| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 140,158 | 3,038,659 | 194,155 | 105,197 | 201 | 42,119,697 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,449,251 | 1,449,251 | -1,814,533 | 120,857 |
| 1 | 1,589,409 | 1,589,409 | 2,008,687 | -15,660 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 88 | 81,375 | -840,079 | 30,921 | 2,046,991 | 1.35 | 0.119 | 82,358 |
| HK | 23 | 78,666 | -10,556 | 176,627 | 134,192 | 1.44 | 0.195 | 24,564 |
| JP | 76 | -118,289 | -102,252 | -130,814 | 676,337 | 0.78 | 0.075 | -20,814 |
| NZ | 1 | -778 | -778 | -309 | 778 | 0.40 | 0.109 | 85 |
| SG | 2 | -7,722 | -8,664 | -5,419 | 9,606 | 0.45 | 0.010 | -116 |
| TH | 6 | 9,566 | 0 | 7,361 | 32,746 | 0.46 | 0.184 | 5,196 |
| TW | 5 | 97,340 | 0 | 115,788 | 138,010 | 1.15 | 0.103 | 13,924 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1 | 42 | -982,808 | -840,079 | -1,413,689 | 982,808 | 1.39 | -0.071 | 140,599 |
| 1 | 46 | 1,064,183 | 0 | 1,444,610 | 1,064,183 | 1.31 | -0.020 | -58,242 | |
| HK | -1 | 7 | -27,763 | -10,556 | -25,732 | 27,763 | 1.13 | 0.091 | -2,850 |
| 1 | 16 | 106,429 | 0 | 202,360 | 106,429 | 1.58 | 0.219 | 27,414 | |
| JP | -1 | 37 | -397,313 | -102,252 | -339,789 | 397,313 | 0.79 | 0.017 | -17,566 |
| 1 | 39 | 279,024 | 0 | 208,976 | 279,024 | 0.77 | -0.022 | -3,248 | |
| NZ | -1 | 1 | -778 | -778 | -309 | 778 | 0.40 | -0.109 | 85 |
| SG | -1 | 1 | -8,664 | -8,664 | -5,648 | 8,664 | 0.65 | 0.014 | -121 |
| 1 | 1 | 942 | 0 | 228 | 942 | 0.24 | 0.005 | 5 | |
| TH | -1 | 3 | -11,590 | 0 | -4,283 | 11,590 | 0.37 | 0.091 | -678 |
| 1 | 3 | 21,156 | 0 | 11,644 | 21,156 | 0.55 | 0.260 | 5,874 | |
| TW | -1 | 1 | -20,335 | 0 | -25,082 | 20,335 | 1.23 | -0.068 | 1,388 |
| 1 | 4 | 117,675 | 0 | 140,870 | 117,675 | 1.13 | 0.074 | 12,536 |