| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -699,658 | 5,105,234 | -766,099 | 77,904 | 244 | 53,888,034 | 0.095 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,902,446 | 2,902,446 | -3,044,628 | 120,169 |
| 1 | 2,202,788 | 2,202,788 | 2,278,529 | -42,266 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -33,185 | -62,144 | -14,037 | 102,924 | 0.72 | 0.072 | 10,045 |
| CN | 74 | -220,699 | -1,456,363 | -52,282 | 3,367,373 | 1.21 | 0.102 | 76,119 |
| HK | 20 | -516,863 | -701,773 | -722,742 | 961,574 | 1.05 | 0.105 | -40,268 |
| ID | 3 | 6,386 | 0 | 1,723 | 6,386 | 0.37 | 0.165 | 922 |
| JP | 113 | 76,730 | -209,873 | 29,689 | 654,015 | 0.75 | 0.067 | 31,739 |
| MY | 1 | -6,305 | 0 | -3,681 | 6,305 | 0.58 | 0.145 | -915 |
| NZ | 1 | -188 | -188 | -50 | 188 | 0.27 | 0.065 | 12 |
| SG | 2 | -4,663 | -4,663 | -4,086 | 4,663 | 0.81 | 0.082 | 314 |
| TH | 3 | -872 | 0 | -634 | 1,807 | 0.24 | 0.200 | -67 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -68,054 | -62,144 | -30,678 | 68,054 | 0.76 | -0.072 | 8,490 |
| 1 | 9 | 34,869 | 0 | 16,642 | 34,869 | 0.64 | -0.003 | 1,556 | |
| CN | -1 | 41 | -1,794,036 | -1,456,363 | -1,872,743 | 1,794,036 | 1.10 | -0.064 | 172,625 |
| 1 | 33 | 1,573,337 | 0 | 1,820,462 | 1,573,337 | 1.35 | -0.039 | -96,506 | |
| HK | -1 | 14 | -739,218 | -701,773 | -907,779 | 739,218 | 0.96 | 0.022 | -69,266 |
| 1 | 6 | 222,355 | 0 | 185,038 | 222,355 | 1.29 | 0.172 | 28,999 | |
| ID | 1 | 3 | 6,386 | 0 | 1,723 | 6,386 | 0.37 | 0.165 | 922 |
| JP | -1 | 59 | -288,643 | -209,873 | -224,947 | 288,643 | 0.79 | -0.039 | 9,113 |
| 1 | 54 | 365,373 | 0 | 254,636 | 365,373 | 0.71 | 0.040 | 22,626 | |
| MY | -1 | 1 | -6,305 | 0 | -3,681 | 6,305 | 0.58 | 0.145 | -915 |
| NZ | -1 | 1 | -188 | -188 | -50 | 188 | 0.27 | -0.065 | 12 |
| SG | -1 | 2 | -4,663 | -4,663 | -4,086 | 4,663 | 0.81 | -0.082 | 314 |
| TH | -1 | 2 | -1,339 | 0 | -662 | 1,339 | 0.32 | 0.153 | -204 |
| 1 | 1 | 468 | 0 | 28 | 468 | 0.06 | 0.293 | 137 |