| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,516,695 | 4,149,626 | -1,658,484 | 218,888 | 238 | 54,425,874 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,833,160 | 2,833,160 | -2,942,001 | 158,100 |
| 1 | 1,316,465 | 1,316,465 | 1,283,517 | 60,787 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -34,894 | -48,553 | -29,044 | 115,737 | 0.74 | 0.101 | 8,186 |
| CN | 77 | -927,816 | -1,417,823 | -915,178 | 2,258,204 | 1.13 | 0.108 | 180,991 |
| HK | 13 | -553,356 | -778,757 | -772,593 | 1,007,541 | 1.16 | 0.129 | 8,893 |
| ID | 2 | -1,726 | 0 | 37 | 1,726 | -0.01 | 0.074 | -131 |
| JP | 102 | 16,321 | -185,224 | 65,430 | 723,569 | 0.80 | 0.073 | 19,892 |
| MY | 3 | -3,476 | 0 | -1,843 | 3,476 | 0.54 | 0.059 | 241 |
| NZ | 1 | -724 | -724 | -275 | 724 | 0.38 | 0.146 | 105 |
| SG | 3 | -7,836 | -7,836 | -6,410 | 7,836 | 0.94 | 0.051 | -123 |
| TH | 4 | 6,821 | 0 | 11,170 | 18,713 | 0.73 | 0.224 | 664 |
| TW | 2 | -10,009 | 0 | -9,777 | 12,099 | 0.71 | 0.011 | 169 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -75,316 | -48,553 | -46,969 | 75,316 | 0.91 | -0.134 | 7,445 |
| 1 | 19 | 40,422 | 0 | 17,926 | 40,422 | 0.63 | -0.009 | 741 | |
| CN | -1 | 41 | -1,593,010 | -1,417,823 | -1,689,182 | 1,593,010 | 1.08 | -0.077 | 181,141 |
| 1 | 36 | 665,194 | 0 | 774,004 | 665,194 | 1.19 | 0.015 | -149 | |
| HK | -1 | 7 | -780,448 | -778,757 | -944,471 | 780,448 | 1.06 | -0.031 | -17,571 |
| 1 | 6 | 227,093 | 0 | 171,878 | 227,093 | 1.29 | 0.211 | 26,463 | |
| ID | -1 | 2 | -1,726 | 0 | 37 | 1,726 | -0.01 | 0.074 | -131 |
| JP | -1 | 50 | -353,624 | -185,224 | -241,345 | 353,624 | 0.73 | 0.010 | -11,308 |
| 1 | 52 | 369,945 | 0 | 306,776 | 369,945 | 0.86 | 0.072 | 31,200 | |
| MY | -1 | 3 | -3,476 | 0 | -1,843 | 3,476 | 0.54 | -0.059 | 241 |
| NZ | -1 | 1 | -724 | -724 | -275 | 724 | 0.38 | -0.146 | 105 |
| SG | -1 | 3 | -7,836 | -7,836 | -6,410 | 7,836 | 0.94 | -0.015 | -123 |
| TH | -1 | 1 | -5,946 | 0 | -1,257 | 5,946 | 0.21 | 0.313 | -1,861 |
| 1 | 3 | 12,767 | 0 | 12,427 | 12,767 | 0.91 | 0.194 | 2,525 | |
| TW | -1 | 1 | -11,054 | 0 | -10,284 | 11,054 | 0.93 | -0.015 | 161 |
| 1 | 1 | 1,045 | 0 | 507 | 1,045 | 0.49 | 0.007 | 7 |