| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -464,984 | 7,850,181 | -472,418 | 249,713 | 551 | 42,156,383 | 0.186 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -4,157,583 | 4,157,583 | -4,399,951 | 142,540 |
| 1.0000 | 3,692,598 | 3,692,598 | 3,927,533 | 107,173 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 76 | -278,263 | -179,641 | -134,080 | 827,636 | 0.66 | 0.073 | 1,301 |
| CN | 170 | -88,329 | -1,205,900 | 253,591 | 3,715,471 | 1.38 | 0.120 | 168,646 |
| HK | 36 | -42,951 | -27,587 | -154,949 | 403,094 | 1.35 | 0.153 | 11,057 |
| JP | 223 | -250,668 | -452,473 | -510,414 | 2,353,308 | 0.75 | 0.066 | 13,299 |
| NZ | 3 | 2,237 | -12,521 | -48 | 27,278 | 0.39 | 0.106 | 661 |
| SG | 2 | 4,660 | 0 | 2,191 | 18,345 | 0.28 | 0.069 | 712 |
| TH | 28 | 141,005 | 0 | 73,019 | 309,630 | 0.50 | 0.144 | 33,414 |
| TW | 13 | 47,324 | -22,374 | -1,728 | 195,419 | 0.77 | 0.104 | 20,623 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 39 | -552,950 | -179,641 | -344,663 | 552,950 | 0.68 | -0.025 | 5,090 |
| 1.0000 | 37 | 274,687 | 0 | 210,583 | 274,687 | 0.65 | 0.011 | -3,789 | |
| CN | -1.0000 | 91 | -1,901,900 | -1,205,900 | -2,529,086 | 1,901,900 | 1.29 | -0.059 | 190,256 |
| 1.0000 | 79 | 1,813,571 | 0 | 2,782,677 | 1,813,571 | 1.49 | -0.016 | -21,610 | |
| HK | -1.0000 | 23 | -223,022 | -27,587 | -319,184 | 223,022 | 1.44 | 0.101 | -28,711 |
| 1.0000 | 13 | 180,071 | 0 | 164,235 | 180,071 | 1.20 | 0.191 | 39,768 | |
| JP | -1.0000 | 116 | -1,301,988 | -452,473 | -1,078,121 | 1,301,988 | 0.83 | 0.019 | -23,972 |
| 1.0000 | 107 | 1,051,320 | 0 | 567,707 | 1,051,320 | 0.66 | 0.020 | 37,271 | |
| NZ | -1.0000 | 1 | -12,521 | -12,521 | -4,972 | 12,521 | 0.40 | -0.156 | 1,958 |
| 1.0000 | 2 | 14,758 | 0 | 4,924 | 14,758 | 0.38 | -0.080 | -1,298 | |
| SG | -1.0000 | 1 | -6,843 | 0 | -1,577 | 6,843 | 0.23 | 0.048 | -327 |
| 1.0000 | 1 | 11,503 | 0 | 3,768 | 11,503 | 0.33 | 0.090 | 1,039 | |
| TH | -1.0000 | 11 | -84,312 | 0 | -39,000 | 84,312 | 0.50 | 0.091 | -6,851 |
| 1.0000 | 17 | 225,317 | 0 | 112,019 | 225,317 | 0.50 | 0.174 | 40,265 | |
| TW | -1.0000 | 4 | -74,047 | -22,374 | -83,349 | 74,047 | 1.15 | -0.076 | 5,096 |
| 1.0000 | 9 | 121,372 | 0 | 81,621 | 121,372 | 0.60 | 0.116 | 15,527 |