| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -30,074 | 3,346,767 | -97,984 | 207,348 | 251 | 42,063,672 | 0.080 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,688,420 | 1,688,420 | -1,906,757 | 169,890 |
| 1 | 1,658,347 | 1,658,347 | 1,808,773 | 37,457 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 82,877 | -26,513 | 63,660 | 140,039 | 0.71 | 0.078 | 4,631 |
| CN | 79 | -11,467 | -654,222 | 3,594 | 1,471,405 | 1.45 | 0.132 | 109,569 |
| HK | 12 | -101,630 | -57,766 | -113,801 | 159,552 | 1.53 | 0.175 | 7,326 |
| JP | 114 | -89,575 | -446,991 | -151,796 | 1,395,736 | 0.82 | 0.081 | 68,682 |
| NZ | 2 | -4,104 | -5,703 | -1,993 | 7,302 | 0.31 | 0.067 | 506 |
| TH | 9 | 1,457 | 0 | 4,024 | 80,366 | 0.56 | 0.122 | 5,651 |
| TW | 5 | 92,368 | 0 | 98,328 | 92,368 | 1.08 | 0.129 | 10,983 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -28,581 | -26,513 | -12,174 | 28,581 | 0.71 | -0.035 | 2,702 |
| 1 | 23 | 111,458 | 0 | 75,834 | 111,458 | 0.71 | 0.018 | 1,929 | |
| CN | -1 | 31 | -741,436 | -654,222 | -1,047,715 | 741,436 | 1.46 | -0.165 | 147,686 |
| 1 | 48 | 729,969 | 0 | 1,051,310 | 729,969 | 1.44 | -0.021 | -38,117 | |
| HK | -1 | 9 | -130,591 | -57,766 | -167,615 | 130,591 | 1.47 | 0.060 | -505 |
| 1 | 3 | 28,961 | 0 | 53,813 | 28,961 | 1.70 | 0.208 | 7,831 | |
| JP | -1 | 62 | -742,655 | -446,991 | -646,972 | 742,655 | 0.88 | -0.024 | 22,212 |
| 1 | 52 | 653,080 | 0 | 495,176 | 653,080 | 0.74 | 0.072 | 46,471 | |
| NZ | -1 | 1 | -5,703 | -5,703 | -2,335 | 5,703 | 0.41 | -0.099 | 562 |
| 1 | 1 | 1,599 | 0 | 342 | 1,599 | 0.21 | -0.035 | -56 | |
| TH | -1 | 5 | -39,455 | 0 | -29,946 | 39,455 | 0.40 | 0.104 | -2,766 |
| 1 | 4 | 40,911 | 0 | 33,970 | 40,911 | 0.76 | 0.144 | 8,417 | |
| TW | 1 | 5 | 92,368 | 0 | 98,328 | 92,368 | 1.08 | 0.129 | 10,983 |