| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -422,617 | 3,751,266 | -901,639 | -31,221 | 211 | 49,723,157 | 0.075 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,086,942 | 2,086,942 | -2,396,067 | 44,587 |
| 1 | 1,664,324 | 1,664,324 | 1,494,428 | -75,808 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 11,594 | -42,210 | 6,718 | 116,111 | 0.62 | 0.085 | -91 |
| CN | 54 | 115,905 | -929,281 | -35,304 | 2,291,627 | 1.14 | 0.094 | 2,510 |
| HK | 22 | -631,106 | -742,475 | -913,369 | 883,800 | 1.06 | 0.104 | -69,188 |
| ID | 12 | 64,080 | 0 | 23,412 | 64,080 | 0.41 | 0.216 | 13,649 |
| JP | 82 | 5,532 | -120,592 | 16,255 | 355,903 | 0.67 | 0.072 | 19,747 |
| KR | 2 | -8 | 0 | -1,814 | 4,547 | 0.48 | 0.178 | 205 |
| NZ | 2 | -2,222 | -2,222 | -1,163 | 2,222 | 0.43 | 0.065 | 149 |
| SG | 2 | 12,254 | -622 | 2,775 | 13,497 | 0.45 | 0.049 | 451 |
| TH | 5 | 3,777 | 0 | 960 | 17,055 | 0.35 | 0.197 | 885 |
| TW | 2 | -2,423 | -2,423 | -109 | 2,423 | 0.20 | 0.165 | 461 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -52,259 | -42,210 | -27,142 | 52,259 | 0.73 | -0.108 | 4,115 |
| 1 | 13 | 63,852 | 0 | 33,860 | 63,852 | 0.48 | -0.041 | -4,207 | |
| CN | -1 | 27 | -1,087,861 | -929,281 | -1,278,974 | 1,087,861 | 1.22 | -0.053 | 110,835 |
| 1 | 27 | 1,203,766 | 0 | 1,243,670 | 1,203,766 | 1.05 | -0.053 | -108,325 | |
| HK | -1 | 15 | -757,453 | -742,475 | -972,208 | 757,453 | 1.00 | 0.018 | -79,872 |
| 1 | 7 | 126,347 | 0 | 58,839 | 126,347 | 1.20 | 0.185 | 10,685 | |
| ID | 1 | 12 | 64,080 | 0 | 23,412 | 64,080 | 0.41 | 0.216 | 13,649 |
| JP | -1 | 43 | -175,186 | -120,592 | -111,324 | 175,186 | 0.62 | -0.052 | 10,457 |
| 1 | 39 | 180,718 | 0 | 127,579 | 180,718 | 0.74 | 0.044 | 9,290 | |
| KR | -1 | 1 | -2,278 | 0 | -2,009 | 2,278 | 0.88 | 0.132 | -301 |
| 1 | 1 | 2,269 | 0 | 195 | 2,269 | 0.09 | 0.223 | 506 | |
| NZ | -1 | 2 | -2,222 | -2,222 | -1,163 | 2,222 | 0.43 | -0.065 | 149 |
| SG | -1 | 1 | -622 | -622 | -406 | 622 | 0.65 | -0.067 | 42 |
| 1 | 1 | 12,875 | 0 | 3,181 | 12,875 | 0.25 | 0.032 | 409 | |
| TH | -1 | 3 | -6,639 | 0 | -2,731 | 6,639 | 0.30 | 0.200 | -1,298 |
| 1 | 2 | 10,416 | 0 | 3,691 | 10,416 | 0.42 | 0.191 | 2,183 | |
| TW | -1 | 2 | -2,423 | -2,423 | -109 | 2,423 | 0.20 | -0.140 | 461 |