| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,041,838 | 5,255,747 | -925,619 | 101,092 | 241 | 53,992,433 | 0.097 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,148,793 | 3,148,793 | -3,299,104 | 153,881 |
| 1 | 2,106,954 | 2,106,954 | 2,373,485 | -52,789 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | -28,584 | -58,223 | -22,648 | 87,863 | 0.87 | 0.088 | 8,607 |
| CN | 68 | -490,208 | -1,572,150 | -230,036 | 3,350,652 | 1.23 | 0.107 | 79,431 |
| HK | 22 | -513,029 | -723,484 | -704,631 | 965,200 | 1.30 | 0.137 | -26,687 |
| ID | 3 | 3,827 | 0 | 1,067 | 3,827 | 0.33 | 0.132 | 535 |
| JP | 113 | -54,689 | -298,342 | -13,649 | 775,725 | 0.80 | 0.070 | 28,811 |
| NZ | 1 | -875 | -875 | -235 | 875 | 0.27 | 0.061 | 53 |
| SG | 3 | -4,452 | -5,788 | -3,139 | 7,125 | 0.78 | 0.108 | 272 |
| TH | 5 | -3,125 | 0 | 999 | 15,185 | 0.54 | 0.188 | -1,330 |
| TW | 4 | 49,297 | 0 | 46,652 | 49,297 | 0.96 | 0.189 | 11,401 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -58,223 | -58,223 | -33,807 | 58,223 | 0.90 | -0.095 | 7,149 |
| 1 | 5 | 29,639 | 0 | 11,159 | 29,639 | 0.77 | -0.003 | 1,458 | |
| CN | -1 | 38 | -1,920,430 | -1,572,150 | -2,014,745 | 1,920,430 | 1.26 | -0.094 | 195,349 |
| 1 | 30 | 1,430,222 | 0 | 1,784,709 | 1,430,222 | 1.20 | -0.020 | -115,918 | |
| HK | -1 | 10 | -739,115 | -723,484 | -923,943 | 739,115 | 1.14 | 0.025 | -60,232 |
| 1 | 12 | 226,086 | 0 | 219,312 | 226,086 | 1.45 | 0.173 | 33,545 | |
| ID | 1 | 3 | 3,827 | 0 | 1,067 | 3,827 | 0.33 | 0.132 | 535 |
| JP | -1 | 63 | -415,207 | -298,342 | -320,935 | 415,207 | 0.81 | -0.042 | 13,442 |
| 1 | 50 | 360,518 | 0 | 307,286 | 360,518 | 0.79 | 0.043 | 15,369 | |
| NZ | -1 | 1 | -875 | -875 | -235 | 875 | 0.27 | -0.061 | 53 |
| SG | -1 | 2 | -5,788 | -5,788 | -4,100 | 5,788 | 0.81 | -0.073 | 512 |
| 1 | 1 | 1,336 | 0 | 961 | 1,336 | 0.72 | -0.179 | -240 | |
| TH | -1 | 2 | -9,155 | 0 | -1,339 | 9,155 | 0.21 | 0.233 | -2,392 |
| 1 | 3 | 6,030 | 0 | 2,338 | 6,030 | 0.76 | 0.158 | 1,062 | |
| TW | 1 | 4 | 49,297 | 0 | 46,652 | 49,297 | 0.96 | 0.189 | 11,401 |