| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -120,159 | 2,411,989 | -53,599 | -10,407 | 211 | 42,166,120 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,266,074 | 1,266,074 | -1,540,928 | 41,960 |
| 1 | 1,145,915 | 1,145,915 | 1,487,329 | -52,367 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | 34,036 | -18,983 | -1,776 | 84,454 | 0.75 | 0.077 | 1,697 |
| CN | 70 | -73,898 | -521,393 | -31,511 | 1,456,181 | 1.40 | 0.108 | -1,822 |
| HK | 18 | 41,438 | -38,411 | 83,710 | 142,973 | 1.55 | 0.088 | 14,542 |
| JP | 84 | -127,728 | -55,824 | -108,458 | 701,559 | 0.79 | 0.076 | -23,344 |
| MY | 2 | -6,414 | 0 | -2,388 | 6,414 | 0.45 | 0.082 | -416 |
| NZ | 1 | 8,575 | 0 | 3,672 | 8,575 | 0.43 | 0.151 | -1,298 |
| SG | 3 | 3,531 | -844 | 707 | 5,220 | 0.52 | 0.078 | 253 |
| TH | 5 | -1,277 | 0 | 463 | 5,035 | 0.40 | 0.136 | -240 |
| TW | 1 | 1,579 | 0 | 1,981 | 1,579 | 1.26 | 0.140 | 221 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -25,209 | -18,983 | -23,892 | 25,209 | 0.95 | -0.089 | 2,596 |
| 1 | 18 | 59,245 | 0 | 22,116 | 59,245 | 0.66 | -0.042 | -898 | |
| CN | -1 | 41 | -765,039 | -521,393 | -1,126,185 | 765,039 | 1.35 | -0.062 | 62,787 |
| 1 | 29 | 691,142 | 0 | 1,094,674 | 691,142 | 1.47 | -0.051 | -64,609 | |
| HK | -1 | 8 | -50,767 | -38,411 | -71,853 | 50,767 | 1.27 | 0.002 | 1,926 |
| 1 | 10 | 92,205 | 0 | 155,563 | 92,205 | 1.79 | 0.077 | 12,617 | |
| JP | -1 | 40 | -414,643 | -55,824 | -314,999 | 414,643 | 0.82 | 0.037 | -24,587 |
| 1 | 44 | 286,915 | 0 | 206,541 | 286,915 | 0.75 | 0.001 | 1,243 | |
| MY | -1 | 2 | -6,414 | 0 | -2,388 | 6,414 | 0.45 | 0.021 | -416 |
| NZ | 1 | 1 | 8,575 | 0 | 3,672 | 8,575 | 0.43 | -0.151 | -1,298 |
| SG | -1 | 1 | -844 | -844 | -607 | 844 | 0.72 | -0.182 | 154 |
| 1 | 2 | 4,375 | 0 | 1,315 | 4,375 | 0.42 | 0.026 | 99 | |
| TH | -1 | 3 | -3,156 | 0 | -1,004 | 3,156 | 0.23 | 0.133 | -500 |
| 1 | 2 | 1,879 | 0 | 1,467 | 1,879 | 0.65 | 0.142 | 260 | |
| TW | 1 | 1 | 1,579 | 0 | 1,981 | 1,579 | 1.26 | 0.140 | 221 |