| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 8,827 | 3,499,242 | 6,286 | 44,080 | 270 | 42,082,781 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,745,208 | 1,745,208 | -2,047,776 | 126,507 |
| 1 | 1,754,034 | 1,754,034 | 2,054,062 | -82,427 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 18,305 | -20,161 | 23,446 | 79,594 | 0.69 | 0.079 | 1,182 |
| CN | 97 | 35,678 | -836,286 | -50,787 | 2,169,180 | 1.36 | 0.130 | 20,494 |
| HK | 32 | -31,878 | -93,196 | 3,585 | 326,391 | 1.21 | 0.112 | 6,061 |
| JP | 97 | -56,361 | -188,144 | -29,074 | 721,593 | 0.78 | 0.067 | 13,135 |
| NZ | 2 | 374 | -682 | -53 | 1,737 | 0.31 | 0.063 | 51 |
| SG | 2 | 52,719 | 0 | 34,502 | 52,719 | 0.67 | 0.055 | 2,708 |
| TH | 13 | -63,631 | -7,651 | -16,606 | 94,407 | 0.46 | 0.134 | -6,951 |
| TW | 5 | 53,621 | 0 | 41,273 | 53,621 | 1.39 | 0.172 | 7,399 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -30,644 | -20,161 | -17,600 | 30,644 | 0.62 | -0.056 | 2,143 |
| 1 | 12 | 48,949 | 0 | 41,047 | 48,949 | 0.74 | -0.032 | -960 | |
| CN | -1 | 60 | -1,066,751 | -836,286 | -1,502,060 | 1,066,751 | 1.31 | -0.084 | 154,143 |
| 1 | 37 | 1,102,429 | 0 | 1,451,273 | 1,102,429 | 1.43 | -0.083 | -133,649 | |
| HK | -1 | 23 | -179,134 | -93,196 | -194,852 | 179,134 | 1.15 | 0.071 | -15,779 |
| 1 | 9 | 147,257 | 0 | 198,437 | 147,257 | 1.37 | 0.174 | 21,839 | |
| JP | -1 | 49 | -388,977 | -188,144 | -305,421 | 388,977 | 0.79 | 0.011 | -3,735 |
| 1 | 48 | 332,616 | 0 | 276,347 | 332,616 | 0.77 | 0.044 | 16,870 | |
| NZ | -1 | 1 | -682 | -682 | -279 | 682 | 0.41 | -0.106 | 72 |
| 1 | 1 | 1,055 | 0 | 226 | 1,055 | 0.21 | -0.020 | -22 | |
| SG | 1 | 2 | 52,719 | 0 | 34,502 | 52,719 | 0.67 | 0.055 | 2,708 |
| TH | -1 | 8 | -79,019 | -7,651 | -27,564 | 79,019 | 0.33 | 0.082 | -10,338 |
| 1 | 5 | 15,388 | 0 | 10,958 | 15,388 | 0.66 | 0.208 | 3,388 | |
| TW | 1 | 5 | 53,621 | 0 | 41,273 | 53,621 | 1.39 | 0.155 | 7,399 |