| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -316,249 | 4,145,953 | -225,557 | 165,097 | 211 | 42,057,900 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,231,101 | 2,231,101 | -2,343,694 | 248,983 |
| 1 | 1,914,852 | 1,914,852 | 2,118,137 | -83,886 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -66,502 | -143,564 | -59,303 | 227,062 | 0.69 | 0.063 | 13,520 |
| CN | 112 | -227,982 | -1,529,121 | -72,683 | 3,273,413 | 1.27 | 0.134 | 87,338 |
| HK | 20 | -69,557 | -86,856 | -38,419 | 157,264 | 1.30 | 0.134 | 13,403 |
| MY | 3 | -551 | 0 | 532 | 10,196 | 0.37 | 0.239 | 223 |
| NZ | 1 | -4,103 | -4,103 | -1,775 | 4,103 | 0.43 | 0.102 | 419 |
| SG | 4 | -130,475 | -130,475 | -85,507 | 130,475 | 0.65 | 0.054 | -2,793 |
| TH | 15 | 218,834 | -11,624 | 73,114 | 279,291 | 0.49 | 0.182 | 41,238 |
| TW | 10 | -35,914 | -43,041 | -41,517 | 64,149 | 0.90 | 0.149 | 11,749 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 35 | -146,782 | -143,564 | -94,065 | 146,782 | 0.72 | -0.009 | 6,464 |
| 1 | 11 | 80,280 | 0 | 34,762 | 80,280 | 0.59 | 0.087 | 7,056 | |
| CN | -1 | 58 | -1,750,698 | -1,529,121 | -1,982,079 | 1,750,698 | 1.28 | -0.134 | 238,640 |
| 1 | 54 | 1,522,716 | 0 | 1,909,396 | 1,522,716 | 1.27 | -0.019 | -151,302 | |
| HK | -1 | 13 | -113,410 | -86,856 | -102,931 | 113,410 | 1.06 | -0.069 | 5,637 |
| 1 | 7 | 43,853 | 0 | 64,512 | 43,853 | 1.73 | 0.169 | 7,765 | |
| MY | -1 | 1 | -5,374 | 0 | -1,473 | 5,374 | 0.27 | 0.193 | -1,035 |
| 1 | 2 | 4,823 | 0 | 2,006 | 4,823 | 0.42 | 0.262 | 1,257 | |
| NZ | -1 | 1 | -4,103 | -4,103 | -1,775 | 4,103 | 0.43 | -0.102 | 419 |
| SG | -1 | 4 | -130,475 | -130,475 | -85,507 | 130,475 | 0.65 | 0.023 | -2,793 |
| TH | -1 | 3 | -30,228 | -11,624 | -22,213 | 30,228 | 0.72 | 0.172 | -5,416 |
| 1 | 12 | 249,063 | 0 | 95,327 | 249,063 | 0.43 | 0.185 | 46,654 | |
| TW | -1 | 9 | -50,031 | -43,041 | -53,651 | 50,031 | 0.90 | -0.098 | 7,064 |
| 1 | 1 | 14,118 | 0 | 12,135 | 14,118 | 0.86 | 0.332 | 4,684 |