| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -311,903 | 6,770,350 | -434,955 | 220,438 | 437 | 42,121,817 | 0.161 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,541,126 | 3,541,126 | -3,717,879 | 268,384 |
| 1.0000 | 3,229,224 | 3,229,224 | 3,282,924 | -47,946 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 61 | -6,994 | -179,301 | -14,454 | 595,421 | 0.65 | 0.087 | 30,394 |
| CN | 114 | -259,820 | -1,014,018 | -325,929 | 2,891,175 | 1.40 | 0.116 | -50,097 |
| HK | 24 | 57,107 | -66,637 | 82,746 | 241,071 | 1.35 | 0.154 | 30,533 |
| JP | 202 | 94,051 | -752,347 | -106,020 | 2,415,963 | 0.70 | 0.068 | 110,728 |
| NZ | 4 | -177,261 | -177,261 | -54,775 | 177,261 | 0.26 | 0.153 | 30,978 |
| PH | 2 | 49,512 | 0 | 17,863 | 49,512 | 0.34 | 0.257 | 13,270 |
| SG | 2 | 1,567 | 0 | 2,593 | 6,761 | 0.45 | 0.053 | 255 |
| TH | 18 | 19,694 | -100,322 | 35,756 | 275,976 | 0.37 | 0.148 | 38,941 |
| TW | 10 | -89,758 | -82,709 | -72,736 | 117,211 | 0.91 | 0.096 | 15,437 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 33 | -301,207 | -179,301 | -173,073 | 301,207 | 0.66 | -0.093 | 29,503 |
| 1.0000 | 28 | 294,213 | 0 | 158,620 | 294,213 | 0.63 | -0.027 | 891 | |
| CN | -1.0000 | 72 | -1,575,497 | -1,014,018 | -2,351,602 | 1,575,497 | 1.35 | -0.047 | 134,348 |
| 1.0000 | 42 | 1,315,677 | 0 | 2,025,674 | 1,315,677 | 1.48 | -0.085 | -184,445 | |
| HK | -1.0000 | 11 | -91,982 | -66,637 | -114,542 | 91,982 | 1.45 | 0.088 | -2,195 |
| 1.0000 | 13 | 149,089 | 0 | 197,288 | 149,089 | 1.27 | 0.189 | 32,727 | |
| JP | -1.0000 | 89 | -1,160,956 | -752,347 | -925,702 | 1,160,956 | 0.79 | -0.032 | 50,001 |
| 1.0000 | 113 | 1,255,007 | 0 | 819,682 | 1,255,007 | 0.63 | 0.050 | 60,727 | |
| NZ | -1.0000 | 4 | -177,261 | -177,261 | -54,775 | 177,261 | 0.26 | -0.153 | 30,978 |
| PH | 1.0000 | 2 | 49,512 | 0 | 17,863 | 49,512 | 0.34 | 0.257 | 13,270 |
| SG | -1.0000 | 1 | -2,597 | 0 | -433 | 2,597 | 0.17 | 0.028 | -72 |
| 1.0000 | 1 | 4,164 | 0 | 3,025 | 4,164 | 0.73 | 0.078 | 326 | |
| TH | -1.0000 | 5 | -128,141 | -100,322 | -10,182 | 128,141 | 0.18 | -0.037 | 10,004 |
| 1.0000 | 13 | 147,835 | 0 | 45,938 | 147,835 | 0.44 | 0.177 | 28,938 | |
| TW | -1.0000 | 9 | -103,485 | -82,709 | -87,570 | 103,485 | 0.89 | -0.083 | 15,817 |
| 1.0000 | 1 | 13,726 | 0 | 14,834 | 13,726 | 1.08 | -0.028 | -380 |