| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 14,778 | 3,099,732 | 138,493 | 122,626 | 227 | 41,989,558 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,542,477 | 1,542,477 | -1,961,010 | 179,576 |
| 1.0000 | 1,557,255 | 1,557,255 | 2,099,504 | -56,950 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -14,179 | -41,559 | 40,128 | 116,423 | 0.76 | 0.080 | 2,218 |
| CN | 80 | 16,878 | -895,340 | -202,692 | 2,161,057 | 1.42 | 0.130 | 51,083 |
| HK | 27 | 108,523 | -30,176 | 321,547 | 223,833 | 1.53 | 0.196 | 47,488 |
| JP | 66 | -84,524 | -196,027 | -59,754 | 429,519 | 0.77 | 0.083 | 23,027 |
| NZ | 2 | 2,859 | 0 | 930 | 2,859 | 0.28 | 0.107 | -302 |
| SG | 2 | 2,939 | 0 | 2,844 | 2,939 | 0.86 | 0.011 | 21 |
| TH | 19 | -66,271 | 0 | -19,082 | 111,109 | 0.47 | 0.171 | -7,357 |
| TW | 5 | 48,552 | -1,720 | 54,572 | 51,992 | 0.99 | 0.122 | 6,449 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -65,301 | -41,559 | -29,685 | 65,301 | 0.39 | -0.086 | 5,151 |
| 1.0000 | 13 | 51,122 | 0 | 69,814 | 51,122 | 1.13 | -0.032 | -2,932 | |
| CN | -1.0000 | 42 | -1,072,089 | -895,340 | -1,638,273 | 1,072,089 | 1.39 | -0.100 | 177,556 |
| 1.0000 | 38 | 1,088,968 | 0 | 1,435,582 | 1,088,968 | 1.44 | -0.085 | -126,472 | |
| HK | -1.0000 | 14 | -57,655 | -30,176 | -61,692 | 57,655 | 1.10 | 0.060 | -1,005 |
| 1.0000 | 13 | 166,178 | 0 | 383,238 | 166,178 | 2.00 | 0.248 | 48,493 | |
| JP | -1.0000 | 37 | -257,021 | -196,027 | -195,399 | 257,021 | 0.76 | -0.046 | 10,057 |
| 1.0000 | 29 | 172,498 | 0 | 135,646 | 172,498 | 0.79 | 0.063 | 12,969 | |
| NZ | 1.0000 | 2 | 2,859 | 0 | 930 | 2,859 | 0.28 | -0.107 | -302 |
| SG | 1.0000 | 2 | 2,939 | 0 | 2,844 | 2,939 | 0.86 | 0.011 | 21 |
| TH | -1.0000 | 15 | -88,690 | 0 | -34,297 | 88,690 | 0.51 | 0.175 | -12,410 |
| 1.0000 | 4 | 22,419 | 0 | 15,215 | 22,419 | 0.33 | 0.158 | 5,053 | |
| TW | -1.0000 | 1 | -1,720 | -1,720 | -1,664 | 1,720 | 0.97 | -0.132 | 228 |
| 1.0000 | 4 | 50,272 | 0 | 56,235 | 50,272 | 1.00 | 0.120 | 6,221 |