| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,135,082 | 5,586,911 | -1,012,595 | 55,397 | 248 | 53,980,799 | 0.103 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,360,997 | 3,360,997 | -3,573,845 | 129,273 |
| 1 | 2,225,914 | 2,225,914 | 2,561,251 | -73,877 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 32,410 | -4,282 | 30,133 | 88,753 | 0.68 | 0.086 | -2,389 |
| CN | 85 | -767,301 | -1,846,339 | -400,025 | 3,826,609 | 1.22 | 0.099 | 71,999 |
| HK | 23 | -436,836 | -663,934 | -639,055 | 949,067 | 1.15 | 0.126 | -39,054 |
| ID | 6 | 29,274 | 0 | 8,634 | 29,274 | 0.36 | 0.172 | 4,756 |
| JP | 96 | 739 | -169,810 | -11,565 | 675,388 | 0.72 | 0.064 | 19,483 |
| MY | 1 | -962 | 0 | -562 | 962 | 0.58 | 0.135 | -130 |
| NZ | 1 | 6,610 | 0 | 1,774 | 6,610 | 0.27 | 0.087 | -578 |
| SG | 3 | -2,319 | -2,319 | -1,706 | 2,319 | 0.92 | 0.058 | 242 |
| TH | 3 | 3,303 | 0 | -223 | 7,928 | 0.34 | 0.220 | 1,069 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -28,172 | -4,282 | -11,040 | 28,172 | 0.52 | -0.081 | -427 |
| 1 | 21 | 60,581 | 0 | 41,172 | 60,581 | 0.75 | -0.065 | -1,962 | |
| CN | -1 | 50 | -2,296,955 | -1,846,339 | -2,448,123 | 2,296,955 | 1.18 | -0.055 | 196,746 |
| 1 | 35 | 1,529,654 | 0 | 2,048,098 | 1,529,654 | 1.28 | -0.047 | -124,747 | |
| HK | -1 | 14 | -692,952 | -663,934 | -861,920 | 692,952 | 1.12 | 0.046 | -79,516 |
| 1 | 9 | 256,115 | 0 | 222,865 | 256,115 | 1.21 | 0.205 | 40,461 | |
| ID | 1 | 6 | 29,274 | 0 | 8,634 | 29,274 | 0.36 | 0.172 | 4,756 |
| JP | -1 | 43 | -337,324 | -169,810 | -249,162 | 337,324 | 0.77 | -0.034 | 12,740 |
| 1 | 53 | 338,064 | 0 | 237,596 | 338,064 | 0.68 | -0.007 | 6,743 | |
| MY | -1 | 1 | -962 | 0 | -562 | 962 | 0.58 | 0.135 | -130 |
| NZ | 1 | 1 | 6,610 | 0 | 1,774 | 6,610 | 0.27 | -0.087 | -578 |
| SG | -1 | 3 | -2,319 | -2,319 | -1,706 | 2,319 | 0.92 | -0.058 | 242 |
| TH | -1 | 1 | -2,313 | 0 | -1,333 | 2,313 | 0.58 | 0.165 | -382 |
| 1 | 2 | 5,616 | 0 | 1,110 | 5,616 | 0.22 | 0.248 | 1,451 |