| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 88,709 | 4,655,020 | 32,105 | 330,002 | 233 | 43,064,149 | 0.108 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,283,156 | 2,283,156 | -2,396,300 | 221,668 |
| 1.0000 | 2,371,864 | 2,371,864 | 2,428,405 | 108,334 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 67 | -33,326 | -239,401 | -69,051 | 618,878 | 0.61 | 0.078 | 32,093 |
| CN | 97 | -91,092 | -1,402,273 | 125,779 | 2,984,404 | 1.33 | 0.121 | 165,772 |
| HK | 25 | 200,505 | -120,354 | 42,189 | 481,004 | 1.37 | 0.172 | 87,242 |
| IN | 1 | 1,487 | 0 | -119 | 1,487 | -0.08 | 0.141 | 210 |
| KR | 2 | 78,378 | 0 | 62,540 | 78,378 | 0.76 | 0.167 | -12,436 |
| NZ | 2 | -1,341 | -1,341 | -370 | 1,341 | 0.27 | 0.149 | 184 |
| SG | 4 | 8,105 | -4,018 | -5,939 | 16,141 | 0.91 | 0.051 | 1,030 |
| TH | 21 | 149,286 | -3,194 | 50,618 | 184,626 | 0.38 | 0.152 | 27,238 |
| TW | 14 | -223,295 | -256,028 | -173,543 | 288,761 | 0.71 | 0.090 | 28,669 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 44 | -326,102 | -239,401 | -181,662 | 326,102 | 0.69 | -0.084 | 30,305 |
| 1.0000 | 23 | 292,776 | 0 | 112,611 | 292,776 | 0.47 | 0.013 | 1,788 | |
| CN | -1.0000 | 48 | -1,537,748 | -1,402,273 | -1,751,392 | 1,537,748 | 1.40 | -0.087 | 174,404 |
| 1.0000 | 49 | 1,446,656 | 0 | 1,877,171 | 1,446,656 | 1.27 | 0.036 | -8,632 | |
| HK | -1.0000 | 12 | -140,250 | -120,354 | -244,387 | 140,250 | 1.74 | 0.051 | -7,046 |
| 1.0000 | 13 | 340,755 | 0 | 286,577 | 340,755 | 1.02 | 0.277 | 94,288 | |
| IN | 1.0000 | 1 | 1,487 | 0 | -119 | 1,487 | -0.08 | 0.141 | 210 |
| KR | 1.0000 | 2 | 78,378 | 0 | 62,540 | 78,378 | 0.76 | -0.167 | -12,436 |
| NZ | -1.0000 | 2 | -1,341 | -1,341 | -370 | 1,341 | 0.27 | -0.149 | 184 |
| SG | -1.0000 | 1 | -4,018 | -4,018 | -9,873 | 4,018 | 2.46 | -0.008 | 33 |
| 1.0000 | 3 | 12,123 | 0 | 3,934 | 12,123 | 0.40 | 0.065 | 996 | |
| TH | -1.0000 | 3 | -17,670 | -3,194 | -10,329 | 17,670 | 0.42 | 0.054 | -1,146 |
| 1.0000 | 18 | 166,956 | 0 | 60,947 | 166,956 | 0.37 | 0.169 | 28,384 | |
| TW | -1.0000 | 11 | -256,028 | -256,028 | -198,286 | 256,028 | 0.70 | -0.092 | 24,934 |
| 1.0000 | 3 | 32,733 | 0 | 24,744 | 32,733 | 0.76 | 0.083 | 3,734 |