| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -284,664 | 2,016,345 | -122,919 | 59,310 | 170 | 41,961,684 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,150,505 | 1,150,505 | -1,202,527 | 114,963 |
| 1 | 865,841 | 865,841 | 1,079,608 | -55,653 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -20,398 | -58,980 | 21,282 | 141,989 | 0.85 | 0.101 | -7,154 |
| CN | 58 | -307,098 | -479,088 | -233,933 | 1,385,259 | 1.32 | 0.114 | 61,955 |
| HK | 7 | -37,347 | -761 | -46,028 | 49,415 | 1.28 | 0.097 | -5,475 |
| JP | 67 | 72,740 | -70,553 | 117,295 | 405,143 | 0.79 | 0.078 | 7,595 |
| MY | 1 | -1,830 | 0 | -1,068 | 1,830 | 0.58 | 0.169 | -309 |
| NZ | 1 | -3,320 | -3,320 | -891 | 3,320 | 0.27 | 0.096 | 320 |
| SG | 2 | -1,761 | -1,761 | -1,224 | 1,761 | 0.70 | 0.133 | 195 |
| TH | 5 | -3,745 | 0 | -480 | 9,533 | 0.67 | 0.198 | -894 |
| TW | 3 | 18,095 | 0 | 22,129 | 18,095 | 1.27 | 0.170 | 3,078 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -81,194 | -58,980 | -48,186 | 81,194 | 0.83 | -0.076 | 4,222 |
| 1 | 6 | 60,795 | 0 | 69,468 | 60,795 | 0.93 | -0.036 | -11,376 | |
| CN | -1 | 30 | -846,179 | -479,088 | -977,706 | 846,179 | 1.36 | -0.106 | 113,328 |
| 1 | 28 | 539,080 | 0 | 743,773 | 539,080 | 1.28 | -0.035 | -51,373 | |
| HK | -1 | 3 | -43,381 | -761 | -52,663 | 43,381 | 1.17 | 0.029 | -5,736 |
| 1 | 4 | 6,034 | 0 | 6,635 | 6,034 | 1.37 | 0.077 | 261 | |
| JP | -1 | 32 | -166,201 | -70,553 | -117,867 | 166,201 | 0.74 | -0.032 | 4,412 |
| 1 | 35 | 238,941 | 0 | 235,162 | 238,941 | 0.84 | 0.003 | 3,183 | |
| MY | -1 | 1 | -1,830 | 0 | -1,068 | 1,830 | 0.58 | 0.169 | -309 |
| NZ | -1 | 1 | -3,320 | -3,320 | -891 | 3,320 | 0.27 | -0.096 | 320 |
| SG | -1 | 2 | -1,761 | -1,761 | -1,224 | 1,761 | 0.70 | -0.133 | 195 |
| TH | -1 | 2 | -6,639 | 0 | -2,922 | 6,639 | 0.54 | 0.215 | -1,468 |
| 1 | 3 | 2,894 | 0 | 2,442 | 2,894 | 0.75 | 0.187 | 575 | |
| TW | 1 | 3 | 18,095 | 0 | 22,129 | 18,095 | 1.27 | 0.170 | 3,078 |