| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -867,959 | 9,031,101 | -702,261 | 255,437 | 336 | 54,180,305 | 0.167 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,949,530 | 4,949,530 | -5,616,120 | 243,017 |
| 1 | 4,081,571 | 4,081,571 | 4,913,860 | 12,420 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -59,615 | -261,557 | 15,396 | 620,613 | 0.67 | 0.092 | 33,390 |
| CN | 142 | -881,146 | -2,201,087 | -1,002,093 | 4,690,326 | 1.31 | 0.124 | 76,464 |
| HK | 25 | -464,663 | -697,994 | -558,341 | 979,450 | 1.26 | 0.151 | 27,959 |
| ID | 4 | 6,548 | 0 | 2,236 | 6,548 | 0.31 | 0.207 | 1,365 |
| JP | 102 | 506,295 | -701,087 | 925,737 | 2,250,751 | 0.72 | 0.078 | 60,054 |
| MY | 3 | 58,737 | 0 | 25,619 | 58,737 | 0.50 | 0.249 | 16,398 |
| NZ | 1 | -6,592 | -6,592 | -2,852 | 6,592 | 0.43 | 0.087 | 573 |
| TH | 16 | 183,972 | 0 | 53,316 | 206,590 | 0.42 | 0.168 | 33,363 |
| TW | 6 | -211,494 | -70,667 | -161,278 | 211,494 | 0.89 | 0.041 | 5,870 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 29 | -340,114 | -261,557 | -170,639 | 340,114 | 0.67 | -0.011 | 17,448 |
| 1 | 8 | 280,499 | 0 | 186,035 | 280,499 | 0.66 | 0.036 | 15,942 | |
| CN | -1 | 88 | -2,785,736 | -2,201,087 | -3,458,346 | 2,785,736 | 1.29 | -0.100 | 279,356 |
| 1 | 54 | 1,904,590 | 0 | 2,456,253 | 1,904,590 | 1.33 | -0.090 | -202,892 | |
| HK | -1 | 12 | -722,056 | -697,994 | -903,483 | 722,056 | 1.20 | -0.006 | -16,659 |
| 1 | 13 | 257,393 | 0 | 345,142 | 257,393 | 1.32 | 0.179 | 44,618 | |
| ID | 1 | 4 | 6,548 | 0 | 2,236 | 6,548 | 0.31 | 0.207 | 1,365 |
| JP | -1 | 63 | -872,228 | -701,087 | -914,823 | 872,228 | 0.72 | -0.004 | -42,650 |
| 1 | 39 | 1,378,523 | 0 | 1,840,560 | 1,378,523 | 0.72 | 0.060 | 102,705 | |
| MY | 1 | 3 | 58,737 | 0 | 25,619 | 58,737 | 0.50 | 0.249 | 16,398 |
| NZ | -1 | 1 | -6,592 | -6,592 | -2,852 | 6,592 | 0.43 | -0.087 | 573 |
| TH | -1 | 2 | -11,309 | 0 | -4,698 | 11,309 | 0.28 | 0.097 | -921 |
| 1 | 14 | 195,281 | 0 | 58,015 | 195,281 | 0.44 | 0.178 | 34,284 | |
| TW | -1 | 6 | -211,494 | -70,667 | -161,278 | 211,494 | 0.89 | -0.030 | 5,870 |