| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 126,161 | 7,867,294 | -277,090 | -288,225 | 317 | 44,560,701 | 0.177 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,870,566 | 3,870,566 | -3,441,250 | -110,402 |
| 1.0000 | 3,996,728 | 3,996,728 | 3,164,159 | -177,823 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 127,945 | -13,137 | 8,843 | 913,744 | 0.54 | 0.099 | -66,585 |
| CN | 96 | -296,065 | -532,951 | 23,449 | 2,639,951 | 1.29 | 0.102 | -49,002 |
| HK | 25 | -263,709 | -2,474 | -546,349 | 669,067 | 1.47 | 0.143 | -69,771 |
| JP | 113 | 285,209 | -200,627 | 144,585 | 2,557,599 | 0.68 | 0.053 | -27,735 |
| KR | 17 | 171,478 | 0 | 105,996 | 330,413 | 0.54 | 0.122 | -43,145 |
| MY | 2 | -53,743 | 0 | -15,101 | 53,743 | 0.28 | 0.121 | -5,211 |
| SG | 3 | 46,206 | 0 | 56,906 | 108,975 | 0.63 | 0.055 | -6,907 |
| TH | 13 | 25,648 | 0 | -37,695 | 235,315 | 0.40 | 0.054 | -6,435 |
| TW | 12 | 83,192 | 0 | -17,724 | 358,487 | 0.84 | 0.103 | -13,435 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -392,900 | -13,137 | -210,726 | 392,900 | 0.49 | -0.010 | -4,759 |
| 1.0000 | 24 | 520,844 | 0 | 219,569 | 520,844 | 0.57 | -0.116 | -61,826 | |
| CN | -1.0000 | 49 | -1,468,008 | -532,951 | -1,499,513 | 1,468,008 | 1.22 | 0.036 | 45,366 |
| 1.0000 | 47 | 1,171,943 | 0 | 1,522,961 | 1,171,943 | 1.36 | -0.071 | -94,368 | |
| HK | -1.0000 | 15 | -466,388 | -2,474 | -735,338 | 466,388 | 1.79 | 0.167 | -81,907 |
| 1.0000 | 10 | 202,679 | 0 | 188,989 | 202,679 | 1.01 | 0.095 | 12,137 | |
| JP | -1.0000 | 53 | -1,136,195 | -200,627 | -676,015 | 1,136,195 | 0.71 | 0.023 | -44,506 |
| 1.0000 | 60 | 1,421,404 | 0 | 820,600 | 1,421,404 | 0.65 | -0.004 | 16,771 | |
| KR | -1.0000 | 6 | -79,468 | 0 | -82,664 | 79,468 | 0.86 | -0.012 | 1,145 |
| 1.0000 | 11 | 250,945 | 0 | 188,661 | 250,945 | 0.36 | -0.150 | -44,290 | |
| MY | -1.0000 | 2 | -53,743 | 0 | -15,101 | 53,743 | 0.28 | 0.121 | -5,211 |
| SG | -1.0000 | 1 | -31,384 | 0 | -4,982 | 31,384 | 0.16 | 0.024 | -740 |
| 1.0000 | 2 | 77,590 | 0 | 61,889 | 77,590 | 0.86 | -0.059 | -6,168 | |
| TH | -1.0000 | 5 | -104,833 | 0 | -69,230 | 104,833 | 0.47 | 0.061 | -5,154 |
| 1.0000 | 8 | 130,482 | 0 | 31,535 | 130,482 | 0.35 | 0.024 | -1,280 | |
| TW | -1.0000 | 5 | -137,647 | 0 | -147,680 | 137,647 | 0.99 | 0.117 | -14,635 |
| 1.0000 | 7 | 220,839 | 0 | 129,956 | 220,839 | 0.74 | -0.041 | 1,200 |