| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 161,323 | 4,602,550 | 144 | 225,747 | 311 | 41,948,357 | 0.110 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,220,614 | 2,220,614 | -2,779,731 | 240,772 |
| 1.0000 | 2,381,936 | 2,381,936 | 2,779,875 | -15,025 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -40,671 | -76,277 | 5,352 | 205,074 | 0.68 | 0.078 | 11,655 |
| CN | 102 | 18,892 | -1,100,444 | -257,224 | 2,603,567 | 1.40 | 0.141 | 128,598 |
| HK | 28 | -131,903 | -148,835 | -210,531 | 293,295 | 1.36 | 0.116 | 7,065 |
| JP | 116 | 108,691 | -331,230 | 289,300 | 1,221,253 | 0.82 | 0.085 | 56,472 |
| NZ | 2 | 5,102 | 0 | 1,181 | 5,102 | 0.37 | 0.060 | -276 |
| PH | 1 | 1,976 | 0 | 738 | 1,976 | 0.37 | 0.251 | 495 |
| SG | 3 | 92,630 | 0 | 52,958 | 92,630 | 0.60 | 0.042 | 4,620 |
| TH | 13 | -22,938 | -5,005 | 1,212 | 50,110 | 0.42 | 0.130 | -997 |
| TW | 7 | 129,544 | 0 | 117,158 | 129,544 | 0.92 | 0.161 | 18,113 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 21 | -122,872 | -76,277 | -62,191 | 122,872 | 0.60 | -0.061 | 6,531 |
| 1.0000 | 18 | 82,201 | 0 | 67,543 | 82,201 | 0.76 | 0.006 | 5,124 | |
| CN | -1.0000 | 52 | -1,292,338 | -1,100,444 | -1,974,414 | 1,292,338 | 1.41 | -0.146 | 239,109 |
| 1.0000 | 50 | 1,311,229 | 0 | 1,717,189 | 1,311,229 | 1.39 | -0.046 | -110,511 | |
| HK | -1.0000 | 23 | -212,599 | -148,835 | -328,101 | 212,599 | 1.35 | 0.037 | -8,214 |
| 1.0000 | 5 | 80,696 | 0 | 117,570 | 80,696 | 1.37 | 0.149 | 15,279 | |
| JP | -1.0000 | 52 | -556,281 | -331,230 | -403,713 | 556,281 | 0.77 | -0.003 | 6,750 |
| 1.0000 | 64 | 664,972 | 0 | 693,012 | 664,972 | 0.87 | 0.077 | 49,722 | |
| NZ | 1.0000 | 2 | 5,102 | 0 | 1,181 | 5,102 | 0.37 | -0.060 | -276 |
| PH | 1.0000 | 1 | 1,976 | 0 | 738 | 1,976 | 0.37 | 0.251 | 495 |
| SG | 1.0000 | 3 | 92,630 | 0 | 52,958 | 92,630 | 0.60 | 0.042 | 4,620 |
| TH | -1.0000 | 10 | -36,524 | -5,005 | -11,313 | 36,524 | 0.30 | 0.109 | -3,405 |
| 1.0000 | 3 | 13,586 | 0 | 12,525 | 13,586 | 0.79 | 0.202 | 2,408 | |
| TW | 1.0000 | 7 | 129,544 | 0 | 117,158 | 129,544 | 0.92 | 0.149 | 18,113 |