| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -312,299 | 4,194,759 | -412,689 | 194,343 | 324 | 42,145,484 | 0.100 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,253,529 | 2,253,529 | -2,269,156 | 163,555 |
| 1.0000 | 1,941,230 | 1,941,230 | 1,856,467 | 30,788 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | 18,622 | -117,000 | -83,780 | 337,273 | 0.67 | 0.088 | 22,959 |
| CN | 107 | -260,903 | -940,743 | -211,435 | 2,268,930 | 1.37 | 0.134 | 120,445 |
| HK | 18 | -37,767 | -24,269 | -74,292 | 101,310 | 1.50 | 0.112 | -5,697 |
| IN | 1 | 1,383 | 0 | -111 | 1,383 | -0.08 | 0.172 | 238 |
| JP | 133 | -17,226 | -425,032 | -46,337 | 1,346,570 | 0.73 | 0.068 | 56,624 |
| KR | 1 | -18,098 | 0 | -4,430 | 18,098 | 0.24 | 0.012 | -217 |
| MY | 1 | -2,297 | 0 | -625 | 2,297 | 0.27 | 0.037 | -85 |
| SG | 1 | -10,284 | 0 | -1,713 | 10,284 | 0.17 | 0.048 | -495 |
| TH | 10 | 21,912 | 0 | 22,080 | 36,694 | 0.41 | 0.111 | 2,881 |
| TW | 5 | -7,641 | -4,737 | -12,047 | 71,920 | 0.90 | 0.047 | -2,310 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 33 | -159,325 | -117,000 | -116,509 | 159,325 | 0.71 | -0.084 | 16,577 |
| 1.0000 | 14 | 177,947 | 0 | 32,729 | 177,947 | 0.58 | -0.009 | 6,382 | |
| CN | -1.0000 | 59 | -1,264,916 | -940,743 | -1,512,683 | 1,264,916 | 1.30 | -0.096 | 152,170 |
| 1.0000 | 48 | 1,004,013 | 0 | 1,301,248 | 1,004,013 | 1.46 | 0.012 | -31,725 | |
| HK | -1.0000 | 13 | -69,539 | -24,269 | -101,962 | 69,539 | 1.63 | 0.095 | -7,774 |
| 1.0000 | 5 | 31,772 | 0 | 27,670 | 31,772 | 1.16 | 0.137 | 2,077 | |
| IN | 1.0000 | 1 | 1,383 | 0 | -111 | 1,383 | -0.08 | 0.172 | 238 |
| JP | -1.0000 | 57 | -681,898 | -425,032 | -493,843 | 681,898 | 0.76 | 0.008 | 3,878 |
| 1.0000 | 76 | 664,672 | 0 | 447,506 | 664,672 | 0.70 | 0.075 | 52,745 | |
| KR | -1.0000 | 1 | -18,098 | 0 | -4,430 | 18,098 | 0.24 | 0.012 | -217 |
| MY | -1.0000 | 1 | -2,297 | 0 | -625 | 2,297 | 0.27 | 0.037 | -85 |
| SG | -1.0000 | 1 | -10,284 | 0 | -1,713 | 10,284 | 0.17 | 0.048 | -495 |
| TH | -1.0000 | 4 | -7,391 | 0 | -611 | 7,391 | 0.19 | 0.065 | -490 |
| 1.0000 | 6 | 29,303 | 0 | 22,690 | 29,303 | 0.55 | 0.142 | 3,371 | |
| TW | -1.0000 | 4 | -39,781 | -4,737 | -36,782 | 39,781 | 0.93 | -0.009 | -11 |
| 1.0000 | 1 | 32,139 | 0 | 24,734 | 32,139 | 0.77 | -0.072 | -2,299 |