| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 3,376 | 3,181,027 | -2,885 | 78,017 | 268 | 42,086,421 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,588,825 | 1,588,825 | -1,786,425 | 101,997 |
| 1 | 1,592,201 | 1,592,201 | 1,783,539 | -23,980 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -31,211 | -72,715 | -8,459 | 215,421 | 0.64 | 0.083 | 14,652 |
| CN | 80 | -24,813 | -574,757 | -68,799 | 1,413,606 | 1.42 | 0.126 | -10,494 |
| HK | 26 | 1,238 | -57,676 | 6,603 | 239,939 | 1.54 | 0.161 | 31,654 |
| JP | 116 | 14,161 | -249,612 | 45,946 | 1,256,434 | 0.85 | 0.085 | 28,918 |
| NZ | 1 | 1,500 | 0 | 787 | 1,500 | 0.52 | 0.090 | -135 |
| SG | 1 | -3,722 | -3,722 | -4,543 | 3,722 | 1.22 | 0.033 | 121 |
| TH | 5 | 46,224 | 0 | 25,580 | 50,405 | 0.52 | 0.245 | 13,301 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 31 | -123,316 | -72,715 | -77,416 | 123,316 | 0.65 | -0.041 | 5,987 |
| 1 | 8 | 92,105 | 0 | 68,958 | 92,105 | 0.58 | -0.007 | 8,666 | |
| CN | -1 | 56 | -719,210 | -574,757 | -995,130 | 719,210 | 1.41 | -0.087 | 109,189 |
| 1 | 24 | 694,396 | 0 | 926,331 | 694,396 | 1.44 | -0.113 | -119,683 | |
| HK | -1 | 19 | -119,351 | -57,676 | -202,550 | 119,351 | 1.59 | 0.071 | -3,589 |
| 1 | 7 | 120,588 | 0 | 209,153 | 120,588 | 1.41 | 0.170 | 35,243 | |
| JP | -1 | 54 | -621,137 | -249,612 | -505,494 | 621,137 | 0.87 | 0.012 | -9,355 |
| 1 | 62 | 635,298 | 0 | 551,439 | 635,298 | 0.83 | 0.046 | 38,273 | |
| NZ | 1 | 1 | 1,500 | 0 | 787 | 1,500 | 0.52 | -0.090 | -135 |
| SG | -1 | 1 | -3,722 | -3,722 | -4,543 | 3,722 | 1.22 | -0.033 | 121 |
| TH | -1 | 1 | -2,090 | 0 | -1,292 | 2,090 | 0.62 | 0.170 | -356 |
| 1 | 4 | 48,315 | 0 | 26,872 | 48,315 | 0.49 | 0.264 | 13,657 |