| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,937,378 | 4,107,697 | -2,086,188 | 123,750 | 189 | 54,877,236 | 0.075 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,022,537 | 3,022,537 | -3,190,995 | 153,791 |
| 1 | 1,085,160 | 1,085,160 | 1,104,807 | -30,041 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -23,239 | -10,710 | -12,051 | 45,727 | 0.84 | 0.077 | 92 |
| CN | 62 | -1,256,403 | -1,557,965 | -1,236,781 | 2,537,322 | 1.25 | 0.129 | 138,281 |
| HK | 14 | -544,029 | -718,088 | -786,699 | 944,154 | 1.17 | 0.099 | -26,360 |
| ID | 2 | 441 | 0 | 276 | 2,524 | 0.31 | 0.160 | 200 |
| JP | 76 | -160,352 | -115,007 | -124,359 | 505,821 | 0.83 | 0.074 | 1,771 |
| MY | 1 | -1,086 | 0 | -634 | 1,086 | 0.58 | 0.180 | -195 |
| NZ | 2 | -2,846 | -2,846 | -950 | 2,846 | 0.35 | 0.112 | 310 |
| SG | 1 | -914 | -914 | -657 | 914 | 0.72 | 0.185 | 169 |
| TH | 4 | 6,781 | 0 | 10,251 | 23,033 | 0.75 | 0.209 | 1,127 |
| TW | 4 | 44,269 | 0 | 65,416 | 44,269 | 1.46 | 0.187 | 8,354 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,483 | -10,710 | -17,838 | 34,483 | 0.73 | -0.043 | -451 |
| 1 | 10 | 11,244 | 0 | 5,786 | 11,244 | 1.00 | -0.020 | 544 | |
| CN | -1 | 32 | -1,896,863 | -1,557,965 | -1,953,001 | 1,896,863 | 1.31 | -0.112 | 205,053 |
| 1 | 30 | 640,460 | 0 | 716,220 | 640,460 | 1.18 | -0.088 | -66,772 | |
| HK | -1 | 7 | -744,092 | -718,088 | -936,833 | 744,092 | 1.19 | 0.049 | -49,794 |
| 1 | 7 | 200,063 | 0 | 150,134 | 200,063 | 1.16 | 0.090 | 23,434 | |
| ID | -1 | 1 | -1,042 | 0 | -267 | 1,042 | 0.26 | 0.108 | -113 |
| 1 | 1 | 1,483 | 0 | 543 | 1,483 | 0.37 | 0.211 | 313 | |
| JP | -1 | 41 | -333,086 | -115,007 | -276,563 | 333,086 | 0.81 | -0.018 | 556 |
| 1 | 35 | 172,735 | 0 | 152,204 | 172,735 | 0.85 | -0.000 | 1,215 | |
| MY | -1 | 1 | -1,086 | 0 | -634 | 1,086 | 0.58 | 0.180 | -195 |
| NZ | -1 | 2 | -2,846 | -2,846 | -950 | 2,846 | 0.35 | -0.112 | 310 |
| SG | -1 | 1 | -914 | -914 | -657 | 914 | 0.72 | -0.185 | 169 |
| TH | -1 | 2 | -8,126 | 0 | -4,252 | 8,126 | 0.54 | 0.214 | -1,744 |
| 1 | 2 | 14,907 | 0 | 14,503 | 14,907 | 0.97 | 0.203 | 2,871 | |
| TW | 1 | 4 | 44,269 | 0 | 65,416 | 44,269 | 1.46 | 0.187 | 8,354 |