| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,369,401 | 11,667,460 | -6,022,684 | 903,459 | 388 | 200,910,633 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,518,430 | 7,518,430 | -8,756,333 | 641,314 |
| 1.0 | 4,149,030 | 4,149,030 | 2,733,649 | 262,145 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -77,172 | -149,294 | -59,062 | 221,415 | 0.52 | 0.112 | 17,060 |
| CN | 183 | -3,643,082 | -4,100,248 | -6,097,318 | 5,731,893 | 1.57 | 0.081 | 378,374 |
| HK | 16 | 143,855 | -128,886 | 317,025 | 415,159 | 1.25 | 0.158 | 64,668 |
| JP | 134 | 545,132 | -1,737,000 | -27,769 | 4,414,281 | 0.53 | 0.074 | 332,885 |
| NZ | 1 | -978 | -978 | -9 | 978 | 0.01 | 0.112 | 110 |
| SG | 1 | 5,138 | 0 | 931 | 5,138 | 0.18 | 0.039 | 199 |
| TH | 16 | -78,379 | -341,836 | -31,694 | 605,294 | 0.23 | 0.118 | 63,655 |
| TW | 17 | -263,914 | -263,957 | -124,788 | 273,301 | 0.53 | 0.159 | 46,509 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 16 | -149,294 | -149,294 | -73,674 | 149,294 | 0.59 | -0.132 | 19,697 |
| 1.0 | 4 | 72,121 | 0 | 14,612 | 72,121 | 0.26 | -0.009 | -2,636 | |
| CN | -1.0 | 123 | -4,687,488 | -4,100,248 | -7,361,238 | 4,687,488 | 1.62 | -0.021 | 241,517 |
| 1.0 | 60 | 1,044,406 | 0 | 1,263,919 | 1,044,406 | 1.47 | 0.116 | 136,857 | |
| HK | -1.0 | 5 | -135,652 | -128,886 | -108,915 | 135,652 | 0.87 | -0.125 | 18,965 |
| 1.0 | 11 | 279,507 | 0 | 425,941 | 279,507 | 1.43 | 0.166 | 45,703 | |
| JP | -1.0 | 64 | -1,934,574 | -1,737,000 | -1,038,766 | 1,934,574 | 0.56 | -0.103 | 256,956 |
| 1.0 | 70 | 2,479,707 | 0 | 1,010,998 | 2,479,707 | 0.50 | 0.015 | 75,929 | |
| NZ | -1.0 | 1 | -978 | -978 | -9 | 978 | 0.01 | -0.112 | 110 |
| SG | 1.0 | 1 | 5,138 | 0 | 931 | 5,138 | 0.18 | 0.039 | 199 |
| TH | -1.0 | 10 | -341,836 | -341,836 | -46,990 | 341,836 | 0.23 | -0.162 | 57,082 |
| 1.0 | 6 | 263,457 | 0 | 15,295 | 263,457 | 0.23 | -0.017 | 6,573 | |
| TW | -1.0 | 16 | -268,607 | -263,957 | -126,741 | 268,607 | 0.54 | -0.162 | 46,988 |
| 1.0 | 1 | 4,693 | 0 | 1,953 | 4,693 | 0.42 | -0.102 | -479 |