| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -301,957 | 3,522,955 | -410,321 | 137,716 | 248 | 42,103,595 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,912,456 | 1,912,456 | -1,644,250 | 44,241 |
| 1.0000 | 1,610,499 | 1,610,499 | 1,233,930 | 93,475 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -15,065 | -96,060 | -14,405 | 260,382 | 0.52 | 0.091 | 2,736 |
| CN | 63 | -89,971 | -365,247 | -337,065 | 1,032,740 | 1.20 | 0.104 | 51,794 |
| HK | 21 | -87,019 | -38,370 | -127,766 | 221,578 | 1.41 | 0.129 | -10,403 |
| JP | 111 | -72,646 | -499,688 | 80,686 | 1,812,421 | 0.66 | 0.057 | 88,568 |
| KR | 2 | -15,551 | 0 | -1,826 | 20,646 | 0.63 | 0.092 | 159 |
| SG | 2 | -8,972 | -8,972 | -7,144 | 8,972 | 0.96 | 0.008 | 116 |
| TH | 10 | 553 | 0 | 8,126 | 128,099 | 0.40 | 0.113 | 5,399 |
| TW | 3 | -13,288 | -11,445 | -10,927 | 38,117 | 1.14 | 0.017 | -654 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -137,723 | -96,060 | -36,219 | 137,723 | 0.64 | -0.097 | 11,440 |
| 1.0000 | 16 | 122,659 | 0 | 21,814 | 122,659 | 0.36 | -0.048 | -8,703 | |
| CN | -1.0000 | 33 | -561,355 | -365,247 | -760,284 | 561,355 | 1.30 | -0.050 | 43,434 |
| 1.0000 | 30 | 471,384 | 0 | 423,219 | 471,384 | 1.10 | 0.003 | 8,360 | |
| HK | -1.0000 | 12 | -154,299 | -38,370 | -204,530 | 154,299 | 1.51 | 0.095 | -21,018 |
| 1.0000 | 9 | 67,280 | 0 | 76,764 | 67,280 | 1.27 | 0.153 | 10,615 | |
| JP | -1.0000 | 54 | -942,534 | -499,688 | -593,260 | 942,534 | 0.64 | -0.013 | 13,911 |
| 1.0000 | 57 | 869,887 | 0 | 673,945 | 869,887 | 0.68 | 0.052 | 74,658 | |
| KR | -1.0000 | 1 | -18,098 | 0 | -4,430 | 18,098 | 0.24 | -0.030 | 552 |
| 1.0000 | 1 | 2,548 | 0 | 2,604 | 2,548 | 1.02 | -0.154 | -392 | |
| SG | -1.0000 | 2 | -8,972 | -8,972 | -7,144 | 8,972 | 0.96 | -0.008 | 116 |
| TH | -1.0000 | 4 | -63,773 | 0 | -11,124 | 63,773 | 0.51 | 0.057 | -3,680 |
| 1.0000 | 6 | 64,326 | 0 | 19,250 | 64,326 | 0.32 | 0.149 | 9,079 | |
| TW | -1.0000 | 2 | -25,702 | -11,445 | -27,261 | 25,702 | 1.06 | 0.018 | -513 |
| 1.0000 | 1 | 12,415 | 0 | 16,334 | 12,415 | 1.32 | -0.011 | -141 |