| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 109,170 | 10,597,491 | -2,753,466 | 957,577 | 227 | 213,641,453 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,244,160 | 5,244,160 | -7,550,045 | 293,062 |
| 1.0 | 5,353,331 | 5,353,331 | 4,796,579 | 664,515 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -42,955 | -279,725 | -54,873 | 648,583 | 0.37 | 0.086 | 45,152 |
| CN | 138 | 327,644 | -2,797,046 | -2,241,434 | 7,801,828 | 1.50 | 0.094 | 740,729 |
| HK | 38 | -585,196 | -851,178 | -631,875 | 1,131,476 | 1.57 | 0.053 | 54,892 |
| IN | 13 | 353,734 | 0 | 140,975 | 866,634 | 0.28 | 0.128 | 90,626 |
| MY | 1 | -15,070 | 0 | -1,040 | 15,070 | 0.07 | 0.012 | 174 |
| NZ | 1 | -12,580 | -12,580 | 475 | 12,580 | -0.04 | 0.150 | 1,883 |
| SG | 2 | 19,981 | 0 | 6,664 | 19,981 | 0.32 | 0.074 | 805 |
| TW | 2 | 63,612 | -18,864 | 27,641 | 101,340 | 0.51 | 0.224 | 23,318 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -345,769 | -279,725 | -97,515 | 345,769 | 0.37 | -0.106 | 32,046 |
| 1.0 | 12 | 302,814 | 0 | 42,642 | 302,814 | 0.37 | 0.007 | 13,106 | |
| CN | -1.0 | 70 | -3,737,092 | -2,797,046 | -6,349,879 | 3,737,092 | 1.58 | -0.040 | 255,556 |
| 1.0 | 68 | 4,064,736 | 0 | 4,108,445 | 4,064,736 | 1.42 | 0.098 | 485,172 | |
| HK | -1.0 | 33 | -858,336 | -851,178 | -1,053,311 | 858,336 | 1.57 | -0.000 | 4,520 |
| 1.0 | 5 | 273,140 | 0 | 421,435 | 273,140 | 1.52 | 0.173 | 50,371 | |
| IN | -1.0 | 1 | -256,450 | 0 | -38,324 | 256,450 | 0.15 | 0.020 | -5,184 |
| 1.0 | 12 | 610,184 | 0 | 179,299 | 610,184 | 0.30 | 0.137 | 95,810 | |
| MY | -1.0 | 1 | -15,070 | 0 | -1,040 | 15,070 | 0.07 | -0.012 | 174 |
| NZ | -1.0 | 1 | -12,580 | -12,580 | 475 | 12,580 | -0.04 | -0.150 | 1,883 |
| SG | 1.0 | 2 | 19,981 | 0 | 6,664 | 19,981 | 0.32 | -0.024 | 805 |
| TW | -1.0 | 1 | -18,864 | -18,864 | -10,451 | 18,864 | 0.55 | -0.216 | 4,067 |
| 1.0 | 1 | 82,476 | 0 | 38,092 | 82,476 | 0.46 | 0.233 | 19,251 |