| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 108,767 | 3,852,427 | 70,109 | 174,587 | 267 | 42,024,014 | 0.092 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,871,830 | 1,871,830 | -2,035,293 | 205,944 |
| 1.0000 | 1,980,597 | 1,980,597 | 2,105,402 | -31,357 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -2,916 | -124,834 | -17,792 | 283,957 | 0.59 | 0.078 | 29,397 |
| CN | 98 | 47,217 | -918,099 | -19,563 | 2,372,420 | 1.39 | 0.147 | 80,406 |
| HK | 22 | -29,135 | -51,281 | 15,069 | 186,869 | 1.12 | 0.146 | 17,812 |
| JP | 84 | 74,764 | -169,936 | 40,405 | 668,467 | 0.74 | 0.088 | 34,569 |
| NZ | 1 | -466 | -466 | -185 | 466 | 0.40 | 0.097 | 45 |
| SG | 2 | 8,764 | 0 | 8,460 | 8,764 | 0.86 | 0.078 | 768 |
| TH | 16 | 3,997 | 0 | 38,631 | 271,969 | 0.33 | 0.101 | 8,906 |
| TW | 6 | 6,541 | -9,482 | 5,084 | 59,515 | 1.06 | 0.078 | 2,685 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -143,437 | -124,834 | -73,248 | 143,437 | 0.52 | -0.079 | 16,307 |
| 1.0000 | 22 | 140,520 | 0 | 55,456 | 140,520 | 0.65 | 0.029 | 13,090 | |
| CN | -1.0000 | 45 | -1,162,601 | -918,099 | -1,563,967 | 1,162,601 | 1.31 | -0.136 | 190,013 |
| 1.0000 | 53 | 1,209,819 | 0 | 1,544,404 | 1,209,819 | 1.46 | -0.050 | -109,607 | |
| HK | -1.0000 | 14 | -108,002 | -51,281 | -98,276 | 108,002 | 1.03 | 0.051 | -655 |
| 1.0000 | 8 | 78,867 | 0 | 113,344 | 78,867 | 1.29 | 0.192 | 18,467 | |
| JP | -1.0000 | 38 | -296,852 | -169,936 | -253,994 | 296,852 | 0.73 | -0.036 | 864 |
| 1.0000 | 46 | 371,616 | 0 | 294,399 | 371,616 | 0.74 | 0.074 | 33,705 | |
| NZ | -1.0000 | 1 | -466 | -466 | -185 | 466 | 0.40 | -0.097 | 45 |
| SG | 1.0000 | 2 | 8,764 | 0 | 8,460 | 8,764 | 0.86 | 0.078 | 768 |
| TH | -1.0000 | 12 | -133,986 | 0 | -13,535 | 133,986 | 0.29 | 0.097 | -2,804 |
| 1.0000 | 4 | 137,983 | 0 | 52,166 | 137,983 | 0.43 | 0.101 | 11,710 | |
| TW | -1.0000 | 3 | -26,487 | -9,482 | -32,088 | 26,487 | 1.19 | -0.083 | 2,175 |
| 1.0000 | 3 | 33,028 | 0 | 37,172 | 33,028 | 0.92 | 0.057 | 510 |