| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,224,497 | 3,659,271 | -1,622,014 | 95,546 | 199 | 54,401,746 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,441,884 | 2,441,884 | -2,809,361 | 73,613 |
| 1 | 1,217,387 | 1,217,387 | 1,187,348 | 21,934 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | 28,016 | -3,166 | 18,280 | 44,880 | 0.65 | 0.074 | -1,119 |
| CN | 59 | -705,038 | -1,189,413 | -985,633 | 1,874,643 | 1.15 | 0.101 | 124,739 |
| HK | 24 | -433,491 | -723,617 | -616,506 | 1,156,287 | 1.44 | 0.129 | -33,099 |
| ID | 1 | -1,763 | 0 | 224 | 1,763 | -0.13 | 0.083 | -147 |
| JP | 75 | -94,780 | -116,727 | -24,798 | 534,174 | 0.68 | 0.072 | 6,565 |
| MY | 3 | -3,556 | 0 | -2,266 | 4,696 | 0.45 | 0.120 | -168 |
| NZ | 1 | 1,546 | 0 | 588 | 1,546 | 0.38 | 0.193 | -298 |
| SG | 2 | 3,997 | 0 | 892 | 3,997 | 0.67 | 0.010 | -27 |
| TH | 5 | -3,906 | 0 | 1,776 | 21,762 | 0.52 | 0.238 | -1,131 |
| TW | 2 | -15,524 | -2,521 | -14,571 | 15,524 | 0.75 | 0.053 | 230 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -8,432 | -3,166 | -5,188 | 8,432 | 0.59 | -0.044 | 264 |
| 1 | 20 | 36,448 | 0 | 23,467 | 36,448 | 0.67 | -0.038 | -1,383 | |
| CN | -1 | 38 | -1,289,840 | -1,189,413 | -1,547,409 | 1,289,840 | 1.18 | -0.035 | 121,021 |
| 1 | 21 | 584,802 | 0 | 561,776 | 584,802 | 1.10 | -0.005 | 3,718 | |
| HK | -1 | 12 | -794,889 | -723,617 | -1,039,993 | 794,889 | 1.58 | 0.064 | -38,990 |
| 1 | 12 | 361,398 | 0 | 423,487 | 361,398 | 1.28 | 0.080 | 5,890 | |
| ID | -1 | 1 | -1,763 | 0 | 224 | 1,763 | -0.13 | 0.083 | -147 |
| JP | -1 | 48 | -314,477 | -116,727 | -194,686 | 314,477 | 0.67 | 0.005 | -5,433 |
| 1 | 27 | 219,697 | 0 | 169,888 | 219,697 | 0.71 | 0.006 | 11,999 | |
| MY | -1 | 2 | -4,126 | 0 | -2,388 | 4,126 | 0.56 | 0.095 | -251 |
| 1 | 1 | 570 | 0 | 122 | 570 | 0.21 | 0.146 | 83 | |
| NZ | 1 | 1 | 1,546 | 0 | 588 | 1,546 | 0.38 | -0.193 | -298 |
| SG | 1 | 2 | 3,997 | 0 | 892 | 3,997 | 0.67 | 0.003 | -27 |
| TH | -1 | 3 | -12,834 | 0 | -5,351 | 12,834 | 0.36 | 0.272 | -3,082 |
| 1 | 2 | 8,928 | 0 | 7,127 | 8,928 | 0.77 | 0.188 | 1,951 | |
| TW | -1 | 2 | -15,524 | -2,521 | -14,571 | 15,524 | 0.75 | 0.021 | 230 |