| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,881,281 | 4,458,850 | -1,989,196 | 174,775 | 213 | 55,029,633 | 0.081 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,170,065 | 3,170,065 | -3,619,154 | 170,238 |
| 1 | 1,288,784 | 1,288,784 | 1,629,958 | 4,536 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -8,379 | -28,186 | -14,060 | 67,171 | 0.84 | 0.084 | 2,959 |
| CN | 80 | -1,110,929 | -1,480,762 | -938,041 | 2,665,075 | 1.31 | 0.106 | 149,126 |
| HK | 21 | -590,214 | -796,558 | -843,809 | 1,111,445 | 1.38 | 0.099 | -8,180 |
| JP | 72 | -198,880 | -229,861 | -237,041 | 563,540 | 0.83 | 0.079 | 23,372 |
| MY | 1 | -144 | 0 | -45 | 144 | 0.31 | 0.105 | -15 |
| NZ | 1 | -736 | -736 | -315 | 736 | 0.43 | 0.151 | 111 |
| SG | 2 | -6,881 | -6,881 | -4,982 | 6,881 | 0.74 | 0.093 | 1,024 |
| TH | 4 | 2,023 | 0 | 2,515 | 11,000 | 0.66 | 0.180 | 194 |
| TW | 2 | 32,859 | 0 | 46,581 | 32,859 | 1.37 | 0.179 | 6,184 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -37,775 | -28,186 | -35,315 | 37,775 | 0.90 | -0.066 | 3,242 |
| 1 | 15 | 29,396 | 0 | 21,255 | 29,396 | 0.78 | -0.011 | -282 | |
| CN | -1 | 47 | -1,888,002 | -1,480,762 | -2,158,372 | 1,888,002 | 1.29 | -0.086 | 175,637 |
| 1 | 33 | 777,073 | 0 | 1,220,330 | 777,073 | 1.34 | -0.019 | -26,511 | |
| HK | -1 | 13 | -850,829 | -796,558 | -1,056,963 | 850,829 | 1.34 | 0.023 | -27,057 |
| 1 | 8 | 260,615 | 0 | 213,154 | 260,615 | 1.45 | 0.093 | 18,876 | |
| JP | -1 | 43 | -381,210 | -229,861 | -361,518 | 381,210 | 0.91 | -0.030 | 18,218 |
| 1 | 29 | 182,330 | 0 | 124,477 | 182,330 | 0.71 | 0.016 | 5,154 | |
| MY | -1 | 1 | -144 | 0 | -45 | 144 | 0.31 | 0.105 | -15 |
| NZ | -1 | 1 | -736 | -736 | -315 | 736 | 0.43 | -0.151 | 111 |
| SG | -1 | 2 | -6,881 | -6,881 | -4,982 | 6,881 | 0.74 | -0.079 | 1,024 |
| TH | -1 | 1 | -4,488 | 0 | -1,645 | 4,488 | 0.37 | 0.205 | -922 |
| 1 | 3 | 6,511 | 0 | 4,160 | 6,511 | 0.75 | 0.172 | 1,115 | |
| TW | 1 | 2 | 32,859 | 0 | 46,581 | 32,859 | 1.37 | 0.179 | 6,184 |