| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,348,486 | 5,520,793 | -1,825,636 | 405,648 | 189 | 50,880,391 | 0.109 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,434,639 | 3,434,639 | -3,903,154 | 186,320 |
| 1.0000 | 2,086,153 | 2,086,153 | 2,077,518 | 219,327 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -31,206 | -476,788 | 44,809 | 1,128,549 | 0.62 | 0.103 | 94,458 |
| CN | 104 | -1,027,275 | -1,496,309 | -1,485,189 | 2,967,245 | 1.33 | 0.108 | 250,798 |
| HK | 21 | -109,353 | -88,477 | -175,532 | 667,595 | 1.49 | 0.192 | 31,014 |
| KR | 7 | -31,660 | -94,107 | -49,975 | 161,532 | 0.81 | 0.159 | 25,008 |
| SG | 4 | -40,689 | -60,106 | -4,669 | 111,711 | 0.52 | 0.030 | 2,078 |
| TW | 10 | -108,302 | -83,418 | -155,080 | 484,160 | 0.96 | 0.100 | 2,291 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 29 | -579,878 | -476,788 | -271,336 | 579,878 | 0.67 | -0.106 | 65,523 |
| 1.0000 | 14 | 548,671 | 0 | 316,145 | 548,671 | 0.53 | -0.027 | 28,935 | |
| CN | -1.0000 | 72 | -1,997,260 | -1,496,309 | -2,632,955 | 1,997,260 | 1.39 | -0.030 | 158,374 |
| 1.0000 | 32 | 969,985 | 0 | 1,147,766 | 969,985 | 1.21 | 0.046 | 92,425 | |
| HK | -1.0000 | 11 | -388,474 | -88,477 | -573,433 | 388,474 | 1.52 | 0.115 | -52,574 |
| 1.0000 | 10 | 279,121 | 0 | 397,901 | 279,121 | 1.46 | 0.235 | 83,588 | |
| KR | -1.0000 | 5 | -96,596 | -94,107 | -72,501 | 96,596 | 0.99 | -0.199 | 21,222 |
| 1.0000 | 2 | 64,936 | 0 | 22,526 | 64,936 | 0.38 | 0.058 | 3,786 | |
| SG | -1.0000 | 3 | -76,200 | -60,106 | -43,206 | 76,200 | 0.34 | -0.023 | 1,981 |
| 1.0000 | 1 | 35,511 | 0 | 38,537 | 35,511 | 1.09 | 0.003 | 97 | |
| TW | -1.0000 | 7 | -296,231 | -83,418 | -309,723 | 296,231 | 0.99 | 0.003 | -8,205 |
| 1.0000 | 3 | 187,929 | 0 | 154,643 | 187,929 | 0.90 | -0.026 | 10,496 |