| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 92,090 | 4,159,474 | 31,258 | 262,310 | 354 | 42,134,551 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,033,692 | 2,033,692 | -2,030,391 | 154,071 |
| 1.0000 | 2,125,782 | 2,125,782 | 2,061,649 | 108,239 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 52 | -24,494 | -127,470 | 8,145 | 526,469 | 0.52 | 0.064 | 20,161 |
| CN | 76 | -10,782 | -620,870 | -301,983 | 1,468,022 | 1.43 | 0.146 | 134,373 |
| HK | 32 | 121,246 | -20,720 | 207,989 | 321,900 | 1.54 | 0.200 | 38,660 |
| JP | 182 | 8,457 | -414,015 | 105,518 | 1,719,321 | 0.67 | 0.066 | 58,875 |
| MY | 4 | 13,732 | 0 | 9,085 | 25,421 | 0.38 | 0.131 | 3,946 |
| NZ | 2 | -802 | -1,615 | -131 | 2,428 | 0.44 | 0.053 | 126 |
| SG | 2 | -2,337 | -2,337 | -1,364 | 2,337 | 0.52 | 0.021 | 56 |
| TW | 4 | -12,928 | 0 | 3,999 | 93,578 | 0.70 | 0.142 | 6,112 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 23 | -275,482 | -127,470 | -143,393 | 275,482 | 0.45 | -0.006 | 3,008 |
| 1.0000 | 29 | 250,988 | 0 | 151,538 | 250,988 | 0.57 | -0.009 | 17,153 | |
| CN | -1.0000 | 39 | -739,402 | -620,870 | -1,213,676 | 739,402 | 1.62 | -0.109 | 133,469 |
| 1.0000 | 37 | 728,620 | 0 | 911,694 | 728,620 | 1.24 | -0.002 | 903 | |
| HK | -1.0000 | 7 | -100,327 | -20,720 | -100,142 | 100,327 | 0.75 | 0.001 | -8,243 |
| 1.0000 | 25 | 221,573 | 0 | 308,131 | 221,573 | 1.75 | 0.233 | 46,903 | |
| JP | -1.0000 | 93 | -855,432 | -414,015 | -545,298 | 855,432 | 0.65 | -0.034 | 27,217 |
| 1.0000 | 89 | 863,889 | 0 | 650,816 | 863,889 | 0.69 | 0.019 | 31,658 | |
| MY | -1.0000 | 2 | -5,845 | 0 | -1,574 | 5,845 | 0.27 | 0.040 | -340 |
| 1.0000 | 2 | 19,576 | 0 | 10,660 | 19,576 | 0.50 | 0.217 | 4,286 | |
| NZ | -1.0000 | 1 | -1,615 | -1,615 | -562 | 1,615 | 0.35 | -0.087 | 141 |
| 1.0000 | 1 | 813 | 0 | 431 | 813 | 0.53 | -0.018 | -15 | |
| SG | -1.0000 | 2 | -2,337 | -2,337 | -1,364 | 2,337 | 0.52 | -0.021 | 56 |
| TW | -1.0000 | 1 | -53,253 | 0 | -24,381 | 53,253 | 0.46 | 0.023 | -1,238 |
| 1.0000 | 3 | 40,325 | 0 | 28,380 | 40,325 | 0.79 | 0.182 | 7,351 |