| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 186,780 | 3,197,191 | 448,196 | -2,782 | 235 | 42,068,839 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,505,206 | 1,505,206 | -1,642,106 | 116,695 |
| 1 | 1,691,985 | 1,691,985 | 2,090,302 | -119,477 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -45,894 | -30,167 | -24,887 | 74,836 | 0.59 | 0.065 | 1,503 |
| CN | 99 | 285,404 | -748,479 | 538,046 | 2,117,077 | 1.34 | 0.138 | -37,747 |
| HK | 11 | -16,091 | -30,916 | -39,551 | 103,861 | 1.39 | 0.183 | 16,021 |
| JP | 85 | -12,482 | -204,285 | 9,157 | 796,609 | 0.71 | 0.090 | 20,446 |
| MY | 3 | 13,992 | 0 | 5,210 | 13,992 | 0.37 | 0.240 | 3,305 |
| NZ | 1 | 3,601 | 0 | 1,678 | 3,601 | 0.47 | 0.044 | -159 |
| SG | 3 | -14,111 | -11,291 | -11,441 | 14,111 | 0.78 | 0.092 | -1,540 |
| TH | 9 | -24,762 | 0 | -27,752 | 70,226 | 0.44 | 0.179 | -4,210 |
| TW | 1 | -2,878 | 0 | -2,264 | 2,878 | 0.79 | 0.139 | -401 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -60,365 | -30,167 | -34,071 | 60,365 | 0.59 | 0.021 | -257 |
| 1 | 6 | 14,471 | 0 | 9,185 | 14,471 | 0.59 | 0.034 | 1,759 | |
| CN | -1 | 59 | -915,837 | -748,479 | -1,206,549 | 915,837 | 1.34 | -0.097 | 134,227 |
| 1 | 40 | 1,201,241 | 0 | 1,744,595 | 1,201,241 | 1.35 | -0.120 | -171,975 | |
| HK | -1 | 8 | -59,976 | -30,916 | -89,306 | 59,976 | 1.50 | -0.090 | 5,416 |
| 1 | 3 | 43,885 | 0 | 49,755 | 43,885 | 1.09 | 0.232 | 10,605 | |
| JP | -1 | 49 | -404,545 | -204,285 | -267,574 | 404,545 | 0.71 | 0.028 | -14,095 |
| 1 | 36 | 392,064 | 0 | 276,731 | 392,064 | 0.70 | 0.077 | 34,541 | |
| MY | 1 | 3 | 13,992 | 0 | 5,210 | 13,992 | 0.37 | 0.240 | 3,305 |
| NZ | 1 | 1 | 3,601 | 0 | 1,678 | 3,601 | 0.47 | -0.044 | -159 |
| SG | -1 | 3 | -14,111 | -11,291 | -11,441 | 14,111 | 0.78 | 0.092 | -1,540 |
| TH | -1 | 5 | -47,494 | 0 | -30,901 | 47,494 | 0.63 | 0.191 | -6,656 |
| 1 | 4 | 22,732 | 0 | 3,148 | 22,732 | 0.20 | 0.164 | 2,446 | |
| TW | -1 | 1 | -2,878 | 0 | -2,264 | 2,878 | 0.79 | 0.139 | -401 |