| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -270,462 | 5,001,961 | -440,258 | 382,948 | 386 | 42,336,423 | 0.118 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,636,212 | 2,636,212 | -2,794,885 | 253,456 |
| 1.0000 | 2,365,749 | 2,365,749 | 2,354,627 | 129,492 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 37,665 | -74,907 | 15,068 | 336,538 | 0.59 | 0.093 | 14,440 |
| CN | 98 | -258,156 | -1,069,859 | -402,210 | 2,562,737 | 1.37 | 0.143 | 279,620 |
| HK | 35 | 36,810 | -40,431 | 142,770 | 356,163 | 1.59 | 0.187 | 33,264 |
| JP | 174 | 29,375 | -399,508 | -60,593 | 1,426,563 | 0.65 | 0.069 | 44,102 |
| NZ | 3 | 350 | -1,855 | -256 | 4,059 | 0.19 | 0.051 | 63 |
| SG | 3 | -2,972 | 0 | 1,726 | 16,940 | 0.42 | 0.089 | -1,106 |
| TH | 16 | 14,158 | -973 | -10,093 | 97,819 | 0.46 | 0.095 | 6,679 |
| TW | 9 | -127,692 | -25,542 | -126,671 | 201,143 | 0.92 | 0.064 | 5,886 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -149,437 | -74,907 | -78,791 | 149,437 | 0.59 | -0.028 | 1,333 |
| 1.0000 | 26 | 187,101 | 0 | 93,859 | 187,101 | 0.59 | 0.051 | 13,107 | |
| CN | -1.0000 | 51 | -1,410,446 | -1,069,859 | -1,861,575 | 1,410,446 | 1.40 | -0.122 | 244,647 |
| 1.0000 | 47 | 1,152,291 | 0 | 1,459,365 | 1,152,291 | 1.34 | 0.029 | 34,972 | |
| HK | -1.0000 | 10 | -159,676 | -40,431 | -159,176 | 159,676 | 1.69 | 0.066 | -12,388 |
| 1.0000 | 25 | 196,486 | 0 | 301,946 | 196,486 | 1.55 | 0.217 | 45,653 | |
| JP | -1.0000 | 87 | -698,594 | -399,508 | -508,585 | 698,594 | 0.64 | -0.020 | 20,062 |
| 1.0000 | 87 | 727,969 | 0 | 447,992 | 727,969 | 0.66 | 0.015 | 24,040 | |
| NZ | -1.0000 | 1 | -1,855 | -1,855 | -645 | 1,855 | 0.35 | -0.075 | 139 |
| 1.0000 | 2 | 2,204 | 0 | 389 | 2,204 | 0.11 | -0.039 | -75 | |
| SG | -1.0000 | 1 | -9,956 | 0 | -2,336 | 9,956 | 0.23 | 0.074 | -736 |
| 1.0000 | 2 | 6,984 | 0 | 4,062 | 6,984 | 0.51 | -0.010 | -371 | |
| TH | -1.0000 | 8 | -41,830 | -973 | -29,038 | 41,830 | 0.56 | 0.037 | -1,949 |
| 1.0000 | 8 | 55,989 | 0 | 18,945 | 55,989 | 0.36 | 0.116 | 8,628 | |
| TW | -1.0000 | 7 | -164,418 | -25,542 | -154,739 | 164,418 | 0.96 | -0.001 | 2,348 |
| 1.0000 | 2 | 36,726 | 0 | 28,068 | 36,726 | 0.77 | 0.102 | 3,538 |