| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -57,068 | 4,300,652 | -620,552 | 161,538 | 362 | 42,038,204 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,178,860 | 2,178,860 | -2,254,977 | 109,952 |
| 1.0000 | 2,121,792 | 2,121,792 | 1,634,425 | 51,586 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 71 | 24,598 | -133,210 | 39,907 | 460,175 | 0.61 | 0.091 | 17,610 |
| CN | 62 | -74,157 | -535,860 | -379,411 | 1,527,523 | 1.45 | 0.109 | 23,445 |
| HK | 18 | 4,984 | -37,458 | 21,270 | 249,304 | 1.17 | 0.211 | 33,851 |
| JP | 173 | 50,157 | -515,810 | -323,904 | 1,566,413 | 0.66 | 0.064 | 59,932 |
| NZ | 1 | 5,819 | 0 | 1,202 | 5,819 | 0.21 | 0.121 | -706 |
| PH | 1 | -2,025 | 0 | -517 | 2,025 | 0.26 | 0.150 | 303 |
| SG | 5 | -139,547 | -86,834 | -44,434 | 139,547 | 0.37 | 0.035 | -3,370 |
| TH | 24 | 28,414 | -55,531 | 21,838 | 229,352 | 0.46 | 0.156 | 14,209 |
| TW | 7 | 44,690 | -28,664 | 43,498 | 120,493 | 0.77 | 0.134 | 16,264 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 39 | -217,789 | -133,210 | -123,774 | 217,789 | 0.57 | -0.086 | 16,499 |
| 1.0000 | 32 | 242,386 | 0 | 163,682 | 242,386 | 0.67 | -0.033 | 1,110 | |
| CN | -1.0000 | 40 | -800,840 | -535,860 | -1,158,111 | 800,840 | 1.39 | -0.028 | 62,363 |
| 1.0000 | 22 | 726,683 | 0 | 778,700 | 726,683 | 1.57 | -0.022 | -38,918 | |
| HK | -1.0000 | 9 | -122,160 | -37,458 | -154,866 | 122,160 | 1.25 | 0.088 | -9,247 |
| 1.0000 | 9 | 127,144 | 0 | 176,135 | 127,144 | 1.09 | 0.267 | 43,098 | |
| JP | -1.0000 | 79 | -758,128 | -515,810 | -711,032 | 758,128 | 0.88 | -0.057 | 46,402 |
| 1.0000 | 94 | 808,285 | 0 | 387,127 | 808,285 | 0.48 | 0.002 | 13,530 | |
| NZ | 1.0000 | 1 | 5,819 | 0 | 1,202 | 5,819 | 0.21 | -0.121 | -706 |
| PH | -1.0000 | 1 | -2,025 | 0 | -517 | 2,025 | 0.26 | -0.150 | 303 |
| SG | -1.0000 | 5 | -139,547 | -86,834 | -44,434 | 139,547 | 0.37 | 0.035 | -3,370 |
| TH | -1.0000 | 9 | -100,469 | -55,531 | -41,123 | 100,469 | 0.40 | 0.116 | -7,680 |
| 1.0000 | 15 | 128,883 | 0 | 62,961 | 128,883 | 0.49 | 0.167 | 21,889 | |
| TW | -1.0000 | 3 | -37,902 | -28,664 | -21,121 | 37,902 | 0.59 | -0.113 | 4,680 |
| 1.0000 | 4 | 82,592 | 0 | 64,619 | 82,592 | 0.90 | 0.150 | 11,584 |