| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -356,661 | 9,846,420 | -433,457 | 146,793 | 392 | 42,006,055 | 0.234 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -5,101,541 | 5,101,541 | -5,249,279 | 338,059 |
| 1.0000 | 4,744,879 | 4,744,879 | 4,815,822 | -191,265 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -2,504 | -228,684 | -96,959 | 486,926 | 0.58 | 0.091 | 36,023 |
| CN | 144 | -426,951 | -3,040,296 | -170,415 | 6,569,822 | 1.41 | 0.092 | 61,708 |
| HK | 19 | 95,142 | -22,382 | 118,452 | 224,873 | 1.73 | 0.119 | 23,693 |
| JP | 129 | -12,978 | -686,575 | -233,290 | 1,708,783 | 0.81 | 0.048 | 58,358 |
| KR | 35 | -15,007 | -75,365 | 27,827 | 505,701 | 0.57 | 0.126 | -18,842 |
| SG | 7 | -27,159 | -24,845 | -14,246 | 27,159 | 0.41 | 0.032 | 979 |
| TH | 15 | 53,455 | 0 | -52,280 | 210,652 | 0.53 | 0.066 | -12,445 |
| TW | 2 | -20,660 | 0 | -12,546 | 112,504 | 1.14 | 0.049 | -2,681 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -244,715 | -228,684 | -183,604 | 244,715 | 0.86 | -0.123 | 31,617 |
| 1.0000 | 19 | 242,211 | 0 | 86,645 | 242,211 | 0.26 | -0.021 | 4,406 | |
| CN | -1.0000 | 69 | -3,498,386 | -3,040,296 | -3,800,463 | 3,498,386 | 1.38 | -0.049 | 278,856 |
| 1.0000 | 75 | 3,071,436 | 0 | 3,630,048 | 3,071,436 | 1.44 | -0.058 | -217,148 | |
| HK | -1.0000 | 8 | -64,866 | -22,382 | -121,075 | 64,866 | 1.86 | 0.106 | -7,133 |
| 1.0000 | 11 | 160,008 | 0 | 239,527 | 160,008 | 1.64 | 0.123 | 30,826 | |
| JP | -1.0000 | 81 | -860,880 | -686,575 | -828,458 | 860,880 | 0.93 | -0.013 | 16,525 |
| 1.0000 | 48 | 847,903 | 0 | 595,168 | 847,903 | 0.60 | 0.008 | 41,833 | |
| KR | -1.0000 | 21 | -260,354 | -75,365 | -169,582 | 260,354 | 0.57 | -0.095 | 20,780 |
| 1.0000 | 14 | 245,347 | 0 | 197,409 | 245,347 | 0.58 | -0.173 | -39,622 | |
| SG | -1.0000 | 7 | -27,159 | -24,845 | -14,246 | 27,159 | 0.41 | -0.026 | 979 |
| TH | -1.0000 | 11 | -78,598 | 0 | -62,724 | 78,598 | 0.59 | 0.063 | -4,621 |
| 1.0000 | 4 | 132,053 | 0 | 10,444 | 132,053 | 0.37 | -0.067 | -7,824 | |
| TW | -1.0000 | 1 | -66,582 | 0 | -69,127 | 66,582 | 1.04 | -0.016 | 1,055 |
| 1.0000 | 1 | 45,922 | 0 | 56,581 | 45,922 | 1.23 | -0.081 | -3,736 |