| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 136,141 | 4,579,688 | 99,336 | 299,101 | 322 | 42,199,653 | 0.109 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,221,773 | 2,221,773 | -2,460,906 | 203,060 |
| 1.0000 | 2,357,914 | 2,357,914 | 2,560,242 | 96,041 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 54 | 246,899 | -3,026 | 135,284 | 425,609 | 0.61 | 0.074 | 19,390 |
| CN | 101 | -168 | -981,133 | 15,988 | 2,267,854 | 1.40 | 0.127 | 176,284 |
| HK | 20 | 60,882 | -50,389 | 91,162 | 231,631 | 1.38 | 0.150 | 29,374 |
| JP | 111 | 20,381 | -249,598 | 187,094 | 1,132,636 | 0.83 | 0.081 | 47,924 |
| MY | 1 | 15,515 | 0 | 4,162 | 15,515 | 0.27 | 0.232 | 3,604 |
| NZ | 2 | -907 | -1,238 | 117 | 1,569 | 0.29 | 0.095 | 147 |
| SG | 1 | -39,971 | -39,971 | -48,778 | 39,971 | 1.22 | 0.077 | 3,062 |
| TH | 17 | 45,301 | 0 | 9,589 | 165,300 | 0.39 | 0.171 | 13,389 |
| TW | 15 | -211,790 | -12,244 | -295,283 | 299,602 | 1.09 | 0.076 | 5,928 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 10 | -89,355 | -3,026 | -49,730 | 89,355 | 0.63 | 0.018 | -2,025 |
| 1.0000 | 44 | 336,254 | 0 | 185,014 | 336,254 | 0.60 | 0.031 | 21,416 | |
| CN | -1.0000 | 44 | -1,134,011 | -981,133 | -1,513,507 | 1,134,011 | 1.33 | -0.131 | 202,551 |
| 1.0000 | 57 | 1,133,843 | 0 | 1,529,495 | 1,133,843 | 1.45 | -0.031 | -26,267 | |
| HK | -1.0000 | 9 | -85,374 | -50,389 | -101,730 | 85,374 | 1.42 | -0.037 | 4,644 |
| 1.0000 | 11 | 146,257 | 0 | 192,892 | 146,257 | 1.35 | 0.182 | 24,731 | |
| JP | -1.0000 | 53 | -556,127 | -249,598 | -403,256 | 556,127 | 0.70 | -0.008 | 4,318 |
| 1.0000 | 58 | 576,509 | 0 | 590,350 | 576,509 | 0.95 | 0.068 | 43,606 | |
| MY | 1.0000 | 1 | 15,515 | 0 | 4,162 | 15,515 | 0.27 | 0.232 | 3,604 |
| NZ | -1.0000 | 1 | -1,238 | -1,238 | -57 | 1,238 | 0.05 | -0.134 | 165 |
| 1.0000 | 1 | 331 | 0 | 174 | 331 | 0.52 | -0.057 | -19 | |
| SG | -1.0000 | 1 | -39,971 | -39,971 | -48,778 | 39,971 | 1.22 | -0.077 | 3,062 |
| TH | -1.0000 | 8 | -60,000 | 0 | -17,529 | 60,000 | 0.52 | 0.164 | -6,589 |
| 1.0000 | 9 | 105,300 | 0 | 27,117 | 105,300 | 0.28 | 0.178 | 19,978 | |
| TW | -1.0000 | 12 | -255,696 | -12,244 | -326,321 | 255,696 | 1.21 | 0.000 | -3,065 |
| 1.0000 | 3 | 43,906 | 0 | 31,038 | 43,906 | 0.60 | 0.169 | 8,992 |