| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 215,861 | 4,349,082 | 124,620 | 247,427 | 274 | 42,295,367 | 0.103 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,066,611 | 2,066,611 | -2,254,208 | 176,546 |
| 1.0000 | 2,282,472 | 2,282,472 | 2,378,828 | 70,881 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 43,322 | 0 | 2,816 | 196,482 | 0.65 | 0.080 | 461 |
| CN | 93 | 92,436 | -926,239 | -160,362 | 2,372,018 | 1.35 | 0.151 | 170,813 |
| HK | 19 | 138,589 | -26,881 | 199,299 | 225,381 | 1.41 | 0.140 | 38,864 |
| JP | 113 | 80,312 | -244,959 | 214,398 | 1,310,933 | 0.81 | 0.083 | 42,079 |
| NZ | 1 | -697 | -697 | -32 | 697 | 0.05 | 0.131 | 91 |
| SG | 1 | -174 | -174 | -213 | 174 | 1.22 | 0.039 | 7 |
| TH | 12 | -40,274 | 0 | -38,048 | 138,317 | 0.53 | 0.158 | -606 |
| TW | 7 | -97,653 | 0 | -93,237 | 105,081 | 1.03 | 0.045 | -4,282 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 8 | -76,580 | 0 | -56,677 | 76,580 | 0.67 | 0.041 | -1,959 |
| 1.0000 | 20 | 119,902 | 0 | 59,492 | 119,902 | 0.65 | 0.012 | 2,420 | |
| CN | -1.0000 | 51 | -1,139,791 | -926,239 | -1,560,593 | 1,139,791 | 1.39 | -0.139 | 203,908 |
| 1.0000 | 42 | 1,232,227 | 0 | 1,400,231 | 1,232,227 | 1.30 | -0.035 | -33,094 | |
| HK | -1.0000 | 6 | -43,396 | -26,881 | -51,313 | 43,396 | 1.40 | -0.076 | 1,313 |
| 1.0000 | 13 | 181,985 | 0 | 250,612 | 181,985 | 1.41 | 0.158 | 37,551 | |
| JP | -1.0000 | 58 | -615,310 | -244,959 | -427,119 | 615,310 | 0.70 | -0.004 | -10,704 |
| 1.0000 | 55 | 695,622 | 0 | 641,517 | 695,622 | 0.94 | 0.055 | 52,782 | |
| NZ | -1.0000 | 1 | -697 | -697 | -32 | 697 | 0.05 | -0.131 | 91 |
| SG | -1.0000 | 1 | -174 | -174 | -213 | 174 | 1.22 | -0.039 | 7 |
| TH | -1.0000 | 8 | -89,295 | 0 | -61,563 | 89,295 | 0.58 | 0.131 | -11,971 |
| 1.0000 | 4 | 49,021 | 0 | 23,514 | 49,021 | 0.41 | 0.210 | 11,365 | |
| TW | -1.0000 | 6 | -101,367 | 0 | -96,699 | 101,367 | 1.05 | 0.044 | -4,139 |
| 1.0000 | 1 | 3,714 | 0 | 3,462 | 3,714 | 0.93 | -0.038 | -143 |