| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,579,438 | 3,842,727 | -2,011,755 | 112,974 | 206 | 55,049,109 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,711,082 | 2,711,082 | -3,035,732 | 127,431 |
| 1 | 1,131,645 | 1,131,645 | 1,023,978 | -14,456 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 54,724 | -444 | 45,603 | 73,668 | 0.73 | 0.068 | -1,872 |
| CN | 72 | -1,088,052 | -1,375,631 | -1,193,888 | 2,334,692 | 1.30 | 0.117 | 136,712 |
| HK | 16 | -584,822 | -736,754 | -868,306 | 900,959 | 1.10 | 0.086 | -28,118 |
| ID | 1 | 570 | 0 | 209 | 570 | 0.37 | 0.245 | 139 |
| JP | 78 | -1,412 | -116,254 | -33,549 | 454,271 | 0.78 | 0.075 | -2,217 |
| NZ | 1 | 7,415 | 0 | 3,175 | 7,415 | 0.43 | 0.143 | -1,059 |
| SG | 2 | -7,469 | -7,469 | -5,611 | 7,469 | 0.74 | 0.101 | 274 |
| TH | 6 | 1,533 | 0 | 633 | 25,607 | 0.59 | 0.193 | -11 |
| TW | 4 | 38,076 | 0 | 39,979 | 38,076 | 0.77 | 0.252 | 9,125 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 3 | -9,472 | -444 | -1,917 | 9,472 | 0.59 | 0.034 | -999 |
| 1 | 23 | 64,196 | 0 | 47,520 | 64,196 | 0.75 | -0.023 | -874 | |
| CN | -1 | 46 | -1,711,372 | -1,375,631 | -1,869,826 | 1,711,372 | 1.36 | -0.103 | 170,111 |
| 1 | 26 | 623,320 | 0 | 675,938 | 623,320 | 1.19 | -0.030 | -33,398 | |
| HK | -1 | 6 | -742,890 | -736,754 | -941,428 | 742,890 | 1.02 | 0.050 | -40,676 |
| 1 | 10 | 158,068 | 0 | 73,121 | 158,068 | 1.16 | 0.003 | 12,558 | |
| ID | 1 | 1 | 570 | 0 | 209 | 570 | 0.37 | 0.245 | 139 |
| JP | -1 | 36 | -227,841 | -116,254 | -211,065 | 227,841 | 0.94 | -0.004 | 1,259 |
| 1 | 42 | 226,429 | 0 | 177,516 | 226,429 | 0.64 | -0.020 | -3,475 | |
| NZ | 1 | 1 | 7,415 | 0 | 3,175 | 7,415 | 0.43 | -0.143 | -1,059 |
| SG | -1 | 2 | -7,469 | -7,469 | -5,611 | 7,469 | 0.74 | -0.099 | 274 |
| TH | -1 | 2 | -12,037 | 0 | -5,885 | 12,037 | 0.54 | 0.212 | -2,538 |
| 1 | 4 | 13,570 | 0 | 6,519 | 13,570 | 0.62 | 0.183 | 2,528 | |
| TW | 1 | 4 | 38,076 | 0 | 39,979 | 38,076 | 0.77 | 0.100 | 9,125 |