| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 484,624 | 12,980,674 | 232,800 | 804,459 | 334 | 200,779,207 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,248,025 | 6,248,025 | -6,137,697 | 467,786 |
| 1.0 | 6,732,649 | 6,732,649 | 6,370,497 | 336,673 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 59,711 | -176,258 | 56,213 | 563,528 | 0.42 | -0.057 | -2,556 |
| CN | 170 | -6,295 | -2,348,464 | -124,157 | 7,582,236 | 1.32 | -0.005 | 672,707 |
| HK | 14 | 276,332 | -65,937 | 485,849 | 562,077 | 1.55 | 0.104 | 93,458 |
| JP | 112 | -125,633 | -786,660 | -283,862 | 3,257,213 | 0.68 | 0.011 | 73,396 |
| PH | 1 | 356,819 | 0 | 98,527 | 356,819 | 0.28 | -0.163 | -58,159 |
| SG | 1 | 50,357 | 0 | 38,216 | 50,357 | 0.76 | -0.085 | -4,267 |
| TH | 7 | -111,408 | -352,297 | -26,359 | 593,185 | 0.34 | -0.140 | 29,921 |
| TW | 1 | -15,259 | 0 | -11,626 | 15,259 | 0.76 | 0.003 | -40 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 9 | -251,908 | -176,258 | -83,019 | 251,908 | 0.36 | -0.036 | 19,378 |
| 1.0 | 19 | 311,619 | 0 | 139,232 | 311,619 | 0.45 | -0.067 | -21,934 | |
| CN | -1.0 | 75 | -3,794,265 | -2,348,464 | -4,489,575 | 3,794,265 | 1.42 | -0.092 | 374,712 |
| 1.0 | 95 | 3,787,970 | 0 | 4,365,417 | 3,787,970 | 1.24 | 0.064 | 297,995 | |
| HK | -1.0 | 6 | -142,872 | -65,937 | -147,287 | 142,872 | 1.39 | 0.041 | -8,818 |
| 1.0 | 8 | 419,204 | 0 | 633,136 | 419,204 | 1.67 | 0.152 | 102,276 | |
| JP | -1.0 | 51 | -1,691,423 | -786,660 | -1,341,985 | 1,691,423 | 0.72 | -0.000 | 28,109 |
| 1.0 | 61 | 1,565,790 | 0 | 1,058,124 | 1,565,790 | 0.65 | 0.020 | 45,287 | |
| PH | 1.0 | 1 | 356,819 | 0 | 98,527 | 356,819 | 0.28 | -0.163 | -58,159 |
| SG | 1.0 | 1 | 50,357 | 0 | 38,216 | 50,357 | 0.76 | -0.085 | -4,267 |
| TH | -1.0 | 5 | -352,297 | -352,297 | -64,204 | 352,297 | 0.41 | -0.155 | 54,446 |
| 1.0 | 2 | 240,888 | 0 | 37,845 | 240,888 | 0.17 | -0.104 | -24,525 | |
| TW | -1.0 | 1 | -15,259 | 0 | -11,626 | 15,259 | 0.76 | 0.003 | -40 |