| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -375,196 | 2,711,884 | -243,538 | 108,931 | 202 | 42,039,571 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,543,540 | 1,543,540 | -1,836,598 | 121,791 |
| 1 | 1,168,344 | 1,168,344 | 1,593,061 | -12,860 |
| 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 | 73 | -213,320 | -602,755 | -92,465 | 1,806,238 | 1.35 | 0.107 | 73,833 |
| HK | 17 | 18,262 | -48,578 | 56,273 | 223,316 | 1.43 | 0.097 | 1,269 |
| 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 | 42 | -1,009,779 | -602,755 | -1,327,849 | 1,009,779 | 1.33 | -0.091 | 103,262 |
| 1 | 31 | 796,459 | 0 | 1,235,384 | 796,459 | 1.37 | -0.021 | -29,429 | |
| HK | -1 | 11 | -102,527 | -48,578 | -104,930 | 102,527 | 1.35 | 0.014 | -3,129 |
| 1 | 6 | 120,789 | 0 | 161,204 | 120,789 | 1.58 | 0.076 | 4,398 | |
| 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 |