| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,018,873 | 4,568,359 | -729,659 | 10,512 | 227 | 54,067,494 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,793,616 | 2,793,616 | -2,877,506 | 88,918 |
| 1 | 1,774,743 | 1,774,743 | 2,147,847 | -78,406 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 18,075 | -12,870 | 15,763 | 70,203 | 0.71 | 0.071 | -282 |
| CN | 67 | -560,280 | -1,311,718 | 104,727 | 2,799,095 | 1.29 | 0.112 | 32,120 |
| HK | 17 | -534,192 | -695,340 | -791,332 | 888,244 | 1.12 | 0.125 | -46,095 |
| ID | 1 | 1,621 | 0 | 416 | 1,621 | 0.26 | 0.143 | 232 |
| JP | 113 | 19,033 | -155,455 | -70,467 | 767,196 | 0.82 | 0.067 | 19,569 |
| MY | 1 | -367 | 0 | -214 | 367 | 0.58 | 0.136 | -50 |
| NZ | 1 | 1,910 | 0 | 818 | 1,910 | 0.43 | 0.094 | -180 |
| SG | 1 | -1,149 | -1,149 | -826 | 1,149 | 0.72 | 0.171 | 196 |
| TH | 2 | -112 | 0 | -548 | 1,986 | 0.32 | 0.228 | 120 |
| TW | 2 | 36,588 | 0 | 12,004 | 36,588 | 0.62 | 0.109 | 4,881 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -26,064 | -12,870 | -11,218 | 26,064 | 0.59 | -0.080 | 1,481 |
| 1 | 14 | 44,139 | 0 | 26,981 | 44,139 | 0.78 | -0.032 | -1,762 | |
| CN | -1 | 41 | -1,679,688 | -1,311,718 | -1,600,678 | 1,679,688 | 1.17 | -0.064 | 152,505 |
| 1 | 26 | 1,119,408 | 0 | 1,705,406 | 1,119,408 | 1.48 | -0.091 | -120,385 | |
| HK | -1 | 9 | -711,218 | -695,340 | -895,396 | 711,218 | 1.12 | 0.047 | -66,377 |
| 1 | 8 | 177,026 | 0 | 104,064 | 177,026 | 1.12 | 0.143 | 20,282 | |
| ID | 1 | 1 | 1,621 | 0 | 416 | 1,621 | 0.26 | 0.143 | 232 |
| JP | -1 | 66 | -374,081 | -155,455 | -368,569 | 374,081 | 0.89 | -0.020 | 1,325 |
| 1 | 47 | 393,115 | 0 | 298,102 | 393,115 | 0.72 | 0.007 | 18,244 | |
| MY | -1 | 1 | -367 | 0 | -214 | 367 | 0.58 | 0.136 | -50 |
| NZ | 1 | 1 | 1,910 | 0 | 818 | 1,910 | 0.43 | -0.094 | -180 |
| SG | -1 | 1 | -1,149 | -1,149 | -826 | 1,149 | 0.72 | -0.171 | 196 |
| TH | -1 | 1 | -1,049 | 0 | -605 | 1,049 | 0.58 | 0.154 | -162 |
| 1 | 1 | 937 | 0 | 57 | 937 | 0.06 | 0.301 | 282 | |
| TW | 1 | 2 | 36,588 | 0 | 12,004 | 36,588 | 0.62 | 0.109 | 4,881 |