| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 349,919 | 6,709,090 | -8,669 | 315,908 | 371 | 42,103,354 | 0.159 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,179,585 | 3,179,585 | -3,313,232 | 157,890 |
| 1 | 3,529,504 | 3,529,504 | 3,304,563 | 158,017 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 79,150 | -959 | 45,710 | 310,021 | 0.64 | 0.086 | 12,798 |
| CN | 114 | 145,456 | -928,236 | 11,670 | 2,495,480 | 1.41 | 0.115 | -23,216 |
| HK | 26 | -156,048 | -60,474 | -187,064 | 398,556 | 1.38 | 0.142 | 8,317 |
| JP | 152 | -20,762 | -799,379 | 74,122 | 2,889,351 | 0.81 | 0.091 | 222,500 |
| MY | 1 | 12,831 | 0 | 3,442 | 12,831 | 0.27 | 0.197 | 2,527 |
| NZ | 1 | 1,976 | 0 | 1,036 | 1,976 | 0.52 | 0.112 | -222 |
| SG | 1 | -62,629 | -62,629 | -76,429 | 62,629 | 1.22 | 0.064 | 4,035 |
| TH | 19 | 263,501 | -16,854 | 55,056 | 304,454 | 0.35 | 0.180 | 52,863 |
| TW | 11 | 86,445 | -551 | 63,789 | 233,791 | 1.19 | 0.163 | 36,305 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -115,436 | -959 | -70,814 | 115,436 | 0.83 | -0.007 | -3,453 |
| 1 | 34 | 194,585 | 0 | 116,524 | 194,585 | 0.58 | 0.040 | 16,251 | |
| CN | -1 | 69 | -1,175,012 | -928,236 | -1,580,758 | 1,175,012 | 1.46 | -0.079 | 124,527 |
| 1 | 45 | 1,320,468 | 0 | 1,592,429 | 1,320,468 | 1.34 | -0.114 | -147,743 | |
| HK | -1 | 20 | -277,302 | -60,474 | -383,760 | 277,302 | 1.38 | 0.088 | -20,865 |
| 1 | 6 | 121,254 | 0 | 196,695 | 121,254 | 1.40 | 0.133 | 29,182 | |
| JP | -1 | 87 | -1,455,057 | -799,379 | -1,098,256 | 1,455,057 | 0.80 | -0.035 | 60,722 |
| 1 | 65 | 1,434,294 | 0 | 1,172,378 | 1,434,294 | 0.83 | 0.089 | 161,778 | |
| MY | 1 | 1 | 12,831 | 0 | 3,442 | 12,831 | 0.27 | 0.197 | 2,527 |
| NZ | 1 | 1 | 1,976 | 0 | 1,036 | 1,976 | 0.52 | -0.112 | -222 |
| SG | -1 | 1 | -62,629 | -62,629 | -76,429 | 62,629 | 1.22 | -0.064 | 4,035 |
| TH | -1 | 3 | -20,476 | -16,854 | -5,100 | 20,476 | 0.38 | 0.119 | -503 |
| 1 | 16 | 283,978 | 0 | 60,155 | 283,978 | 0.34 | 0.189 | 53,366 | |
| TW | -1 | 7 | -73,673 | -551 | -98,115 | 73,673 | 1.37 | 0.050 | -6,573 |
| 1 | 4 | 160,118 | 0 | 161,904 | 160,118 | 0.87 | 0.269 | 42,878 |