| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -444,285 | 5,751,203 | -666,676 | 245,650 | 333 | 42,184,621 | 0.136 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,097,744 | 3,097,744 | -3,335,905 | 275,622 |
| 1.0000 | 2,653,459 | 2,653,459 | 2,669,229 | -29,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | -5,725 | -94,593 | -56,122 | 452,446 | 0.65 | 0.079 | 25,734 |
| CN | 102 | -329,940 | -1,634,878 | -521,506 | 3,375,604 | 1.34 | 0.123 | 152,625 |
| HK | 15 | 32,485 | -1,312 | 17,068 | 94,621 | 1.35 | 0.133 | 4,715 |
| JP | 147 | -138,640 | -375,877 | -132,206 | 1,546,569 | 0.73 | 0.061 | 37,939 |
| SG | 1 | -7,255 | 0 | -1,208 | 7,255 | 0.17 | 0.042 | -307 |
| TH | 9 | 27,478 | 0 | 52,111 | 186,073 | 0.35 | 0.128 | 15,246 |
| TW | 8 | -22,688 | -55,662 | -24,813 | 88,635 | 1.16 | 0.106 | 9,699 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 32 | -229,085 | -94,593 | -134,754 | 229,085 | 0.64 | -0.085 | 18,211 |
| 1.0000 | 19 | 223,361 | 0 | 78,632 | 223,361 | 0.69 | -0.022 | 7,523 | |
| CN | -1.0000 | 60 | -1,852,772 | -1,634,878 | -2,452,782 | 1,852,772 | 1.34 | -0.067 | 260,715 |
| 1.0000 | 42 | 1,522,832 | 0 | 1,931,276 | 1,522,832 | 1.35 | 0.012 | -108,091 | |
| HK | -1.0000 | 6 | -31,068 | -1,312 | -48,113 | 31,068 | 1.61 | 0.100 | -3,597 |
| 1.0000 | 9 | 63,553 | 0 | 65,180 | 63,553 | 1.18 | 0.152 | 8,312 | |
| JP | -1.0000 | 76 | -842,605 | -375,877 | -630,467 | 842,605 | 0.74 | 0.008 | -6,858 |
| 1.0000 | 71 | 703,965 | 0 | 498,262 | 703,965 | 0.72 | 0.046 | 44,796 | |
| SG | -1.0000 | 1 | -7,255 | 0 | -1,208 | 7,255 | 0.17 | 0.042 | -307 |
| TH | -1.0000 | 2 | -79,297 | 0 | -1,537 | 79,297 | -0.00 | 0.014 | -767 |
| 1.0000 | 7 | 106,776 | 0 | 53,648 | 106,776 | 0.45 | 0.161 | 16,013 | |
| TW | -1.0000 | 5 | -55,662 | -55,662 | -67,043 | 55,662 | 1.10 | -0.122 | 8,225 |
| 1.0000 | 3 | 32,973 | 0 | 42,230 | 32,973 | 1.26 | 0.011 | 1,474 |