| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,113,141 | 4,173,825 | -1,555,301 | 100,112 | 232 | 54,156,481 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,643,483 | 2,643,483 | -3,070,200 | 81,888 |
| 1 | 1,530,342 | 1,530,342 | 1,514,899 | 18,224 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 13,811 | -37,497 | -2,768 | 141,069 | 0.66 | 0.087 | 8,090 |
| CN | 61 | -576,362 | -1,222,672 | -519,954 | 2,158,817 | 1.22 | 0.105 | 76,796 |
| HK | 24 | -597,859 | -721,723 | -924,582 | 1,113,096 | 1.35 | 0.114 | -25,807 |
| ID | 3 | -6,097 | 0 | -7,912 | 6,097 | 1.08 | 0.099 | -527 |
| JP | 94 | 85,624 | -139,598 | -80,539 | 695,247 | 0.81 | 0.074 | 40,890 |
| MY | 4 | -13,220 | 0 | -7,117 | 13,220 | 0.48 | 0.080 | -1,395 |
| NZ | 1 | 1,802 | 0 | 686 | 1,802 | 0.38 | 0.208 | -374 |
| SG | 4 | 981 | -10,837 | 4,370 | 22,655 | 0.64 | 0.061 | 1,817 |
| TW | 4 | -21,821 | -16,277 | -17,486 | 21,821 | 0.75 | 0.048 | 621 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -63,629 | -37,497 | -33,071 | 63,629 | 0.62 | -0.121 | 8,294 |
| 1 | 24 | 77,440 | 0 | 30,303 | 77,440 | 0.69 | -0.028 | -204 | |
| CN | -1 | 34 | -1,367,589 | -1,222,672 | -1,519,183 | 1,367,589 | 1.27 | -0.047 | 119,036 |
| 1 | 27 | 791,227 | 0 | 999,230 | 791,227 | 1.16 | -0.003 | -42,240 | |
| HK | -1 | 15 | -855,477 | -721,723 | -1,134,631 | 855,477 | 1.36 | 0.069 | -53,371 |
| 1 | 9 | 257,619 | 0 | 210,050 | 257,619 | 1.31 | 0.180 | 27,564 | |
| ID | -1 | 3 | -6,097 | 0 | -7,912 | 6,097 | 1.08 | 0.099 | -527 |
| JP | -1 | 38 | -304,812 | -139,598 | -344,096 | 304,812 | 0.97 | -0.013 | 7,417 |
| 1 | 56 | 390,436 | 0 | 263,558 | 390,436 | 0.69 | 0.073 | 33,473 | |
| MY | -1 | 4 | -13,220 | 0 | -7,117 | 13,220 | 0.48 | 0.076 | -1,395 |
| NZ | 1 | 1 | 1,802 | 0 | 686 | 1,802 | 0.38 | -0.208 | -374 |
| SG | -1 | 1 | -10,837 | -10,837 | -6,704 | 10,837 | 0.62 | -0.167 | 1,812 |
| 1 | 3 | 11,818 | 0 | 11,074 | 11,818 | 0.64 | -0.019 | 6 | |
| TW | -1 | 4 | -21,821 | -16,277 | -17,486 | 21,821 | 0.75 | -0.003 | 621 |