| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -89,973 | 4,032,140 | 166,607 | 30,357 | 279 | 41,996,638 | 0.096 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,061,056 | 2,061,056 | -2,321,526 | 234,408 |
| 1.0000 | 1,971,083 | 1,971,083 | 2,488,132 | -204,051 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -11,019 | -38,231 | 36,256 | 112,826 | 0.73 | 0.066 | 3,713 |
| CN | 106 | -24,166 | -1,128,785 | 52,184 | 2,930,236 | 1.47 | 0.139 | -35,211 |
| HK | 21 | -44,534 | -44,648 | 43,851 | 158,267 | 1.42 | 0.184 | 9,504 |
| JP | 92 | 27,503 | -245,507 | 24,482 | 614,708 | 0.76 | 0.083 | 44,746 |
| NZ | 1 | -3,113 | -3,113 | -1,236 | 3,113 | 0.40 | 0.115 | 357 |
| SG | 1 | 533 | 0 | 637 | 533 | 1.19 | 0.008 | 4 |
| TH | 18 | -88,365 | 0 | -34,383 | 117,129 | 0.52 | 0.105 | -5,841 |
| TW | 10 | 53,187 | -21,070 | 44,816 | 95,326 | 0.90 | 0.140 | 13,084 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -61,922 | -38,231 | -29,432 | 61,922 | 0.51 | -0.062 | 3,159 |
| 1.0000 | 12 | 50,904 | 0 | 65,688 | 50,904 | 1.06 | -0.008 | 554 | |
| CN | -1.0000 | 61 | -1,477,201 | -1,128,785 | -1,898,358 | 1,477,201 | 1.50 | -0.099 | 225,403 |
| 1.0000 | 45 | 1,453,035 | 0 | 1,950,543 | 1,453,035 | 1.44 | -0.100 | -260,614 | |
| HK | -1.0000 | 13 | -101,400 | -44,648 | -82,297 | 101,400 | 1.14 | 0.072 | -6,052 |
| 1.0000 | 8 | 56,867 | 0 | 126,148 | 56,867 | 1.87 | 0.272 | 15,556 | |
| JP | -1.0000 | 43 | -293,602 | -245,507 | -241,489 | 293,602 | 0.74 | -0.043 | 16,553 |
| 1.0000 | 49 | 321,106 | 0 | 265,971 | 321,106 | 0.78 | 0.061 | 28,193 | |
| NZ | -1.0000 | 1 | -3,113 | -3,113 | -1,236 | 3,113 | 0.40 | -0.115 | 357 |
| SG | 1.0000 | 1 | 533 | 0 | 637 | 533 | 1.19 | 0.008 | 4 |
| TH | -1.0000 | 16 | -102,747 | 0 | -39,658 | 102,747 | 0.52 | 0.096 | -8,068 |
| 1.0000 | 2 | 14,382 | 0 | 5,275 | 14,382 | 0.46 | 0.172 | 2,227 | |
| TW | -1.0000 | 1 | -21,070 | -21,070 | -29,055 | 21,070 | 1.38 | -0.145 | 3,057 |
| 1.0000 | 9 | 74,256 | 0 | 73,871 | 74,256 | 0.85 | 0.133 | 10,028 |