| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -269,366 | 4,152,597 | -319,800 | 217,677 | 284 | 42,017,335 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,210,982 | 2,210,982 | -2,690,720 | 268,752 |
| 1.0000 | 1,941,615 | 1,941,615 | 2,370,919 | -51,075 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 14,059 | -85,921 | 39,134 | 203,742 | 0.77 | 0.087 | 10,694 |
| CN | 104 | -328,313 | -1,141,889 | -602,023 | 2,550,540 | 1.43 | 0.131 | 105,014 |
| HK | 22 | 68,520 | -42,210 | 244,887 | 243,314 | 1.47 | 0.170 | 28,476 |
| JP | 96 | 19,622 | -402,393 | 4,741 | 955,455 | 0.79 | 0.084 | 68,844 |
| NZ | 2 | 941 | 0 | 344 | 941 | 0.38 | 0.131 | -124 |
| SG | 1 | 26,413 | 0 | 31,546 | 26,413 | 1.19 | 0.055 | 1,459 |
| TH | 20 | -56,770 | 0 | -34,794 | 100,651 | 0.48 | 0.116 | -2,565 |
| TW | 6 | -13,840 | 0 | -3,636 | 71,541 | 0.86 | 0.135 | 5,879 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -94,841 | -85,921 | -56,235 | 94,841 | 0.54 | -0.095 | 15,443 |
| 1.0000 | 19 | 108,901 | 0 | 95,370 | 108,901 | 0.95 | -0.039 | -4,749 | |
| CN | -1.0000 | 56 | -1,439,426 | -1,141,889 | -2,069,571 | 1,439,426 | 1.45 | -0.084 | 226,841 |
| 1.0000 | 48 | 1,111,113 | 0 | 1,467,549 | 1,111,113 | 1.41 | -0.101 | -121,828 | |
| HK | -1.0000 | 14 | -87,397 | -42,210 | -82,986 | 87,397 | 1.12 | 0.092 | -4,398 |
| 1.0000 | 8 | 155,917 | 0 | 327,873 | 155,917 | 2.07 | 0.251 | 32,875 | |
| JP | -1.0000 | 52 | -467,916 | -402,393 | -412,661 | 467,916 | 0.78 | -0.059 | 33,717 |
| 1.0000 | 44 | 487,539 | 0 | 417,402 | 487,539 | 0.80 | 0.053 | 35,127 | |
| NZ | 1.0000 | 2 | 941 | 0 | 344 | 941 | 0.38 | -0.131 | -124 |
| SG | 1.0000 | 1 | 26,413 | 0 | 31,546 | 26,413 | 1.19 | 0.055 | 1,459 |
| TH | -1.0000 | 17 | -78,711 | 0 | -41,487 | 78,711 | 0.51 | 0.103 | -6,285 |
| 1.0000 | 3 | 21,940 | 0 | 6,694 | 21,940 | 0.33 | 0.190 | 3,720 | |
| TW | -1.0000 | 1 | -42,690 | 0 | -27,778 | 42,690 | 0.65 | -0.080 | 3,435 |
| 1.0000 | 5 | 28,851 | 0 | 24,142 | 28,851 | 0.90 | 0.112 | 2,445 |