| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -747,233 | 10,207,173 | -1,121,023 | 565,843 | 526 | 41,929,082 | 0.243 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -5,477,203 | 5,477,203 | -5,232,900 | 405,391 |
| 1.0000 | 4,729,970 | 4,729,970 | 4,111,877 | 160,452 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 71 | -38,856 | -358,455 | -9,034 | 1,001,942 | 0.61 | 0.075 | 63,355 |
| CN | 130 | -679,657 | -1,676,175 | -836,101 | 4,047,553 | 1.33 | 0.104 | 90,269 |
| HK | 29 | 81,321 | -77,996 | -12,884 | 455,720 | 1.28 | 0.139 | 46,445 |
| JP | 229 | -117,837 | -1,067,199 | -230,283 | 3,199,587 | 0.71 | 0.068 | 183,292 |
| NZ | 4 | -177,188 | -177,188 | -52,315 | 177,188 | 0.26 | 0.120 | 25,480 |
| PH | 3 | 85,320 | 0 | 29,447 | 85,320 | 0.33 | 0.264 | 23,424 |
| SG | 15 | 316,676 | 0 | 178,410 | 316,676 | 0.54 | 0.083 | 24,195 |
| TH | 26 | 159,086 | -95,064 | 91,018 | 376,484 | 0.38 | 0.165 | 70,634 |
| TW | 19 | -376,099 | -289,095 | -279,281 | 546,703 | 0.78 | 0.085 | 38,749 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 37 | -520,399 | -358,455 | -268,057 | 520,399 | 0.63 | -0.074 | 44,827 |
| 1.0000 | 34 | 481,543 | 0 | 259,023 | 481,543 | 0.58 | 0.028 | 18,528 | |
| CN | -1.0000 | 85 | -2,363,605 | -1,676,175 | -3,006,058 | 2,363,605 | 1.32 | -0.043 | 220,588 |
| 1.0000 | 45 | 1,683,948 | 0 | 2,169,957 | 1,683,948 | 1.36 | -0.070 | -130,319 | |
| HK | -1.0000 | 13 | -187,200 | -77,996 | -272,665 | 187,200 | 1.49 | 0.073 | -11,227 |
| 1.0000 | 16 | 268,520 | 0 | 259,781 | 268,520 | 1.11 | 0.186 | 57,673 | |
| JP | -1.0000 | 105 | -1,658,712 | -1,067,199 | -1,283,553 | 1,658,712 | 0.79 | -0.042 | 82,278 |
| 1.0000 | 124 | 1,540,875 | 0 | 1,053,270 | 1,540,875 | 0.63 | 0.056 | 101,014 | |
| NZ | -1.0000 | 4 | -177,188 | -177,188 | -52,315 | 177,188 | 0.26 | -0.120 | 25,480 |
| PH | 1.0000 | 3 | 85,320 | 0 | 29,447 | 85,320 | 0.33 | 0.264 | 23,424 |
| SG | 1.0000 | 15 | 316,676 | 0 | 178,410 | 316,676 | 0.54 | 0.083 | 24,195 |
| TH | -1.0000 | 5 | -108,699 | -95,064 | -9,178 | 108,699 | 0.18 | -0.011 | 8,184 |
| 1.0000 | 21 | 267,785 | 0 | 100,196 | 267,785 | 0.43 | 0.186 | 62,450 | |
| TW | -1.0000 | 16 | -461,401 | -289,095 | -341,073 | 461,401 | 0.78 | -0.067 | 35,262 |
| 1.0000 | 3 | 85,302 | 0 | 61,793 | 85,302 | 0.78 | 0.018 | 3,487 |