| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -623,602 | 5,570,460 | -884,640 | 261,313 | 282 | 42,074,187 | 0.132 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,097,031 | 3,097,031 | -2,861,491 | 105,121 |
| 1.0000 | 2,473,429 | 2,473,429 | 1,976,851 | 156,192 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 3,742 | -57,630 | 98,705 | 361,646 | 0.68 | 0.083 | 6,748 |
| CN | 86 | -427,150 | -874,286 | -861,053 | 2,544,227 | 1.23 | 0.100 | 229,458 |
| HK | 13 | -116,909 | -80,562 | -44,695 | 396,061 | 1.24 | 0.145 | 24,514 |
| JP | 98 | 160,965 | -245,905 | 117,373 | 1,532,645 | 0.66 | 0.052 | 32,441 |
| KR | 17 | -18,933 | -25,458 | -2,688 | 98,834 | 0.55 | 0.151 | -1,980 |
| MY | 2 | -11,630 | 0 | -3,352 | 11,630 | 0.29 | 0.076 | -909 |
| SG | 8 | -49,430 | -49,430 | -23,261 | 49,430 | 0.54 | 0.028 | 1,429 |
| TH | 10 | -220,876 | -42,731 | -97,892 | 220,876 | 0.45 | 0.094 | -7,971 |
| TW | 10 | 56,618 | -142,734 | -67,777 | 355,112 | 0.88 | 0.069 | -22,419 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -178,952 | -57,630 | -42,562 | 178,952 | 0.41 | -0.075 | 13,409 |
| 1.0000 | 27 | 182,694 | 0 | 141,267 | 182,694 | 0.79 | -0.068 | -6,661 | |
| CN | -1.0000 | 53 | -1,485,688 | -874,286 | -1,713,920 | 1,485,688 | 1.30 | -0.024 | 126,842 |
| 1.0000 | 33 | 1,058,539 | 0 | 852,867 | 1,058,539 | 1.12 | 0.049 | 102,616 | |
| HK | -1.0000 | 8 | -256,485 | -80,562 | -306,563 | 256,485 | 0.93 | 0.066 | -16,831 |
| 1.0000 | 5 | 139,576 | 0 | 261,868 | 139,576 | 1.75 | 0.257 | 41,345 | |
| JP | -1.0000 | 44 | -685,840 | -245,905 | -484,267 | 685,840 | 0.63 | 0.033 | -23,055 |
| 1.0000 | 54 | 846,805 | 0 | 601,640 | 846,805 | 0.69 | 0.027 | 55,496 | |
| KR | -1.0000 | 10 | -58,883 | -25,458 | -32,168 | 58,883 | 0.47 | -0.132 | 6,978 |
| 1.0000 | 7 | 39,951 | 0 | 29,480 | 39,951 | 0.67 | -0.159 | -8,958 | |
| MY | -1.0000 | 2 | -11,630 | 0 | -3,352 | 11,630 | 0.29 | 0.076 | -909 |
| SG | -1.0000 | 8 | -49,430 | -49,430 | -23,261 | 49,430 | 0.54 | -0.020 | 1,429 |
| TH | -1.0000 | 10 | -220,876 | -42,731 | -97,892 | 220,876 | 0.45 | 0.057 | -7,971 |
| TW | -1.0000 | 9 | -149,247 | -142,734 | -157,506 | 149,247 | 0.93 | -0.045 | 5,228 |
| 1.0000 | 1 | 205,865 | 0 | 89,729 | 205,865 | 0.44 | -0.134 | -27,647 |