| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 132,177 | 8,906,183 | 472,523 | 374,753 | 546 | 42,063,601 | 0.212 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -4,387,003 | 4,387,003 | -4,270,323 | 177,934 |
| 1.0000 | 4,519,180 | 4,519,180 | 4,742,846 | 196,819 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 77 | -251,976 | -224,715 | -97,243 | 1,034,878 | 0.61 | 0.075 | 29,731 |
| CN | 152 | 464,535 | -1,135,793 | 928,440 | 3,840,086 | 1.34 | 0.116 | 200,529 |
| HK | 43 | -59,632 | -133,864 | 15,928 | 612,215 | 1.36 | 0.178 | 48,086 |
| JP | 221 | -181,870 | -594,621 | -506,247 | 2,647,076 | 0.75 | 0.063 | 14,484 |
| MY | 1 | -25,297 | 0 | -16,136 | 25,297 | 0.64 | 0.021 | -519 |
| NZ | 4 | 1,955 | -14,112 | -2,919 | 30,179 | 0.29 | 0.112 | 560 |
| SG | 3 | -17,607 | 0 | -3,390 | 33,041 | 0.27 | 0.036 | -562 |
| TH | 24 | 17,120 | 0 | -2,312 | 272,810 | 0.44 | 0.112 | 17,154 |
| TW | 21 | 184,949 | -48,904 | 156,403 | 410,601 | 0.89 | 0.135 | 65,289 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 45 | -643,427 | -224,715 | -394,500 | 643,427 | 0.60 | -0.046 | 22,006 |
| 1.0000 | 32 | 391,451 | 0 | 297,256 | 391,451 | 0.63 | 0.008 | 7,725 | |
| CN | -1.0000 | 84 | -1,687,776 | -1,135,793 | -2,118,869 | 1,687,776 | 1.24 | -0.059 | 206,852 |
| 1.0000 | 68 | 2,152,311 | 0 | 3,047,309 | 2,152,311 | 1.47 | 0.003 | -6,323 | |
| HK | -1.0000 | 19 | -335,924 | -133,864 | -389,179 | 335,924 | 1.20 | 0.048 | -19,317 |
| 1.0000 | 24 | 276,292 | 0 | 405,107 | 276,292 | 1.48 | 0.223 | 67,403 | |
| JP | -1.0000 | 119 | -1,414,473 | -594,621 | -1,170,549 | 1,414,473 | 0.85 | 0.032 | -32,025 |
| 1.0000 | 102 | 1,232,603 | 0 | 664,302 | 1,232,603 | 0.63 | 0.021 | 46,509 | |
| MY | -1.0000 | 1 | -25,297 | 0 | -16,136 | 25,297 | 0.64 | 0.021 | -519 |
| NZ | -1.0000 | 1 | -14,112 | -14,112 | -5,604 | 14,112 | 0.40 | -0.158 | 2,231 |
| 1.0000 | 3 | 16,067 | 0 | 2,685 | 16,067 | 0.26 | -0.097 | -1,671 | |
| SG | -1.0000 | 1 | -25,324 | 0 | -5,837 | 25,324 | 0.23 | 0.039 | -981 |
| 1.0000 | 2 | 7,717 | 0 | 2,447 | 7,717 | 0.28 | 0.035 | 419 | |
| TH | -1.0000 | 15 | -127,845 | 0 | -61,523 | 127,845 | 0.40 | 0.084 | -8,632 |
| 1.0000 | 9 | 144,965 | 0 | 59,210 | 144,965 | 0.52 | 0.148 | 25,786 | |
| TW | -1.0000 | 6 | -112,826 | -48,904 | -108,126 | 112,826 | 0.93 | -0.061 | 8,318 |
| 1.0000 | 15 | 297,775 | 0 | 264,529 | 297,775 | 0.88 | 0.154 | 56,971 |