| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,188,204 | 12,913,816 | 1,468,553 | -425,086 | 220 | 261,718,705 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -5,862,806 | 5,862,806 | -5,681,230 | -462,195 |
| 1.0000 | 7,051,010 | 7,051,010 | 7,149,784 | 37,109 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 553,850 | -72,857 | 220,776 | 863,712 | 0.51 | 0.124 | -53,568 |
| CN | 99 | 495,754 | -519,678 | 836,561 | 6,854,640 | 1.29 | 0.101 | -189,581 |
| HK | 24 | -285,339 | -67,756 | -563,782 | 1,621,484 | 1.46 | 0.118 | 15,209 |
| KR | 12 | 349,770 | -55,293 | 303,307 | 560,198 | 0.43 | 0.187 | -93,527 |
| SG | 5 | -42,953 | 0 | 8,865 | 221,865 | 0.44 | 0.057 | -15,783 |
| TH | 19 | -191,194 | 0 | -15,448 | 813,569 | 0.57 | 0.077 | -51,654 |
| TW | 28 | 308,316 | 0 | 678,274 | 1,978,347 | 0.86 | 0.070 | -36,183 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -154,931 | -72,857 | -67,872 | 154,931 | 0.50 | -0.094 | 11,696 |
| 1.0000 | 21 | 708,781 | 0 | 288,649 | 708,781 | 0.52 | -0.132 | -65,263 | |
| CN | -1.0000 | 59 | -3,179,443 | -519,678 | -3,565,593 | 3,179,443 | 1.31 | 0.050 | -218,256 |
| 1.0000 | 40 | 3,675,197 | 0 | 4,402,154 | 3,675,197 | 1.27 | -0.044 | 28,675 | |
| HK | -1.0000 | 19 | -953,412 | -67,756 | -1,452,983 | 953,412 | 1.59 | 0.119 | -140,835 |
| 1.0000 | 5 | 668,073 | 0 | 889,200 | 668,073 | 0.99 | 0.055 | 156,044 | |
| KR | -1.0000 | 5 | -105,214 | -55,293 | -12,719 | 105,214 | 0.35 | -0.147 | 20,257 |
| 1.0000 | 7 | 454,984 | 0 | 316,026 | 454,984 | 0.49 | -0.216 | -113,784 | |
| SG | -1.0000 | 2 | -132,409 | 0 | -49,154 | 132,409 | 0.32 | 0.018 | -2,640 |
| 1.0000 | 3 | 89,456 | 0 | 58,019 | 89,456 | 0.51 | -0.062 | -13,143 | |
| TH | -1.0000 | 9 | -502,382 | 0 | -146,022 | 502,382 | 0.58 | 0.099 | -54,433 |
| 1.0000 | 10 | 311,188 | 0 | 130,574 | 311,188 | 0.55 | 0.023 | 2,780 | |
| TW | -1.0000 | 10 | -835,015 | 0 | -386,887 | 835,015 | 0.57 | 0.086 | -77,983 |
| 1.0000 | 18 | 1,143,331 | 0 | 1,065,161 | 1,143,331 | 1.02 | -0.020 | 41,800 |