| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 180,397 | 4,132,829 | -30,565 | 66,936 | 266 | 42,072,365 | 0.098 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,976,216 | 1,976,216 | -2,339,155 | 158,835 |
| 1 | 2,156,613 | 2,156,613 | 2,308,590 | -91,900 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 1,360 | -68,682 | 750 | 149,637 | 0.60 | 0.100 | 8,106 |
| CN | 104 | 82,542 | -855,214 | 151,788 | 2,520,804 | 1.38 | 0.131 | -44,193 |
| HK | 21 | -68,404 | -119,133 | -137,693 | 225,464 | 1.65 | 0.124 | 13,539 |
| JP | 93 | 76,599 | -291,171 | -106,345 | 1,114,139 | 0.81 | 0.084 | 75,562 |
| NZ | 2 | -652 | -4,781 | -1,025 | 8,911 | 0.30 | 0.118 | 128 |
| SG | 1 | 2,428 | 0 | 588 | 2,428 | 0.24 | 0.008 | -19 |
| TH | 6 | 34,457 | 0 | 16,698 | 34,457 | 0.48 | 0.207 | 6,484 |
| TW | 6 | 52,067 | 0 | 44,673 | 76,989 | 0.99 | 0.128 | 7,328 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -74,139 | -68,682 | -44,052 | 74,139 | 0.66 | -0.138 | 10,107 |
| 1 | 18 | 75,499 | 0 | 44,803 | 75,499 | 0.55 | -0.010 | -2,001 | |
| CN | -1 | 63 | -1,219,131 | -855,214 | -1,540,430 | 1,219,131 | 1.32 | -0.091 | 130,259 |
| 1 | 41 | 1,301,673 | 0 | 1,692,217 | 1,301,673 | 1.47 | -0.084 | -174,451 | |
| HK | -1 | 17 | -146,934 | -119,133 | -252,591 | 146,934 | 1.66 | 0.038 | -1,815 |
| 1 | 4 | 78,530 | 0 | 114,898 | 78,530 | 1.62 | 0.222 | 15,354 | |
| JP | -1 | 46 | -518,770 | -291,171 | -483,362 | 518,770 | 0.89 | -0.035 | 19,609 |
| 1 | 47 | 595,369 | 0 | 377,017 | 595,369 | 0.74 | 0.067 | 55,953 | |
| NZ | -1 | 1 | -4,781 | -4,781 | -1,899 | 4,781 | 0.40 | -0.123 | 590 |
| 1 | 1 | 4,129 | 0 | 874 | 4,129 | 0.21 | -0.112 | -462 | |
| SG | 1 | 1 | 2,428 | 0 | 588 | 2,428 | 0.24 | -0.008 | -19 |
| TH | 1 | 6 | 34,457 | 0 | 16,698 | 34,457 | 0.48 | 0.207 | 6,484 |
| TW | -1 | 1 | -12,461 | 0 | -16,822 | 12,461 | 1.35 | -0.007 | 86 |
| 1 | 5 | 64,528 | 0 | 61,496 | 64,528 | 0.92 | 0.124 | 7,241 |