| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,115,483 | 3,914,372 | -1,408,454 | 130,815 | 213 | 53,370,760 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,514,927 | 2,514,927 | -2,669,617 | 97,621 |
| 1 | 1,399,444 | 1,399,444 | 1,261,163 | 33,193 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 12,704 | -30,171 | 22,925 | 86,925 | 0.79 | 0.084 | 2,355 |
| CN | 98 | -631,131 | -1,207,614 | -671,307 | 2,545,474 | 1.14 | 0.109 | 136,192 |
| HK | 20 | -513,429 | -690,871 | -785,823 | 962,288 | 1.29 | 0.148 | -20,222 |
| JP | 57 | 16,249 | -80,022 | 31,418 | 263,717 | 0.71 | 0.075 | 11,236 |
| MY | 3 | 70 | 0 | -2,216 | 12,768 | 0.44 | 0.077 | 1,068 |
| NZ | 1 | 1,243 | 0 | 473 | 1,243 | 0.38 | 0.241 | -300 |
| PH | 1 | 644 | 0 | 161 | 644 | 0.25 | 0.186 | 120 |
| TH | 3 | -216 | 0 | -2,878 | 39,694 | 0.76 | 0.256 | 624 |
| TW | 1 | -1,618 | 0 | -1,206 | 1,618 | 0.75 | 0.159 | -257 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -37,110 | -30,171 | -20,213 | 37,110 | 0.64 | -0.100 | 4,519 |
| 1 | 16 | 49,814 | 0 | 43,138 | 49,814 | 0.92 | -0.058 | -2,165 | |
| CN | -1 | 36 | -1,588,302 | -1,207,614 | -1,638,163 | 1,588,302 | 1.16 | -0.077 | 120,336 |
| 1 | 62 | 957,172 | 0 | 966,856 | 957,172 | 1.13 | 0.006 | 15,856 | |
| HK | -1 | 11 | -737,859 | -690,871 | -907,342 | 737,859 | 1.39 | 0.035 | -26,856 |
| 1 | 9 | 224,430 | 0 | 121,519 | 224,430 | 1.15 | 0.054 | 6,634 | |
| JP | -1 | 28 | -123,734 | -80,022 | -80,338 | 123,734 | 0.70 | -0.046 | 4,922 |
| 1 | 29 | 139,983 | 0 | 111,756 | 139,983 | 0.73 | 0.046 | 6,313 | |
| MY | -1 | 2 | -6,349 | 0 | -3,593 | 6,349 | 0.55 | 0.021 | -143 |
| 1 | 1 | 6,419 | 0 | 1,377 | 6,419 | 0.21 | 0.189 | 1,211 | |
| NZ | 1 | 1 | 1,243 | 0 | 473 | 1,243 | 0.38 | -0.241 | -300 |
| PH | 1 | 1 | 644 | 0 | 161 | 644 | 0.25 | 0.186 | 120 |
| TH | -1 | 2 | -19,955 | 0 | -18,761 | 19,955 | 0.73 | 0.244 | -4,900 |
| 1 | 1 | 19,739 | 0 | 15,883 | 19,739 | 0.80 | 0.280 | 5,523 | |
| TW | -1 | 1 | -1,618 | 0 | -1,206 | 1,618 | 0.75 | 0.159 | -257 |