| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 696,210 | 9,370,820 | 1,940,800 | 165,553 | 600 | 42,105,148 | 0.223 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -4,337,305 | 4,337,305 | -4,224,911 | 176,773 |
| 1.0000 | 5,033,515 | 5,033,515 | 6,165,710 | -11,220 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 78 | 37,456 | -96,251 | 132,575 | 617,128 | 0.61 | 0.064 | -1,488 |
| CN | 176 | -4,430 | -1,473,515 | 459,632 | 4,544,176 | 1.41 | 0.121 | 48,210 |
| HK | 46 | 317,797 | -33,913 | 865,582 | 767,964 | 1.56 | 0.215 | 78,121 |
| JP | 256 | 249,167 | -361,758 | 438,127 | 2,767,319 | 0.73 | 0.063 | 35,815 |
| NZ | 3 | 2,080 | -318 | 440 | 2,715 | 0.26 | 0.095 | -169 |
| PH | 1 | 11,580 | 0 | -392 | 11,580 | -0.03 | 0.005 | 59 |
| SG | 3 | -141 | 0 | 1,922 | 30,227 | 0.35 | 0.033 | -3 |
| TH | 24 | 39,219 | 0 | -6,952 | 452,706 | 0.45 | 0.192 | -3,610 |
| TW | 13 | 43,482 | 0 | 49,865 | 177,005 | 0.98 | 0.094 | 8,618 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 45 | -289,836 | -96,251 | -122,531 | 289,836 | 0.45 | -0.040 | 11,362 |
| 1.0000 | 33 | 327,292 | 0 | 255,107 | 327,292 | 0.82 | -0.046 | -12,849 | |
| CN | -1.0000 | 74 | -2,274,303 | -1,473,515 | -2,881,841 | 2,274,303 | 1.31 | -0.090 | 285,795 |
| 1.0000 | 102 | 2,269,873 | 0 | 3,341,473 | 2,269,873 | 1.49 | -0.058 | -237,585 | |
| HK | -1.0000 | 21 | -225,083 | -33,913 | -174,219 | 225,083 | 1.03 | 0.132 | -32,819 |
| 1.0000 | 25 | 542,881 | 0 | 1,039,801 | 542,881 | 2.00 | 0.243 | 110,940 | |
| JP | -1.0000 | 128 | -1,259,076 | -361,758 | -888,333 | 1,259,076 | 0.68 | 0.024 | -42,128 |
| 1.0000 | 128 | 1,508,243 | 0 | 1,326,460 | 1,508,243 | 0.78 | 0.034 | 77,943 | |
| NZ | -1.0000 | 1 | -318 | -318 | -67 | 318 | 0.21 | -0.117 | 37 |
| 1.0000 | 2 | 2,397 | 0 | 508 | 2,397 | 0.28 | -0.084 | -206 | |
| PH | 1.0000 | 1 | 11,580 | 0 | -392 | 11,580 | -0.03 | 0.005 | 59 |
| SG | -1.0000 | 1 | -15,184 | 0 | -3,500 | 15,184 | 0.23 | 0.034 | -517 |
| 1.0000 | 2 | 15,043 | 0 | 5,422 | 15,043 | 0.42 | 0.032 | 514 | |
| TH | -1.0000 | 15 | -206,743 | 0 | -87,298 | 206,743 | 0.45 | 0.189 | -46,183 |
| 1.0000 | 9 | 245,963 | 0 | 80,345 | 245,963 | 0.46 | 0.196 | 42,574 | |
| TW | -1.0000 | 3 | -66,761 | 0 | -67,122 | 66,761 | 0.97 | -0.005 | 1,227 |
| 1.0000 | 10 | 110,244 | 0 | 116,987 | 110,244 | 0.98 | 0.042 | 7,390 |