| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,247,586 | 3,812,086 | -1,453,383 | 81,754 | 209 | 54,245,820 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,529,836 | 2,529,836 | -2,964,770 | 125,488 |
| 1 | 1,282,250 | 1,282,250 | 1,511,387 | -43,734 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 20,055 | -2,592 | 16,733 | 53,518 | 0.80 | 0.070 | -2,106 |
| CN | 75 | -704,955 | -1,315,158 | -689,371 | 2,185,036 | 1.27 | 0.106 | 77,334 |
| HK | 24 | -499,873 | -725,132 | -764,446 | 1,043,370 | 1.33 | 0.145 | -11,669 |
| ID | 8 | -18,696 | 0 | -5,721 | 18,696 | 0.36 | 0.074 | -1,523 |
| JP | 71 | -10,286 | -133,363 | 20,429 | 471,219 | 0.80 | 0.075 | 18,629 |
| MY | 1 | -698 | 0 | -425 | 698 | 0.61 | 0.027 | 19 |
| NZ | 1 | -443 | -443 | -168 | 443 | 0.38 | 0.169 | 75 |
| SG | 3 | 2,756 | -452 | 2,083 | 3,659 | 0.61 | 0.067 | 124 |
| TW | 3 | -35,446 | -9,730 | -32,497 | 35,446 | 0.73 | 0.058 | 872 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 6 | -16,732 | -2,592 | -15,500 | 16,732 | 0.87 | -0.078 | 120 |
| 1 | 17 | 36,786 | 0 | 32,234 | 36,786 | 0.78 | -0.047 | -2,226 | |
| CN | -1 | 44 | -1,444,996 | -1,315,158 | -1,744,118 | 1,444,996 | 1.25 | -0.040 | 155,077 |
| 1 | 31 | 740,041 | 0 | 1,054,747 | 740,041 | 1.30 | -0.033 | -77,743 | |
| HK | -1 | 12 | -771,621 | -725,132 | -981,181 | 771,621 | 1.33 | 0.091 | -37,318 |
| 1 | 12 | 271,749 | 0 | 216,735 | 271,749 | 1.34 | 0.111 | 25,649 | |
| ID | -1 | 8 | -18,696 | 0 | -5,721 | 18,696 | 0.36 | 0.074 | -1,523 |
| JP | -1 | 39 | -240,753 | -133,363 | -184,879 | 240,753 | 0.80 | -0.022 | 8,088 |
| 1 | 32 | 230,467 | 0 | 205,309 | 230,467 | 0.80 | 0.056 | 10,541 | |
| MY | -1 | 1 | -698 | 0 | -425 | 698 | 0.61 | -0.027 | 19 |
| NZ | -1 | 1 | -443 | -443 | -168 | 443 | 0.38 | -0.169 | 75 |
| SG | -1 | 1 | -452 | -452 | -279 | 452 | 0.62 | -0.177 | 80 |
| 1 | 2 | 3,208 | 0 | 2,363 | 3,208 | 0.61 | 0.012 | 45 | |
| TW | -1 | 3 | -35,446 | -9,730 | -32,497 | 35,446 | 0.73 | -0.005 | 872 |