| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -113,253 | 8,151,073 | -258,467 | 168,346 | 261 | 41,002,637 | 0.199 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -4,132,163 | 4,132,163 | -3,513,814 | 154,954 |
| 1.0000 | 4,018,910 | 4,018,910 | 3,255,347 | 13,392 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | -15,056 | -274,102 | 18,389 | 539,454 | 0.61 | 0.089 | 47,903 |
| CN | 109 | -554,673 | -1,455,716 | -53,095 | 4,037,453 | 1.18 | 0.096 | 314,938 |
| HK | 28 | -200,419 | -372,476 | -276,024 | 852,577 | 1.56 | 0.131 | 71,090 |
| KR | 47 | 980,472 | 0 | 225,162 | 2,317,033 | 0.51 | 0.124 | -275,430 |
| SG | 7 | -104,821 | -104,821 | -54,276 | 104,821 | 0.57 | 0.015 | 1,823 |
| TH | 9 | -108,373 | -77,659 | -32,451 | 111,471 | 0.46 | 0.063 | -1,832 |
| TW | 13 | -110,383 | -113,988 | -86,171 | 188,263 | 0.89 | 0.050 | 9,854 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -277,255 | -274,102 | -108,782 | 277,255 | 0.62 | -0.123 | 44,927 |
| 1.0000 | 24 | 262,199 | 0 | 127,171 | 262,199 | 0.61 | -0.026 | 2,975 | |
| CN | -1.0000 | 66 | -2,296,063 | -1,455,716 | -2,006,677 | 2,296,063 | 1.07 | -0.034 | 100,154 |
| 1.0000 | 43 | 1,741,390 | 0 | 1,953,582 | 1,741,390 | 1.36 | 0.076 | 214,785 | |
| HK | -1.0000 | 19 | -526,498 | -372,476 | -709,400 | 526,498 | 1.44 | 0.054 | -24,949 |
| 1.0000 | 9 | 326,079 | 0 | 433,376 | 326,079 | 1.83 | 0.253 | 96,039 | |
| KR | -1.0000 | 17 | -668,281 | 0 | -471,998 | 668,281 | 0.59 | -0.038 | 33,119 |
| 1.0000 | 30 | 1,648,752 | 0 | 697,159 | 1,648,752 | 0.46 | -0.171 | -308,549 | |
| SG | -1.0000 | 7 | -104,821 | -104,821 | -54,276 | 104,821 | 0.57 | -0.012 | 1,823 |
| TH | -1.0000 | 7 | -109,922 | -77,659 | -33,018 | 109,922 | 0.51 | 0.035 | -2,023 |
| 1.0000 | 2 | 1,549 | 0 | 567 | 1,549 | 0.29 | 0.115 | 191 | |
| TW | -1.0000 | 11 | -149,323 | -113,988 | -129,663 | 149,323 | 0.84 | 0.002 | 1,903 |
| 1.0000 | 2 | 38,940 | 0 | 43,491 | 38,940 | 1.20 | 0.091 | 7,951 |