| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -243,750 | 4,160,220 | -310,149 | 276,456 | 309 | 41,932,390 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,201,985 | 2,201,985 | -2,566,319 | 215,343 |
| 1.0000 | 1,958,235 | 1,958,235 | 2,256,169 | 61,114 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -33,994 | -87,104 | -9,505 | 171,035 | 0.66 | 0.062 | 12,937 |
| CN | 107 | -232,512 | -979,429 | -423,633 | 2,070,410 | 1.41 | 0.142 | 107,645 |
| HK | 28 | 53,088 | -69,095 | 30,662 | 267,748 | 1.38 | 0.128 | 28,991 |
| JP | 114 | -162,744 | -626,971 | -62,152 | 1,425,621 | 0.82 | 0.080 | 94,596 |
| NZ | 2 | -1,224 | -4,427 | -1,128 | 7,630 | 0.31 | 0.074 | 323 |
| SG | 2 | 3,309 | 0 | 2,023 | 3,309 | 0.67 | 0.053 | 180 |
| TH | 10 | -17,403 | 0 | 1,464 | 47,650 | 0.46 | 0.150 | 492 |
| TW | 11 | 147,730 | 0 | 152,119 | 166,818 | 0.99 | 0.174 | 31,292 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 15 | -102,514 | -87,104 | -49,521 | 102,514 | 0.63 | -0.050 | 11,515 |
| 1.0000 | 20 | 68,520 | 0 | 40,016 | 68,520 | 0.68 | -0.005 | 1,422 | |
| CN | -1.0000 | 61 | -1,151,461 | -979,429 | -1,681,597 | 1,151,461 | 1.53 | -0.151 | 181,216 |
| 1.0000 | 46 | 918,949 | 0 | 1,257,963 | 918,949 | 1.24 | -0.020 | -73,571 | |
| HK | -1.0000 | 17 | -107,330 | -69,095 | -165,947 | 107,330 | 1.47 | 0.043 | -4,526 |
| 1.0000 | 11 | 160,418 | 0 | 196,609 | 160,418 | 1.22 | 0.182 | 33,517 | |
| JP | -1.0000 | 62 | -794,183 | -626,971 | -651,693 | 794,183 | 0.76 | -0.024 | 29,559 |
| 1.0000 | 52 | 631,439 | 0 | 589,541 | 631,439 | 0.89 | 0.088 | 65,037 | |
| NZ | -1.0000 | 1 | -4,427 | -4,427 | -1,812 | 4,427 | 0.41 | -0.105 | 463 |
| 1.0000 | 1 | 3,203 | 0 | 685 | 3,203 | 0.21 | -0.044 | -140 | |
| SG | 1.0000 | 2 | 3,309 | 0 | 2,023 | 3,309 | 0.67 | 0.053 | 180 |
| TH | -1.0000 | 7 | -32,527 | 0 | -10,295 | 32,527 | 0.31 | 0.124 | -2,640 |
| 1.0000 | 3 | 15,123 | 0 | 11,760 | 15,123 | 0.79 | 0.210 | 3,132 | |
| TW | -1.0000 | 1 | -9,544 | 0 | -5,454 | 9,544 | 0.57 | 0.026 | -245 |
| 1.0000 | 10 | 157,274 | 0 | 157,573 | 157,274 | 1.03 | 0.180 | 31,537 |