| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 470,227 | 2,807,477 | 516,143 | -56,176 | 200 | 45,466,946 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,168,625 | 1,168,625 | -1,344,906 | 5,692 |
| 1 | 1,638,852 | 1,638,852 | 1,861,049 | -61,868 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 30,056 | -16,556 | -1,679 | 93,428 | 0.68 | 0.068 | -2,828 |
| CN | 67 | 514,414 | -640,525 | 717,058 | 2,137,807 | 1.26 | 0.069 | -74,865 |
| HK | 14 | 6,608 | -46,481 | 4,375 | 113,542 | 1.26 | 0.134 | 6,710 |
| JP | 69 | -72,933 | -151,223 | -162,523 | 326,917 | 0.69 | 0.082 | 8,267 |
| KR | 9 | 50,357 | -514 | 14,000 | 51,386 | 0.55 | 0.198 | 11,388 |
| NZ | 1 | 3,669 | 0 | 710 | 3,669 | 0.19 | 0.060 | -219 |
| SG | 1 | -2,776 | -2,776 | -1,557 | 2,776 | 0.56 | 0.097 | 269 |
| TH | 3 | 3,487 | 0 | 1,090 | 4,011 | 0.54 | 0.106 | 400 |
| TW | 5 | -62,655 | -10,392 | -55,330 | 73,941 | 0.90 | 0.057 | -5,297 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -31,686 | -16,556 | -26,256 | 31,686 | 0.97 | -0.044 | 694 |
| 1 | 18 | 61,742 | 0 | 24,577 | 61,742 | 0.47 | -0.049 | -3,522 | |
| CN | -1 | 44 | -811,696 | -640,525 | -957,352 | 811,696 | 1.22 | -0.011 | 2,850 |
| 1 | 23 | 1,326,110 | 0 | 1,674,411 | 1,326,110 | 1.33 | -0.056 | -77,715 | |
| HK | -1 | 10 | -53,467 | -46,481 | -69,415 | 53,467 | 1.31 | -0.005 | 750 |
| 1 | 4 | 60,075 | 0 | 73,790 | 60,075 | 1.15 | 0.081 | 5,960 | |
| JP | -1 | 40 | -199,925 | -151,223 | -227,665 | 199,925 | 0.83 | -0.063 | 6,366 |
| 1 | 29 | 126,992 | 0 | 65,142 | 126,992 | 0.50 | 0.021 | 1,901 | |
| KR | -1 | 3 | -514 | -514 | -362 | 514 | 0.85 | -0.164 | 84 |
| 1 | 6 | 50,872 | 0 | 14,362 | 50,872 | 0.40 | 0.215 | 11,304 | |
| NZ | 1 | 1 | 3,669 | 0 | 710 | 3,669 | 0.19 | -0.060 | -219 |
| SG | -1 | 1 | -2,776 | -2,776 | -1,557 | 2,776 | 0.56 | -0.097 | 269 |
| TH | -1 | 1 | -262 | 0 | -202 | 262 | 0.77 | 0.083 | -22 |
| 1 | 2 | 3,749 | 0 | 1,291 | 3,749 | 0.42 | 0.118 | 421 | |
| TW | -1 | 4 | -68,298 | -10,392 | -62,096 | 68,298 | 0.83 | 0.072 | -5,299 |
| 1 | 1 | 5,643 | 0 | 6,765 | 5,643 | 1.20 | 0.000 | 1 |