| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -124,362 | 3,746,919 | -182,643 | 139,660 | 249 | 42,243,658 | 0.089 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,935,641 | 1,935,641 | -1,492,715 | 36,862 |
| 1.0000 | 1,811,278 | 1,811,278 | 1,310,072 | 102,798 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -13,986 | -211,565 | 3,446 | 632,993 | 0.65 | 0.092 | 27,408 |
| CN | 61 | -25,786 | -201,939 | -245,694 | 687,743 | 1.25 | 0.103 | 14,597 |
| HK | 23 | -42,929 | -25,587 | -51,563 | 197,816 | 1.59 | 0.124 | -8,052 |
| JP | 118 | 17,700 | -467,720 | 138,136 | 2,003,937 | 0.75 | 0.061 | 96,603 |
| KR | 2 | -16,186 | 0 | -2,475 | 20,011 | 0.63 | 0.097 | 253 |
| SG | 6 | 9,688 | -68,127 | -3,857 | 145,941 | 0.51 | 0.038 | 10,288 |
| TH | 10 | -51,680 | -11,986 | -19,845 | 57,296 | 0.44 | 0.090 | -1,421 |
| TW | 1 | -1,183 | -1,183 | -791 | 1,183 | 0.67 | 0.013 | -16 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -323,490 | -211,565 | -68,006 | 323,490 | 0.52 | -0.083 | 37,842 |
| 1.0000 | 17 | 309,503 | 0 | 71,452 | 309,503 | 0.73 | -0.063 | -10,434 | |
| CN | -1.0000 | 35 | -356,764 | -201,939 | -473,435 | 356,764 | 1.30 | -0.026 | 17,930 |
| 1.0000 | 26 | 330,978 | 0 | 227,741 | 330,978 | 1.17 | -0.044 | -3,333 | |
| HK | -1.0000 | 15 | -120,372 | -25,587 | -175,061 | 120,372 | 1.51 | 0.140 | -17,223 |
| 1.0000 | 8 | 77,444 | 0 | 123,498 | 77,444 | 1.73 | 0.092 | 9,171 | |
| JP | -1.0000 | 50 | -993,119 | -467,720 | -704,802 | 993,119 | 0.62 | -0.007 | -1,216 |
| 1.0000 | 68 | 1,010,818 | 0 | 842,938 | 1,010,818 | 0.85 | 0.048 | 97,820 | |
| KR | -1.0000 | 1 | -18,098 | 0 | -4,430 | 18,098 | 0.24 | -0.031 | 563 |
| 1.0000 | 1 | 1,913 | 0 | 1,955 | 1,913 | 1.02 | -0.162 | -310 | |
| SG | -1.0000 | 5 | -68,127 | -68,127 | -44,394 | 68,127 | 0.50 | -0.014 | 834 |
| 1.0000 | 1 | 77,815 | 0 | 40,538 | 77,815 | 0.52 | 0.121 | 9,454 | |
| TH | -1.0000 | 9 | -54,488 | -11,986 | -21,796 | 54,488 | 0.42 | 0.067 | -1,852 |
| 1.0000 | 1 | 2,808 | 0 | 1,951 | 2,808 | 0.69 | 0.153 | 431 | |
| TW | -1.0000 | 1 | -1,183 | -1,183 | -791 | 1,183 | 0.67 | 0.013 | -16 |