| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -665,858 | 6,743,864 | -1,004,968 | 385,448 | 378 | 42,157,861 | 0.160 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,704,861 | 3,704,861 | -3,839,051 | 266,100 |
| 1.0000 | 3,039,003 | 3,039,003 | 2,834,083 | 119,348 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -15,230 | -77,965 | -67,583 | 415,497 | 0.55 | 0.072 | 11,682 |
| CN | 124 | -584,591 | -1,511,978 | -651,260 | 3,573,826 | 1.37 | 0.130 | 260,425 |
| HK | 26 | -61,580 | -79,757 | -173,414 | 341,037 | 1.50 | 0.101 | 1,461 |
| JP | 164 | 19,397 | -704,515 | -114,913 | 2,244,467 | 0.72 | 0.064 | 111,199 |
| KR | 1 | -15,138 | 0 | -3,705 | 15,138 | 0.24 | 0.024 | -365 |
| MY | 1 | -8,091 | 0 | -2,113 | 8,091 | 0.26 | 0.116 | -942 |
| SG | 1 | -353 | 0 | -59 | 353 | 0.17 | 0.053 | -19 |
| TH | 8 | -21,479 | 0 | 2,627 | 40,691 | 0.59 | 0.102 | 220 |
| TW | 9 | 21,209 | -23,025 | 5,451 | 104,764 | 0.90 | 0.106 | 1,788 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 29 | -215,364 | -77,965 | -103,749 | 215,364 | 0.54 | -0.066 | 13,218 |
| 1.0000 | 15 | 200,133 | 0 | 36,166 | 200,133 | 0.57 | -0.009 | -1,536 | |
| CN | -1.0000 | 60 | -2,079,209 | -1,511,978 | -2,579,691 | 2,079,209 | 1.33 | -0.107 | 269,756 |
| 1.0000 | 64 | 1,494,617 | 0 | 1,928,432 | 1,494,617 | 1.41 | 0.014 | -9,331 | |
| HK | -1.0000 | 19 | -201,308 | -79,757 | -317,030 | 201,308 | 1.68 | 0.086 | -17,303 |
| 1.0000 | 7 | 139,728 | 0 | 143,615 | 139,728 | 1.00 | 0.116 | 18,764 | |
| JP | -1.0000 | 83 | -1,112,535 | -704,515 | -785,489 | 1,112,535 | 0.77 | 0.006 | 3,312 |
| 1.0000 | 81 | 1,131,932 | 0 | 670,576 | 1,131,932 | 0.66 | 0.072 | 107,886 | |
| KR | -1.0000 | 1 | -15,138 | 0 | -3,705 | 15,138 | 0.24 | 0.024 | -365 |
| MY | -1.0000 | 1 | -8,091 | 0 | -2,113 | 8,091 | 0.26 | 0.116 | -942 |
| SG | -1.0000 | 1 | -353 | 0 | -59 | 353 | 0.17 | 0.053 | -19 |
| TH | -1.0000 | 4 | -31,085 | 0 | -4,084 | 31,085 | 0.57 | 0.057 | -806 |
| 1.0000 | 4 | 9,606 | 0 | 6,711 | 9,606 | 0.60 | 0.147 | 1,026 | |
| TW | -1.0000 | 3 | -41,777 | -23,025 | -43,131 | 41,777 | 1.04 | -0.021 | -751 |
| 1.0000 | 6 | 62,987 | 0 | 48,583 | 62,987 | 0.83 | 0.050 | 2,539 |