| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,071,462 | 3,781,368 | -1,659,268 | 77,948 | 213 | 54,129,844 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,426,415 | 2,426,415 | -2,687,606 | 75,744 |
| 1 | 1,354,953 | 1,354,953 | 1,028,338 | 2,204 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | 80,312 | -23,087 | 88,599 | 215,306 | 0.74 | 0.085 | -3,290 |
| CN | 64 | -587,261 | -1,131,153 | -876,286 | 1,938,889 | 1.21 | 0.108 | 110,439 |
| HK | 23 | -561,595 | -713,075 | -871,289 | 1,027,021 | 1.24 | 0.099 | -24,037 |
| JP | 66 | 40,744 | -44,452 | 22,187 | 463,976 | 0.75 | 0.067 | 3,035 |
| MY | 4 | -22,799 | 0 | -10,653 | 22,799 | 0.48 | 0.133 | -2,515 |
| NZ | 1 | 3,497 | 0 | 1,330 | 3,497 | 0.38 | 0.228 | -796 |
| SG | 2 | 9,542 | 0 | 6,691 | 9,542 | 0.88 | 0.018 | 118 |
| TH | 9 | -4,153 | 0 | 2,183 | 62,035 | 0.56 | 0.269 | 952 |
| TW | 2 | -29,748 | 0 | -22,030 | 38,304 | 0.76 | 0.106 | -5,956 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -67,497 | -23,087 | -43,582 | 67,497 | 0.49 | -0.110 | 5,632 |
| 1 | 30 | 147,809 | 0 | 132,182 | 147,809 | 0.85 | -0.055 | -8,922 | |
| CN | -1 | 39 | -1,263,075 | -1,131,153 | -1,389,816 | 1,263,075 | 1.15 | -0.052 | 124,552 |
| 1 | 25 | 675,814 | 0 | 513,530 | 675,814 | 1.30 | -0.072 | -14,114 | |
| HK | -1 | 15 | -794,308 | -713,075 | -1,018,752 | 794,308 | 1.30 | 0.077 | -32,677 |
| 1 | 8 | 232,713 | 0 | 147,462 | 232,713 | 1.12 | 0.039 | 8,640 | |
| JP | -1 | 29 | -211,616 | -44,452 | -184,017 | 211,616 | 0.83 | 0.016 | -5,581 |
| 1 | 37 | 252,360 | 0 | 206,204 | 252,360 | 0.69 | -0.002 | 8,615 | |
| MY | -1 | 4 | -22,799 | 0 | -10,653 | 22,799 | 0.48 | 0.126 | -2,515 |
| NZ | 1 | 1 | 3,497 | 0 | 1,330 | 3,497 | 0.38 | -0.228 | -796 |
| SG | 1 | 2 | 9,542 | 0 | 6,691 | 9,542 | 0.88 | 0.018 | 118 |
| TH | -1 | 5 | -33,094 | 0 | -15,412 | 33,094 | 0.52 | 0.252 | -7,892 |
| 1 | 4 | 28,941 | 0 | 17,596 | 28,941 | 0.62 | 0.291 | 8,844 | |
| TW | -1 | 1 | -34,026 | 0 | -25,372 | 34,026 | 0.75 | 0.170 | -5,775 |
| 1 | 1 | 4,278 | 0 | 3,342 | 4,278 | 0.78 | -0.042 | -181 |