| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -560,710 | 3,231,474 | -656,440 | -14,232 | 206 | 50,147,993 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,896,092 | 1,896,092 | -2,117,300 | 21,589 |
| 1 | 1,335,382 | 1,335,382 | 1,460,860 | -35,821 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 2,888 | -8,528 | 1,656 | 38,154 | 0.77 | 0.089 | 51 |
| CN | 67 | -136,574 | -954,005 | 71,239 | 1,842,499 | 1.22 | 0.084 | 15,808 |
| HK | 25 | -432,832 | -651,056 | -700,544 | 909,822 | 1.09 | 0.147 | -51,695 |
| JP | 82 | -10,170 | -120,910 | -31,996 | 405,515 | 0.67 | 0.067 | 19,144 |
| KR | 1 | 2,264 | 0 | 164 | 2,264 | 0.07 | 0.234 | 531 |
| MY | 1 | 1,068 | 0 | 330 | 1,068 | 0.31 | 0.221 | 236 |
| NZ | 1 | 7,816 | 0 | 3,348 | 7,816 | 0.43 | 0.141 | -1,106 |
| SG | 4 | -4,276 | -9,752 | -3,062 | 15,229 | 0.55 | 0.094 | 435 |
| TH | 2 | 9,106 | 0 | 2,424 | 9,106 | 0.31 | 0.248 | 2,364 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -17,633 | -8,528 | -12,303 | 17,633 | 0.66 | -0.078 | 1,250 |
| 1 | 10 | 20,521 | 0 | 13,960 | 20,521 | 0.92 | -0.079 | -1,199 | |
| CN | -1 | 38 | -989,537 | -954,005 | -1,113,077 | 989,537 | 1.22 | -0.058 | 92,449 |
| 1 | 29 | 852,962 | 0 | 1,184,317 | 852,962 | 1.21 | -0.027 | -76,641 | |
| HK | -1 | 10 | -671,327 | -651,056 | -848,592 | 671,327 | 1.21 | 0.062 | -84,498 |
| 1 | 15 | 238,495 | 0 | 148,048 | 238,495 | 1.00 | 0.190 | 32,804 | |
| JP | -1 | 47 | -207,842 | -120,910 | -136,635 | 207,842 | 0.69 | -0.052 | 11,115 |
| 1 | 35 | 197,672 | 0 | 104,639 | 197,672 | 0.65 | 0.027 | 8,029 | |
| KR | 1 | 1 | 2,264 | 0 | 164 | 2,264 | 0.07 | 0.234 | 531 |
| MY | 1 | 1 | 1,068 | 0 | 330 | 1,068 | 0.31 | 0.221 | 236 |
| NZ | 1 | 1 | 7,816 | 0 | 3,348 | 7,816 | 0.43 | -0.141 | -1,106 |
| SG | -1 | 1 | -9,752 | -9,752 | -6,693 | 9,752 | 0.69 | -0.131 | 1,273 |
| 1 | 3 | 5,476 | 0 | 3,632 | 5,476 | 0.50 | -0.071 | -839 | |
| TH | 1 | 2 | 9,106 | 0 | 2,424 | 9,106 | 0.31 | 0.248 | 2,364 |