| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,649,217 | 4,039,594 | -1,875,510 | 64,871 | 241 | 54,707,148 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,844,406 | 2,844,406 | -3,031,003 | 47,228 |
| 1 | 1,195,189 | 1,195,189 | 1,155,493 | 17,644 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 20,874 | -20,916 | -1,472 | 114,665 | 0.76 | 0.069 | 1,693 |
| CN | 74 | -1,119,560 | -1,419,676 | -960,682 | 2,282,910 | 1.22 | 0.108 | 126,763 |
| HK | 16 | -574,907 | -694,093 | -869,044 | 916,151 | 1.33 | 0.121 | -64,152 |
| JP | 108 | 21,062 | -53,896 | -46,545 | 705,058 | 0.73 | 0.068 | -318 |
| NZ | 1 | 181 | 0 | 69 | 181 | 0.38 | 0.137 | -25 |
| SG | 1 | 2,080 | 0 | 421 | 2,080 | 0.20 | 0.029 | 60 |
| TH | 4 | -8,748 | 0 | -7,475 | 8,748 | 0.67 | 0.133 | -1,285 |
| TW | 1 | 9,801 | 0 | 9,218 | 9,801 | 0.94 | 0.218 | 2,135 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -46,895 | -20,916 | -29,271 | 46,895 | 0.96 | -0.080 | 498 |
| 1 | 24 | 67,770 | 0 | 27,798 | 67,770 | 0.67 | 0.007 | 1,196 | |
| CN | -1 | 46 | -1,701,235 | -1,419,676 | -1,765,911 | 1,701,235 | 1.16 | -0.064 | 145,948 |
| 1 | 28 | 581,675 | 0 | 805,229 | 581,675 | 1.30 | -0.027 | -19,185 | |
| HK | -1 | 10 | -745,529 | -694,093 | -957,241 | 745,529 | 1.48 | 0.103 | -82,790 |
| 1 | 6 | 170,622 | 0 | 88,197 | 170,622 | 1.03 | 0.138 | 18,637 | |
| JP | -1 | 45 | -341,998 | -53,896 | -271,105 | 341,998 | 0.80 | 0.032 | -15,144 |
| 1 | 63 | 363,060 | 0 | 224,560 | 363,060 | 0.67 | 0.026 | 14,826 | |
| NZ | 1 | 1 | 181 | 0 | 69 | 181 | 0.38 | -0.137 | -25 |
| SG | 1 | 1 | 2,080 | 0 | 421 | 2,080 | 0.20 | 0.029 | 60 |
| TH | -1 | 4 | -8,748 | 0 | -7,475 | 8,748 | 0.67 | 0.133 | -1,285 |
| TW | 1 | 1 | 9,801 | 0 | 9,218 | 9,801 | 0.94 | 0.218 | 2,135 |