| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -237,174 | 5,111,991 | -380,543 | 294,552 | 377 | 42,038,076 | 0.122 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,674,582 | 2,674,582 | -2,395,498 | 166,751 |
| 1.0000 | 2,437,409 | 2,437,409 | 2,014,955 | 127,801 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 61 | 24,385 | -180,553 | -33,944 | 608,467 | 0.58 | 0.095 | 30,578 |
| CN | 72 | -338,300 | -694,781 | -321,544 | 1,981,915 | 1.30 | 0.140 | 114,827 |
| HK | 26 | -71,279 | -52,347 | -71,180 | 307,766 | 1.27 | 0.127 | 15,910 |
| JP | 193 | 82,948 | -507,191 | -17,585 | 1,962,630 | 0.69 | 0.068 | 107,550 |
| MY | 3 | -3,383 | 0 | 211 | 9,697 | 0.39 | 0.103 | 492 |
| NZ | 4 | -168 | -3,905 | -391 | 7,642 | 0.27 | 0.093 | 175 |
| SG | 2 | 1,247 | 0 | 1,997 | 1,247 | 1.79 | 0.023 | 21 |
| TH | 13 | -168 | -31,812 | -4,567 | 165,082 | 0.40 | 0.090 | 14,617 |
| TW | 3 | 67,544 | 0 | 66,460 | 67,544 | 0.94 | 0.195 | 10,382 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -292,041 | -180,553 | -197,759 | 292,041 | 0.62 | -0.085 | 20,625 |
| 1.0000 | 37 | 316,426 | 0 | 163,815 | 316,426 | 0.56 | -0.012 | 9,954 | |
| CN | -1.0000 | 37 | -1,160,107 | -694,781 | -1,310,862 | 1,160,107 | 1.26 | -0.058 | 121,038 |
| 1.0000 | 35 | 821,807 | 0 | 989,318 | 821,807 | 1.34 | 0.020 | -6,212 | |
| HK | -1.0000 | 18 | -189,523 | -52,347 | -214,650 | 189,523 | 1.22 | 0.052 | -10,633 |
| 1.0000 | 8 | 118,244 | 0 | 143,470 | 118,244 | 1.39 | 0.200 | 26,543 | |
| JP | -1.0000 | 102 | -939,841 | -507,191 | -645,537 | 939,841 | 0.73 | -0.032 | 36,733 |
| 1.0000 | 91 | 1,022,789 | 0 | 627,951 | 1,022,789 | 0.64 | 0.040 | 70,816 | |
| MY | -1.0000 | 2 | -6,540 | 0 | -1,756 | 6,540 | 0.27 | 0.037 | -72 |
| 1.0000 | 1 | 3,157 | 0 | 1,967 | 3,157 | 0.62 | 0.179 | 565 | |
| NZ | -1.0000 | 1 | -3,905 | -3,905 | -1,358 | 3,905 | 0.35 | -0.129 | 503 |
| 1.0000 | 3 | 3,737 | 0 | 967 | 3,737 | 0.25 | -0.080 | -328 | |
| SG | 1.0000 | 2 | 1,247 | 0 | 1,997 | 1,247 | 1.79 | 0.023 | 21 |
| TH | -1.0000 | 9 | -82,625 | -31,812 | -23,576 | 82,625 | 0.36 | 0.024 | -1,443 |
| 1.0000 | 4 | 82,457 | 0 | 19,009 | 82,457 | 0.50 | 0.192 | 16,060 | |
| TW | 1.0000 | 3 | 67,544 | 0 | 66,460 | 67,544 | 0.94 | 0.195 | 10,382 |