| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,347,168 | 3,772,041 | -1,778,093 | 64,247 | 215 | 54,803,267 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,559,604 | 2,559,604 | -2,906,409 | 68,509 |
| 1 | 1,212,436 | 1,212,436 | 1,128,315 | -4,262 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 10,817 | -25,325 | 4,142 | 80,610 | 0.73 | 0.076 | 2,749 |
| CN | 76 | -817,862 | -1,230,210 | -1,110,661 | 2,040,851 | 1.31 | 0.112 | 92,004 |
| HK | 15 | -574,251 | -739,781 | -828,173 | 913,517 | 1.33 | 0.090 | -31,151 |
| JP | 85 | 30,408 | -84,011 | 134,643 | 637,913 | 0.85 | 0.081 | 402 |
| MY | 2 | -8,137 | 0 | -3,920 | 8,137 | 0.45 | 0.086 | -26 |
| NZ | 1 | 21,892 | 0 | 9,376 | 21,892 | 0.43 | 0.140 | -3,071 |
| SG | 3 | -17,982 | -17,982 | -12,536 | 17,982 | 0.68 | 0.058 | 678 |
| TH | 3 | -13,900 | 0 | -2,754 | 29,290 | 0.22 | 0.113 | -1,392 |
| TW | 2 | 21,848 | 0 | 31,789 | 21,848 | 1.52 | 0.189 | 4,054 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -34,897 | -25,325 | -20,122 | 34,897 | 0.77 | -0.095 | 3,632 |
| 1 | 20 | 45,713 | 0 | 24,264 | 45,713 | 0.72 | -0.038 | -884 | |
| CN | -1 | 41 | -1,429,357 | -1,230,210 | -1,737,379 | 1,429,357 | 1.38 | -0.087 | 132,904 |
| 1 | 35 | 611,495 | 0 | 626,719 | 611,495 | 1.23 | -0.037 | -40,901 | |
| HK | -1 | 9 | -743,884 | -739,781 | -933,305 | 743,884 | 1.18 | 0.012 | -48,031 |
| 1 | 6 | 169,633 | 0 | 105,132 | 169,633 | 1.58 | 0.116 | 16,880 | |
| JP | -1 | 31 | -303,752 | -84,011 | -193,907 | 303,752 | 0.62 | 0.030 | -18,133 |
| 1 | 54 | 334,160 | 0 | 328,550 | 334,160 | 0.98 | 0.033 | 18,534 | |
| MY | -1 | 2 | -8,137 | 0 | -3,920 | 8,137 | 0.45 | 0.026 | -26 |
| NZ | 1 | 1 | 21,892 | 0 | 9,376 | 21,892 | 0.43 | -0.140 | -3,071 |
| SG | -1 | 3 | -17,982 | -17,982 | -12,536 | 17,982 | 0.68 | -0.058 | 678 |
| TH | -1 | 2 | -21,595 | 0 | -5,240 | 21,595 | 0.17 | 0.097 | -2,516 |
| 1 | 1 | 7,695 | 0 | 2,486 | 7,695 | 0.32 | 0.146 | 1,125 | |
| TW | 1 | 2 | 21,848 | 0 | 31,789 | 21,848 | 1.52 | 0.189 | 4,054 |