| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 40,606 | 4,077,844 | 271,839 | 76,024 | 294 | 42,138,237 | 0.097 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,018,619 | 2,018,619 | -2,194,050 | 182,887 |
| 1 | 2,059,225 | 2,059,225 | 2,465,889 | -106,862 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 25,612 | -61,241 | 20,699 | 171,108 | 0.60 | 0.070 | 10,950 |
| CN | 107 | 4,974 | -1,024,657 | 402,492 | 2,343,667 | 1.39 | 0.142 | 11,148 |
| HK | 19 | -46,340 | -28,549 | -78,959 | 184,374 | 1.44 | 0.131 | 2,595 |
| JP | 120 | -40,872 | -352,375 | -140,238 | 1,148,778 | 0.78 | 0.077 | 42,418 |
| NZ | 2 | -434 | -6,158 | -1,298 | 11,881 | 0.31 | 0.057 | 687 |
| SG | 1 | 103,312 | 0 | 57,091 | 103,312 | 0.55 | 0.043 | 4,394 |
| TH | 9 | -30,814 | 0 | -5,773 | 89,555 | 0.49 | 0.157 | 1,150 |
| TW | 3 | 25,169 | 0 | 17,824 | 25,169 | 0.68 | 0.124 | 2,682 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -72,748 | -61,241 | -36,954 | 72,748 | 0.54 | -0.052 | 8,259 |
| 1 | 20 | 98,360 | 0 | 57,653 | 98,360 | 0.63 | 0.010 | 2,691 | |
| CN | -1 | 64 | -1,169,346 | -1,024,657 | -1,432,649 | 1,169,346 | 1.33 | -0.116 | 186,021 |
| 1 | 43 | 1,174,320 | 0 | 1,835,141 | 1,174,320 | 1.47 | -0.106 | -174,873 | |
| HK | -1 | 16 | -115,357 | -28,549 | -168,765 | 115,357 | 1.47 | 0.070 | -12,897 |
| 1 | 3 | 69,017 | 0 | 89,806 | 69,017 | 1.28 | 0.209 | 15,492 | |
| JP | -1 | 66 | -594,825 | -352,375 | -524,899 | 594,825 | 0.87 | -0.002 | 7,118 |
| 1 | 54 | 553,953 | 0 | 384,661 | 553,953 | 0.66 | 0.045 | 35,300 | |
| NZ | -1 | 1 | -6,158 | -6,158 | -2,521 | 6,158 | 0.41 | -0.092 | 564 |
| 1 | 1 | 5,723 | 0 | 1,224 | 5,723 | 0.21 | 0.021 | 123 | |
| SG | 1 | 1 | 103,312 | 0 | 57,091 | 103,312 | 0.55 | 0.043 | 4,394 |
| TH | -1 | 6 | -60,185 | 0 | -28,263 | 60,185 | 0.43 | 0.121 | -6,178 |
| 1 | 3 | 29,370 | 0 | 22,489 | 29,370 | 0.61 | 0.228 | 7,328 | |
| TW | 1 | 3 | 25,169 | 0 | 17,824 | 25,169 | 0.68 | 0.124 | 2,682 |