| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -689,308 | 7,745,549 | -1,216,549 | 109,637 | 330 | 54,557,468 | 0.142 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,217,428 | 4,217,428 | -4,554,890 | 112,139 |
| 1 | 3,528,120 | 3,528,120 | 3,338,341 | -2,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | 121,075 | -147,679 | 30,581 | 570,009 | 0.68 | 0.071 | 27,435 |
| CN | 122 | -839,519 | -2,045,440 | -868,229 | 4,094,967 | 1.30 | 0.119 | -59,873 |
| HK | 28 | -276,757 | -621,544 | -479,425 | 1,043,000 | 1.39 | 0.174 | 15,837 |
| JP | 100 | 678,389 | -361,172 | 369,843 | 1,637,281 | 0.72 | 0.069 | 99,972 |
| NZ | 1 | -487 | -487 | -211 | 487 | 0.43 | 0.116 | 57 |
| SG | 4 | -33,677 | -33,677 | -11,654 | 33,677 | 0.65 | 0.060 | 1,791 |
| TH | 11 | 8,410 | -1,689 | 2,946 | 19,386 | 0.45 | 0.188 | 2,164 |
| TW | 20 | -346,741 | -215,235 | -260,402 | 346,741 | 0.78 | 0.052 | 22,254 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -224,467 | -147,679 | -165,462 | 224,467 | 0.76 | -0.004 | 12,457 |
| 1 | 17 | 345,542 | 0 | 196,044 | 345,542 | 0.55 | 0.041 | 14,978 | |
| CN | -1 | 66 | -2,467,243 | -2,045,440 | -2,860,935 | 2,467,243 | 1.35 | -0.078 | 124,358 |
| 1 | 56 | 1,627,724 | 0 | 1,992,706 | 1,627,724 | 1.24 | -0.095 | -184,231 | |
| HK | -1 | 12 | -659,879 | -621,544 | -880,254 | 659,879 | 1.67 | 0.026 | -52,954 |
| 1 | 16 | 383,122 | 0 | 400,829 | 383,122 | 1.17 | 0.205 | 68,791 | |
| JP | -1 | 55 | -479,446 | -361,172 | -372,761 | 479,446 | 0.78 | -0.006 | 5,032 |
| 1 | 45 | 1,157,835 | 0 | 742,604 | 1,157,835 | 0.65 | 0.076 | 94,940 | |
| NZ | -1 | 1 | -487 | -487 | -211 | 487 | 0.43 | -0.116 | 57 |
| SG | -1 | 4 | -33,677 | -33,677 | -11,654 | 33,677 | 0.65 | 0.026 | 1,791 |
| TH | -1 | 5 | -5,488 | -1,689 | -3,212 | 5,488 | 0.57 | 0.140 | -856 |
| 1 | 6 | 13,898 | 0 | 6,158 | 13,898 | 0.35 | 0.229 | 3,020 | |
| TW | -1 | 20 | -346,741 | -215,235 | -260,402 | 346,741 | 0.78 | -0.042 | 22,254 |