| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -267,329 | 4,436,974 | -512,273 | 153,514 | 315 | 42,059,518 | 0.105 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,352,152 | 2,352,152 | -2,753,998 | 239,305 |
| 1 | 2,084,822 | 2,084,822 | 2,241,725 | -85,791 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -110,935 | -128,363 | -63,311 | 170,124 | 0.67 | 0.093 | 7,410 |
| CN | 133 | -285,156 | -1,302,521 | -479,965 | 3,146,800 | 1.33 | 0.128 | 40,776 |
| HK | 20 | 65,180 | -15,511 | 83,385 | 143,286 | 1.30 | 0.170 | 25,086 |
| ID | 4 | 6,548 | 0 | 2,236 | 6,548 | 0.31 | 0.207 | 1,365 |
| JP | 98 | -16,987 | -207,167 | -1,369 | 564,771 | 0.69 | 0.078 | 26,757 |
| 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 | 15 | 169,687 | 0 | 45,706 | 192,305 | 0.41 | 0.170 | 31,427 |
| TW | 6 | -147,811 | -6,984 | -121,722 | 147,811 | 0.89 | 0.041 | 3,721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -140,529 | -128,363 | -78,427 | 140,529 | 0.69 | -0.016 | 3,192 |
| 1 | 5 | 29,594 | 0 | 15,116 | 29,594 | 0.58 | 0.057 | 4,218 | |
| CN | -1 | 82 | -1,715,978 | -1,302,521 | -2,307,468 | 1,715,978 | 1.32 | -0.105 | 228,603 |
| 1 | 51 | 1,430,822 | 0 | 1,827,503 | 1,430,822 | 1.35 | -0.093 | -187,827 | |
| HK | -1 | 9 | -39,053 | -15,511 | -52,189 | 39,053 | 1.28 | -0.019 | 323 |
| 1 | 11 | 104,233 | 0 | 135,574 | 104,233 | 1.31 | 0.188 | 24,763 | |
| ID | 1 | 4 | 6,548 | 0 | 2,236 | 6,548 | 0.31 | 0.207 | 1,365 |
| JP | -1 | 61 | -290,879 | -207,167 | -186,641 | 290,879 | 0.70 | -0.007 | 3,813 |
| 1 | 37 | 273,892 | 0 | 185,272 | 273,892 | 0.68 | 0.060 | 22,944 | |
| 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 | 13 | 180,996 | 0 | 50,405 | 180,996 | 0.43 | 0.181 | 32,347 | |
| TW | -1 | 6 | -147,811 | -6,984 | -121,722 | 147,811 | 0.89 | -0.030 | 3,721 |