| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,836,185 | 13,098,416 | -2,847,573 | 1,172,761 | 186 | 303,686,676 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -7,967,300 | 7,967,300 | -8,082,953 | 803,536 |
| 1.0000 | 5,131,115 | 5,131,115 | 5,235,380 | 369,225 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 133,317 | -815,750 | 262,073 | 2,236,638 | 0.50 | 0.100 | 97,928 |
| CN | 89 | -2,000,123 | -4,362,766 | -2,845,916 | 7,707,512 | 1.32 | 0.108 | 846,088 |
| HK | 27 | -108,598 | -131,336 | 57,518 | 931,381 | 1.49 | 0.117 | 12,041 |
| KR | 4 | 79,851 | -23,520 | 18,245 | 126,890 | 0.65 | 0.148 | 13,845 |
| SG | 1 | -916 | -916 | -1,056 | 916 | 1.15 | 0.062 | 57 |
| TH | 14 | -845,133 | -1,078,669 | -308,834 | 1,468,635 | 0.52 | 0.108 | 156,490 |
| TW | 14 | -94,582 | -338,979 | -29,603 | 626,444 | 0.96 | 0.082 | 46,312 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -1,051,660 | -815,750 | -264,941 | 1,051,660 | 0.51 | -0.120 | 110,067 |
| 1.0000 | 18 | 1,184,977 | 0 | 527,014 | 1,184,977 | 0.49 | -0.044 | -12,138 | |
| CN | -1.0000 | 51 | -4,853,817 | -4,362,766 | -6,479,216 | 4,853,817 | 1.33 | -0.044 | 601,573 |
| 1.0000 | 38 | 2,853,694 | 0 | 3,633,300 | 2,853,694 | 1.31 | 0.075 | 244,515 | |
| HK | -1.0000 | 17 | -519,989 | -131,336 | -680,611 | 519,989 | 1.41 | 0.045 | -47,128 |
| 1.0000 | 10 | 411,392 | 0 | 738,129 | 411,392 | 1.62 | 0.134 | 59,169 | |
| KR | -1.0000 | 1 | -23,520 | -23,520 | -23,624 | 23,520 | 1.00 | -0.318 | 7,475 |
| 1.0000 | 3 | 103,370 | 0 | 41,869 | 103,370 | 0.53 | -0.031 | 6,370 | |
| SG | -1.0000 | 1 | -916 | -916 | -1,056 | 916 | 1.15 | -0.062 | 57 |
| TH | -1.0000 | 8 | -1,156,884 | -1,078,669 | -380,144 | 1,156,884 | 0.51 | 0.036 | 115,794 |
| 1.0000 | 6 | 311,751 | 0 | 71,310 | 311,751 | 0.54 | 0.093 | 40,696 | |
| TW | -1.0000 | 6 | -360,513 | -338,979 | -253,362 | 360,513 | 0.91 | -0.090 | 15,698 |
| 1.0000 | 8 | 265,931 | 0 | 223,759 | 265,931 | 1.00 | 0.072 | 30,614 |