| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,363,891 | 5,228,692 | -1,263,984 | 176,647 | 225 | 54,343,525 | 0.096 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,296,292 | 3,296,292 | -3,538,438 | 191,000 |
| 1 | 1,932,401 | 1,932,401 | 2,274,454 | -14,352 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -24,104 | -70,199 | -39,217 | 116,294 | 0.95 | 0.102 | 13,111 |
| CN | 58 | -848,768 | -1,466,982 | -557,084 | 3,045,849 | 1.30 | 0.110 | 111,409 |
| HK | 23 | -535,937 | -746,498 | -734,161 | 1,020,976 | 1.42 | 0.123 | -15,268 |
| ID | 5 | 7,873 | 0 | 2,744 | 7,873 | 0.37 | 0.176 | 1,432 |
| JP | 97 | -49,192 | -237,322 | -2,565 | 903,934 | 0.83 | 0.077 | 38,183 |
| NZ | 2 | -2,374 | -2,374 | -902 | 2,374 | 0.35 | 0.094 | 236 |
| SG | 3 | -14,317 | -14,317 | -10,003 | 14,317 | 0.72 | 0.089 | 1,478 |
| TH | 9 | 23,748 | 0 | 7,930 | 37,895 | 0.49 | 0.186 | 5,522 |
| TW | 3 | 79,180 | 0 | 69,274 | 79,180 | 0.70 | 0.174 | 20,544 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -70,199 | -70,199 | -52,757 | 70,199 | 1.11 | -0.133 | 10,835 |
| 1 | 9 | 46,095 | 0 | 13,540 | 46,095 | 0.66 | 0.001 | 2,275 | |
| CN | -1 | 31 | -1,947,309 | -1,466,982 | -2,108,329 | 1,947,309 | 1.35 | -0.087 | 211,603 |
| 1 | 27 | 1,098,540 | 0 | 1,551,245 | 1,098,540 | 1.25 | -0.038 | -100,194 | |
| HK | -1 | 13 | -778,457 | -746,498 | -976,062 | 778,457 | 1.27 | 0.013 | -52,092 |
| 1 | 10 | 242,519 | 0 | 241,901 | 242,519 | 1.63 | 0.194 | 36,824 | |
| ID | 1 | 5 | 7,873 | 0 | 2,744 | 7,873 | 0.37 | 0.176 | 1,432 |
| JP | -1 | 47 | -476,563 | -237,322 | -387,793 | 476,563 | 0.88 | -0.064 | 20,260 |
| 1 | 50 | 427,371 | 0 | 385,227 | 427,371 | 0.79 | 0.025 | 17,923 | |
| NZ | -1 | 2 | -2,374 | -2,374 | -902 | 2,374 | 0.35 | -0.094 | 236 |
| SG | -1 | 3 | -14,317 | -14,317 | -10,003 | 14,317 | 0.72 | -0.082 | 1,478 |
| TH | -1 | 1 | -7,073 | 0 | -2,592 | 7,073 | 0.37 | 0.187 | -1,320 |
| 1 | 8 | 30,821 | 0 | 10,522 | 30,821 | 0.50 | 0.186 | 6,842 | |
| TW | 1 | 3 | 79,180 | 0 | 69,274 | 79,180 | 0.70 | 0.174 | 20,544 |