| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 121,834 | 3,508,431 | 162,934 | 105,266 | 258 | 42,144,270 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,693,299 | 1,693,299 | -2,105,200 | 174,354 |
| 1.0000 | 1,815,133 | 1,815,133 | 2,268,135 | -69,087 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 9,038 | -27,385 | -1,516 | 115,431 | 0.73 | 0.094 | 869 |
| CN | 90 | 144,171 | -818,380 | 347,447 | 2,198,926 | 1.43 | 0.141 | 66,575 |
| HK | 23 | -133,212 | -143,375 | -226,418 | 274,211 | 1.26 | 0.093 | 9,801 |
| JP | 88 | 118,226 | -139,605 | 69,194 | 800,779 | 0.80 | 0.089 | 24,482 |
| NZ | 2 | 33 | -1,287 | -232 | 2,606 | 0.30 | 0.125 | 6 |
| PH | 1 | 1,847 | 0 | -62 | 1,847 | -0.03 | 0.025 | 46 |
| SG | 1 | 505 | 0 | 264 | 505 | 0.52 | 0.040 | 20 |
| TH | 10 | 2,071 | 0 | 5,392 | 32,119 | 0.47 | 0.168 | 2,066 |
| TW | 6 | -20,845 | -3,292 | -31,133 | 82,008 | 0.99 | 0.075 | 1,400 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -53,197 | -27,385 | -44,635 | 53,197 | 0.83 | -0.086 | 3,069 |
| 1.0000 | 20 | 62,234 | 0 | 43,118 | 62,234 | 0.65 | -0.036 | -2,199 | |
| CN | -1.0000 | 46 | -1,027,377 | -818,380 | -1,389,001 | 1,027,377 | 1.38 | -0.135 | 168,813 |
| 1.0000 | 44 | 1,171,548 | 0 | 1,736,448 | 1,171,548 | 1.49 | -0.047 | -102,238 | |
| HK | -1.0000 | 17 | -203,711 | -143,375 | -297,234 | 203,711 | 1.34 | 0.007 | 2,863 |
| 1.0000 | 6 | 70,499 | 0 | 70,815 | 70,499 | 1.03 | 0.121 | 6,938 | |
| JP | -1.0000 | 39 | -341,277 | -139,605 | -306,112 | 341,277 | 0.79 | -0.006 | -303 |
| 1.0000 | 49 | 459,503 | 0 | 375,306 | 459,503 | 0.82 | 0.054 | 24,785 | |
| NZ | -1.0000 | 1 | -1,287 | -1,287 | -511 | 1,287 | 0.40 | -0.129 | 166 |
| 1.0000 | 1 | 1,320 | 0 | 279 | 1,320 | 0.21 | -0.122 | -161 | |
| PH | 1.0000 | 1 | 1,847 | 0 | -62 | 1,847 | -0.03 | 0.025 | 46 |
| SG | 1.0000 | 1 | 505 | 0 | 264 | 505 | 0.52 | 0.040 | 20 |
| TH | -1.0000 | 5 | -15,024 | 0 | -6,569 | 15,024 | 0.35 | 0.083 | -1,828 |
| 1.0000 | 5 | 17,095 | 0 | 11,961 | 17,095 | 0.59 | 0.252 | 3,895 | |
| TW | -1.0000 | 3 | -51,426 | -3,292 | -61,139 | 51,426 | 1.13 | -0.055 | 1,574 |
| 1.0000 | 3 | 30,581 | 0 | 30,006 | 30,581 | 0.85 | 0.042 | -174 |