 | 1,773,090 | -2,102,924 | 187,292 |
| 1 | 1,930,948 | 1,930,948 | 2,255,098 | -107,172 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -513 | -37,100 | 5,638 | 142,476 | 0.60 | 0.088 | 7,251 |
| CN | 80 | 110,049 | -942,122 | 158,514 | 2,542,378 | 1.34 | 0.138 | 18,014 |
| HK | 16 | -59,190 | -82,889 | -89,346 | 170,811 | 1.35 | 0.111 | 7,404 |
| JP | 70 | 83,026 | -144,145 | 11,748 | 652,837 | 0.78 | 0.091 | 34,621 |
| NZ | 2 | 4,976 | 0 | 1,258 | 4,976 | 0.38 | 0.119 | -646 |
| SG | 1 | -25,027 | -25,027 | -19,901 | 25,027 | 0.80 | 0.100 | 2,510 |
| TH | 9 | -39,350 | -6,064 | -10,487 | 62,850 | 0.46 | 0.147 | 619 |
| TW | 9 | 83,888 | -8,108 | 94,751 | 102,682 | 1.24 | 0.130 | 10,346 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -71,495 | -37,100 | -40,677 | 71,495 | 0.59 | -0.119 | 8,472 |
| 1 | 24 | 70,982 | 0 | 46,315 | 70,982 | 0.61 | -0.034 | -1,221 | |
| CN | -1 | 36 | -1,216,165 | -942,122 | -1,635,294 | 1,216,165 | 1.41 | -0.121 | 172,211 |
| 1 | 44 | 1,326,213 | 0 | 1,793,808 | 1,326,213 | 1.28 | -0.047 | -154,197 | |
| HK | -1 | 12 | -115,000 | -82,889 | -147,021 | 115,000 | 1.34 | 0.010 | 1,678 |
| 1 | 4 | 55,811 | 0 | 57,675 | 55,811 | 1.36 | 0.161 | 5,726 | |
| JP | -1 | 40 | -284,906 | -144,145 | -234,564 | 284,906 | 0.82 | -0.016 | 4,173 |
| 1 | 30 | 367,932 | 0 | 246,312 | 367,932 | 0.73 | 0.051 | 30,448 | |
| NZ | 1 | 2 | 4,976 | 0 | 1,258 | 4,976 | 0.38 | -0.119 | -646 |
| SG | -1 | 1 | -25,027 | -25,027 | -19,901 | 25,027 | 0.80 | -0.100 | 2,510 |
| TH | -1 | 6 | -51,100 | -6,064 | -16,040 | 51,100 | 0.48 | 0.042 | -2,912 |
| 1 | 3 | 11,750 | 0 | 5,552 | 11,750 | 0.44 | 0.298 | 3,530 | |
| TW | -1 | 2 | -9,397 | -8,108 | -9,427 | 9,397 | 1.02 | -0.077 | 1,160 |
| 1 | 7 | 93,285 | 0 | 104,177 | 93,285 | 1.30 | 0.124 | 9,186 |