| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,408,929 | 3,941,193 | -1,867,901 | 110,776 | 179 | 54,455,645 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,675,061 | 2,675,061 | -2,848,533 | 137,767 |
| 1 | 1,266,132 | 1,266,132 | 980,632 | -26,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 13,873 | -10,515 | -6,395 | 59,696 | 0.68 | 0.086 | 1,739 |
| CN | 54 | -784,596 | -1,545,714 | -1,024,317 | 2,489,104 | 1.14 | 0.093 | 97,849 |
| HK | 11 | -583,057 | -745,566 | -898,210 | 923,951 | 1.49 | 0.097 | -4,265 |
| JP | 78 | -55,433 | -124,890 | 58,475 | 430,764 | 0.83 | 0.084 | 13,186 |
| MY | 2 | 699 | 0 | 124 | 1,556 | 0.24 | 0.147 | 140 |
| NZ | 1 | -2,417 | -2,417 | -920 | 2,417 | 0.38 | 0.175 | 423 |
| SG | 2 | -2,528 | -2,528 | -1,867 | 2,528 | 0.70 | 0.112 | 66 |
| TH | 7 | 8,593 | 0 | 7,640 | 27,113 | 0.64 | 0.217 | 1,635 |
| TW | 2 | -4,063 | -4,063 | -2,431 | 4,063 | 0.58 | 0.065 | 3 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -22,912 | -10,515 | -23,919 | 22,912 | 0.99 | -0.065 | 1,238 |
| 1 | 15 | 36,785 | 0 | 17,524 | 36,785 | 0.53 | -0.036 | 501 | |
| CN | -1 | 31 | -1,636,850 | -1,545,714 | -1,671,416 | 1,636,850 | 1.22 | -0.047 | 151,877 |
| 1 | 23 | 852,254 | 0 | 647,099 | 852,254 | 1.03 | -0.015 | -54,028 | |
| HK | -1 | 6 | -753,504 | -745,566 | -976,015 | 753,504 | 1.65 | 0.014 | -14,347 |
| 1 | 5 | 170,447 | 0 | 77,805 | 170,447 | 1.26 | 0.119 | 10,083 | |
| JP | -1 | 46 | -243,098 | -124,890 | -166,702 | 243,098 | 0.66 | -0.020 | 563 |
| 1 | 32 | 187,666 | 0 | 225,177 | 187,666 | 1.06 | 0.064 | 12,623 | |
| MY | -1 | 1 | -429 | 0 | -118 | 429 | 0.27 | 0.123 | -53 |
| 1 | 1 | 1,127 | 0 | 242 | 1,127 | 0.21 | 0.171 | 193 | |
| NZ | -1 | 1 | -2,417 | -2,417 | -920 | 2,417 | 0.38 | -0.175 | 423 |
| SG | -1 | 2 | -2,528 | -2,528 | -1,867 | 2,528 | 0.70 | -0.080 | 66 |
| TH | -1 | 3 | -9,260 | 0 | -5,146 | 9,260 | 0.50 | 0.239 | -2,003 |
| 1 | 4 | 17,853 | 0 | 12,786 | 17,853 | 0.74 | 0.200 | 3,638 | |
| TW | -1 | 2 | -4,063 | -4,063 | -2,431 | 4,063 | 0.58 | 0.011 | 3 |