| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 54,399 | 3,879,541 | -82,691 | 27,561 | 266 | 42,093,371 | 0.092 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,912,571 | 1,912,571 | -2,014,357 | 156,959 |
| 1.0000 | 1,966,970 | 1,966,970 | 1,931,667 | -129,398 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -64,526 | -78,716 | -23,858 | 163,375 | 0.65 | 0.082 | 221 |
| CN | 105 | 109,564 | -1,229,326 | -123,106 | 2,620,143 | 1.35 | 0.140 | -22,351 |
| HK | 7 | -9,073 | -23,414 | -17,560 | 54,204 | 1.50 | 0.225 | 5,485 |
| ID | 1 | 6,862 | 0 | 734 | 6,862 | 0.11 | 0.122 | 836 |
| JP | 101 | 1,001 | -330,099 | 75,595 | 849,257 | 0.76 | 0.093 | 37,003 |
| MY | 5 | 49,259 | 0 | 22,422 | 49,259 | 0.40 | 0.227 | 11,617 |
| NZ | 1 | -3,734 | -3,734 | -1,615 | 3,734 | 0.43 | 0.060 | 224 |
| SG | 1 | -183 | -183 | -162 | 183 | 0.89 | 0.138 | -25 |
| TH | 11 | -14,927 | -3,144 | 6,839 | 49,791 | 0.54 | 0.166 | -928 |
| TW | 5 | -19,844 | -5,548 | -21,978 | 82,734 | 1.26 | 0.134 | -4,522 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -113,950 | -78,716 | -55,340 | 113,950 | 0.66 | 0.043 | -8,049 |
| 1.0000 | 9 | 49,425 | 0 | 31,481 | 49,425 | 0.64 | 0.074 | 8,270 | |
| CN | -1.0000 | 61 | -1,255,289 | -1,229,326 | -1,561,804 | 1,255,289 | 1.35 | -0.124 | 184,137 |
| 1.0000 | 44 | 1,364,853 | 0 | 1,438,697 | 1,364,853 | 1.36 | -0.084 | -206,488 | |
| HK | -1.0000 | 5 | -31,638 | -23,414 | -41,948 | 31,638 | 1.66 | -0.002 | 678 |
| 1.0000 | 2 | 22,565 | 0 | 24,387 | 22,565 | 1.08 | 0.212 | 4,808 | |
| ID | 1.0000 | 1 | 6,862 | 0 | 734 | 6,862 | 0.11 | 0.122 | 836 |
| JP | -1.0000 | 51 | -424,128 | -330,099 | -272,861 | 424,128 | 0.62 | 0.021 | -7,623 |
| 1.0000 | 50 | 425,129 | 0 | 348,456 | 425,129 | 0.89 | 0.082 | 44,626 | |
| MY | 1.0000 | 5 | 49,259 | 0 | 22,422 | 49,259 | 0.40 | 0.227 | 11,617 |
| NZ | -1.0000 | 1 | -3,734 | -3,734 | -1,615 | 3,734 | 0.43 | -0.060 | 224 |
| SG | -1.0000 | 1 | -183 | -183 | -162 | 183 | 0.89 | 0.138 | -25 |
| TH | -1.0000 | 7 | -32,359 | -3,144 | -10,285 | 32,359 | 0.39 | 0.154 | -5,012 |
| 1.0000 | 4 | 17,432 | 0 | 17,123 | 17,432 | 0.79 | 0.188 | 4,083 | |
| TW | -1.0000 | 4 | -51,289 | -5,548 | -70,343 | 51,289 | 1.19 | 0.093 | -7,371 |
| 1.0000 | 1 | 31,445 | 0 | 48,365 | 31,445 | 1.54 | 0.091 | 2,849 |