| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -216,609 | 7,928,939 | 392,501 | 134,355 | 301 | 54,571,083 | 0.145 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,072,774 | 4,072,774 | -4,334,574 | 133,053 |
| 1 | 3,856,165 | 3,856,165 | 4,727,074 | 1,302 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 54,487 | -103,331 | 20,888 | 490,350 | 0.67 | 0.074 | 12,031 |
| CN | 142 | -290,365 | -1,884,085 | 625 | 3,946,041 | 1.28 | 0.124 | 8,797 |
| HK | 16 | -540,914 | -707,176 | -655,109 | 983,818 | 1.40 | 0.140 | 15,404 |
| JP | 96 | 572,978 | -694,060 | 1,028,893 | 2,290,431 | 0.72 | 0.094 | 84,903 |
| MY | 2 | 30,425 | 0 | 14,117 | 30,425 | 0.42 | 0.280 | 8,369 |
| NZ | 1 | -1,843 | -1,843 | -797 | 1,843 | 0.43 | 0.090 | 166 |
| SG | 1 | -122 | -122 | -109 | 122 | 0.89 | 0.112 | -14 |
| TH | 10 | 784 | 0 | -1,998 | 88,436 | 0.42 | 0.145 | 2,534 |
| TW | 5 | -42,038 | -47,456 | -14,010 | 97,473 | 1.06 | 0.082 | 2,165 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -217,931 | -103,331 | -164,834 | 217,931 | 0.66 | 0.023 | -146 |
| 1 | 8 | 272,419 | 0 | 185,722 | 272,419 | 0.70 | 0.018 | 12,177 | |
| CN | -1 | 85 | -2,118,203 | -1,884,085 | -2,248,738 | 2,118,203 | 1.31 | -0.108 | 207,630 |
| 1 | 57 | 1,827,838 | 0 | 2,249,363 | 1,827,838 | 1.23 | -0.073 | -198,834 | |
| HK | -1 | 9 | -762,366 | -707,176 | -956,208 | 762,366 | 1.35 | 0.065 | -14,274 |
| 1 | 7 | 221,452 | 0 | 301,099 | 221,452 | 1.46 | 0.158 | 29,679 | |
| JP | -1 | 53 | -858,726 | -694,060 | -900,281 | 858,726 | 0.66 | -0.000 | -55,056 |
| 1 | 43 | 1,431,705 | 0 | 1,929,174 | 1,431,705 | 0.80 | 0.087 | 139,959 | |
| MY | 1 | 2 | 30,425 | 0 | 14,117 | 30,425 | 0.42 | 0.280 | 8,369 |
| NZ | -1 | 1 | -1,843 | -1,843 | -797 | 1,843 | 0.43 | -0.090 | 166 |
| SG | -1 | 1 | -122 | -122 | -109 | 122 | 0.89 | 0.112 | -14 |
| TH | -1 | 5 | -43,826 | 0 | -16,977 | 43,826 | 0.52 | 0.137 | -4,742 |
| 1 | 5 | 44,610 | 0 | 14,979 | 44,610 | 0.32 | 0.153 | 7,276 | |
| TW | -1 | 3 | -69,756 | -47,456 | -46,630 | 69,756 | 1.02 | 0.035 | -511 |
| 1 | 2 | 27,717 | 0 | 32,620 | 27,717 | 1.13 | 0.097 | 2,676 |