| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 942,444 | 8,778,803 | 878,558 | 385,410 | 177 | 270,488,239 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,918,179 | 3,918,179 | -4,132,731 | 114,968 |
| 1.0000 | 4,860,623 | 4,860,623 | 5,011,289 | 270,441 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 251,029 | -242,689 | 1,163 | 736,407 | 0.66 | 0.123 | 16,514 |
| CN | 82 | -9,977 | -1,450,299 | 153,325 | 5,232,175 | 1.24 | 0.111 | 281,238 |
| HK | 17 | 57,002 | -235,510 | -23,995 | 824,036 | 1.64 | 0.129 | 89,309 |
| KR | 15 | 45,056 | -202,199 | 191,397 | 692,098 | 0.51 | 0.175 | -32,874 |
| SG | 3 | -29,470 | 0 | -5,924 | 37,664 | 0.44 | 0.065 | -1,137 |
| TH | 15 | 146,014 | -21,865 | 94,012 | 448,841 | 0.43 | 0.085 | 13,913 |
| TW | 14 | 482,791 | 0 | 468,580 | 807,580 | 0.89 | 0.070 | 18,446 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -242,689 | -242,689 | -182,009 | 242,689 | 1.00 | -0.125 | 27,063 |
| 1.0000 | 18 | 493,718 | 0 | 183,172 | 493,718 | 0.42 | -0.111 | -10,549 | |
| CN | -1.0000 | 48 | -2,621,076 | -1,450,299 | -3,063,974 | 2,621,076 | 1.29 | 0.011 | 83,929 |
| 1.0000 | 34 | 2,611,099 | 0 | 3,217,300 | 2,611,099 | 1.17 | 0.001 | 197,309 | |
| HK | -1.0000 | 14 | -383,517 | -235,510 | -631,198 | 383,517 | 1.63 | 0.078 | -27,661 |
| 1.0000 | 3 | 440,519 | 0 | 607,203 | 440,519 | 1.70 | 0.254 | 116,970 | |
| KR | -1.0000 | 11 | -323,521 | -202,199 | -97,979 | 323,521 | 0.52 | -0.164 | 61,149 |
| 1.0000 | 4 | 368,577 | 0 | 289,376 | 368,577 | 0.46 | -0.203 | -94,023 | |
| SG | -1.0000 | 2 | -33,567 | 0 | -8,639 | 33,567 | 0.32 | 0.018 | -488 |
| 1.0000 | 1 | 4,097 | 0 | 2,715 | 4,097 | 0.66 | -0.158 | -649 | |
| TH | -1.0000 | 7 | -151,414 | -21,865 | -45,259 | 151,414 | 0.33 | 0.080 | -10,013 |
| 1.0000 | 8 | 297,428 | 0 | 139,270 | 297,428 | 0.52 | 0.040 | 23,926 | |
| TW | -1.0000 | 4 | -162,395 | 0 | -103,673 | 162,395 | 0.49 | 0.094 | -19,011 |
| 1.0000 | 10 | 645,185 | 0 | 572,254 | 645,185 | 1.05 | -0.007 | 37,457 |