| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,305,364 | 3,109,983 | -1,604,156 | 56,298 | 179 | 54,673,335 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,207,674 | 2,207,674 | -2,417,383 | 39,678 |
| 1 | 902,310 | 902,310 | 813,227 | 16,620 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 5,021 | -14,276 | 2,273 | 48,887 | 0.78 | 0.091 | 3,255 |
| CN | 56 | -607,047 | -1,071,824 | -686,367 | 1,661,508 | 1.23 | 0.117 | 99,586 |
| HK | 10 | -551,008 | -708,521 | -837,107 | 892,919 | 1.10 | 0.124 | -43,095 |
| JP | 78 | -132,887 | -147,728 | -69,646 | 477,977 | 0.68 | 0.070 | -4,973 |
| MY | 2 | -9,403 | 0 | -5,441 | 9,403 | 0.44 | 0.101 | 597 |
| NZ | 1 | -2,665 | -2,665 | -1,014 | 2,665 | 0.38 | 0.132 | 353 |
| SG | 3 | -9,388 | -9,388 | -7,135 | 9,388 | 0.86 | 0.049 | -33 |
| TH | 2 | 120 | 0 | -177 | 801 | 0.51 | 0.244 | 78 |
| TW | 2 | 1,894 | -2,269 | 459 | 6,433 | 0.72 | 0.079 | 530 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -21,933 | -14,276 | -14,377 | 21,933 | 0.85 | -0.099 | 1,585 |
| 1 | 15 | 26,954 | 0 | 16,651 | 26,954 | 0.74 | -0.012 | 1,670 | |
| CN | -1 | 26 | -1,134,278 | -1,071,824 | -1,272,619 | 1,134,278 | 1.28 | -0.095 | 101,239 |
| 1 | 30 | 527,231 | 0 | 586,252 | 527,231 | 1.18 | 0.042 | -1,653 | |
| HK | -1 | 4 | -721,964 | -708,521 | -922,838 | 721,964 | 1.30 | 0.092 | -58,634 |
| 1 | 6 | 170,956 | 0 | 85,731 | 170,956 | 0.94 | 0.149 | 15,539 | |
| JP | -1 | 50 | -305,432 | -147,728 | -191,734 | 305,432 | 0.69 | 0.007 | -5,517 |
| 1 | 28 | 172,545 | 0 | 122,088 | 172,545 | 0.65 | 0.046 | 544 | |
| MY | -1 | 2 | -9,403 | 0 | -5,441 | 9,403 | 0.44 | 0.019 | 597 |
| NZ | -1 | 1 | -2,665 | -2,665 | -1,014 | 2,665 | 0.38 | -0.132 | 353 |
| SG | -1 | 3 | -9,388 | -9,388 | -7,135 | 9,388 | 0.86 | -0.017 | -33 |
| TH | -1 | 1 | -341 | 0 | -274 | 341 | 0.80 | 0.183 | -62 |
| 1 | 1 | 460 | 0 | 97 | 460 | 0.21 | 0.305 | 140 | |
| TW | -1 | 1 | -2,269 | -2,269 | -1,949 | 2,269 | 0.86 | -0.066 | 150 |
| 1 | 1 | 4,164 | 0 | 2,408 | 4,164 | 0.58 | 0.091 | 380 |