| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 712,164 | 7,646,274 | 928,871 | 189,423 | 514 | 42,137,009 | 0.181 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,467,055 | 3,467,055 | -3,533,824 | 208,396 |
| 1.0000 | 4,179,219 | 4,179,219 | 4,462,695 | -18,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 80 | -170,915 | -102,325 | -46,925 | 701,008 | 0.62 | 0.075 | 10,921 |
| CN | 158 | 588,926 | -1,030,542 | 872,114 | 3,864,775 | 1.42 | 0.119 | 74,630 |
| HK | 33 | 42,535 | -4,828 | 8,076 | 308,101 | 1.34 | 0.178 | 13,526 |
| JP | 205 | 197,199 | -390,592 | 73,052 | 2,232,282 | 0.73 | 0.071 | 63,549 |
| NZ | 2 | -2,886 | -3,438 | -1,248 | 3,989 | 0.30 | 0.100 | 375 |
| SG | 5 | -67,332 | -52,659 | -30,500 | 67,332 | 0.50 | 0.037 | -705 |
| TH | 18 | 125,932 | 0 | 72,920 | 198,469 | 0.51 | 0.151 | 22,807 |
| TW | 13 | -1,296 | -6,945 | -18,618 | 270,319 | 0.84 | 0.060 | 4,321 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 29 | -435,961 | -102,325 | -253,826 | 435,961 | 0.53 | -0.045 | 11,081 |
| 1.0000 | 51 | 265,047 | 0 | 206,901 | 265,047 | 0.66 | -0.022 | -160 | |
| CN | -1.0000 | 69 | -1,637,924 | -1,030,542 | -2,097,634 | 1,637,924 | 1.39 | -0.077 | 227,589 |
| 1.0000 | 89 | 2,226,851 | 0 | 2,969,747 | 2,226,851 | 1.44 | -0.028 | -152,959 | |
| HK | -1.0000 | 14 | -132,783 | -4,828 | -166,749 | 132,783 | 1.39 | 0.128 | -18,284 |
| 1.0000 | 19 | 175,318 | 0 | 174,825 | 175,318 | 1.31 | 0.209 | 31,810 | |
| JP | -1.0000 | 90 | -1,017,541 | -390,592 | -846,672 | 1,017,541 | 0.73 | 0.008 | -7,989 |
| 1.0000 | 115 | 1,214,741 | 0 | 919,725 | 1,214,741 | 0.74 | 0.030 | 71,538 | |
| NZ | -1.0000 | 1 | -3,438 | -3,438 | -1,365 | 3,438 | 0.40 | -0.122 | 418 |
| 1.0000 | 1 | 551 | 0 | 117 | 551 | 0.21 | -0.079 | -43 | |
| SG | -1.0000 | 5 | -67,332 | -52,659 | -30,500 | 67,332 | 0.50 | 0.006 | -705 |
| TH | -1.0000 | 3 | -36,269 | 0 | -5,610 | 36,269 | 0.36 | 0.139 | -4,327 |
| 1.0000 | 15 | 162,201 | 0 | 78,530 | 162,201 | 0.54 | 0.150 | 27,133 | |
| TW | -1.0000 | 5 | -135,807 | -6,945 | -131,468 | 135,807 | 0.87 | -0.022 | 613 |
| 1.0000 | 8 | 134,511 | 0 | 112,850 | 134,511 | 0.82 | 0.042 | 3,708 |