| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -472,179 | 2,789,133 | -307,938 | 54,003 | 206 | 46,427,755 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,630,656 | 1,630,656 | -1,687,982 | 128,724 |
| 1 | 1,158,477 | 1,158,477 | 1,380,043 | -74,721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 9,087 | -32,698 | -17,804 | 99,297 | 0.71 | 0.109 | -1,172 |
| CN | 49 | -427,301 | -841,748 | -186,485 | 2,075,591 | 1.13 | 0.066 | 24,030 |
| HK | 13 | 60,961 | -24,482 | 34,494 | 126,315 | 1.37 | 0.123 | 10,276 |
| JP | 80 | -82,971 | -164,221 | -98,674 | 395,701 | 0.80 | 0.091 | 11,633 |
| KR | 19 | -34,272 | -42,724 | -38,040 | 51,176 | 0.85 | 0.156 | 7,599 |
| MY | 3 | -1,696 | 0 | -311 | 1,696 | 0.32 | 0.047 | -21 |
| NZ | 1 | 1,348 | 0 | 371 | 1,348 | 0.27 | 0.056 | -75 |
| SG | 2 | 958 | 0 | 780 | 958 | 0.96 | 0.008 | 6 |
| TH | 5 | -17,672 | 0 | -15,034 | 17,672 | 0.64 | 0.105 | -1,572 |
| TW | 5 | 19,379 | 0 | 12,766 | 19,379 | 0.68 | 0.163 | 3,300 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -45,105 | -32,698 | -39,868 | 45,105 | 0.77 | -0.102 | 5,064 |
| 1 | 10 | 54,192 | 0 | 22,064 | 54,192 | 0.60 | -0.108 | -6,236 | |
| CN | -1 | 33 | -1,251,446 | -841,748 | -1,331,870 | 1,251,446 | 1.06 | -0.010 | 108,323 |
| 1 | 16 | 824,145 | 0 | 1,145,385 | 824,145 | 1.28 | -0.071 | -84,294 | |
| HK | -1 | 8 | -32,677 | -24,482 | -52,401 | 32,677 | 1.35 | 0.010 | -566 |
| 1 | 5 | 93,638 | 0 | 86,895 | 93,638 | 1.42 | 0.198 | 10,842 | |
| JP | -1 | 46 | -239,336 | -164,221 | -207,107 | 239,336 | 0.88 | -0.059 | 11,214 |
| 1 | 34 | 156,365 | 0 | 108,432 | 156,365 | 0.69 | -0.018 | 419 | |
| KR | -1 | 16 | -42,724 | -42,724 | -41,391 | 42,724 | 0.95 | -0.150 | 6,282 |
| 1 | 3 | 8,452 | 0 | 3,351 | 8,452 | 0.29 | 0.187 | 1,317 | |
| MY | -1 | 3 | -1,696 | 0 | -311 | 1,696 | 0.32 | 0.030 | -21 |
| NZ | 1 | 1 | 1,348 | 0 | 371 | 1,348 | 0.27 | -0.056 | -75 |
| SG | 1 | 2 | 958 | 0 | 780 | 958 | 0.96 | -0.000 | 6 |
| TH | -1 | 5 | -17,672 | 0 | -15,034 | 17,672 | 0.64 | 0.105 | -1,572 |
| TW | 1 | 5 | 19,379 | 0 | 12,766 | 19,379 | 0.68 | 0.163 | 3,300 |