| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 641,171 | 9,205,975 | 430,930 | 695,353 | 179 | 273,859,901 | 0.034 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -4,282,402 | 4,282,402 | -4,525,835 | 317,103 |
| 1.0000 | 4,923,573 | 4,923,573 | 4,956,765 | 378,250 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 162,402 | -418,117 | -90,056 | 998,636 | 0.57 | 0.115 | 41,006 |
| CN | 72 | -105,526 | -1,926,204 | -33,777 | 5,428,071 | 1.30 | 0.122 | 466,147 |
| HK | 19 | -13,758 | -461,473 | -100,166 | 991,114 | 1.51 | 0.130 | 130,786 |
| KR | 20 | -46,571 | -345,133 | 165,935 | 761,904 | 0.49 | 0.172 | -8,106 |
| SG | 1 | -18,857 | -18,857 | -10,029 | 18,857 | 0.53 | 0.002 | 29 |
| TH | 18 | 299,659 | -67,978 | 170,473 | 521,227 | 0.42 | 0.081 | 36,555 |
| TW | 9 | 363,822 | -58,615 | 328,549 | 486,166 | 0.96 | 0.068 | 28,936 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -418,117 | -418,117 | -263,683 | 418,117 | 0.72 | -0.120 | 45,796 |
| 1.0000 | 20 | 580,519 | 0 | 173,628 | 580,519 | 0.43 | -0.091 | -4,790 | |
| CN | -1.0000 | 35 | -2,766,798 | -1,926,204 | -3,287,007 | 2,766,798 | 1.41 | -0.064 | 184,224 |
| 1.0000 | 37 | 2,661,273 | 0 | 3,253,230 | 2,661,273 | 1.19 | 0.079 | 281,924 | |
| HK | -1.0000 | 12 | -502,436 | -461,473 | -778,938 | 502,436 | 1.61 | 0.022 | 2,111 |
| 1.0000 | 7 | 488,678 | 0 | 678,772 | 488,678 | 1.35 | 0.236 | 128,676 | |
| KR | -1.0000 | 17 | -404,238 | -345,133 | -120,865 | 404,238 | 0.49 | -0.164 | 83,145 |
| 1.0000 | 3 | 357,666 | 0 | 286,800 | 357,666 | 0.53 | -0.221 | -91,251 | |
| SG | -1.0000 | 1 | -18,857 | -18,857 | -10,029 | 18,857 | 0.53 | -0.002 | 29 |
| TH | -1.0000 | 6 | -110,784 | -67,978 | -24,723 | 110,784 | 0.21 | 0.029 | -1,574 |
| 1.0000 | 12 | 410,443 | 0 | 195,196 | 410,443 | 0.53 | 0.079 | 38,129 | |
| TW | -1.0000 | 2 | -61,172 | -58,615 | -40,591 | 61,172 | 0.68 | 0.005 | 3,374 |
| 1.0000 | 7 | 424,994 | 0 | 369,140 | 424,994 | 1.04 | -0.013 | 25,562 |