| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -45,216 | 3,649,015 | 33,674 | 71,371 | 280 | 42,188,217 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,847,116 | 1,847,116 | -1,918,287 | 190,158 |
| 1.0000 | 1,801,899 | 1,801,899 | 1,951,961 | -118,786 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -59,109 | -26,040 | -45,697 | 81,641 | 0.66 | 0.074 | -676 |
| CN | 134 | -60,349 | -1,338,895 | -9,425 | 2,723,483 | 1.30 | 0.127 | 23,043 |
| HK | 11 | 8,767 | -1,822 | 12,674 | 121,726 | 1.53 | 0.180 | 7,091 |
| JP | 93 | 29,622 | -199,053 | 47,371 | 582,601 | 0.69 | 0.094 | 31,421 |
| MY | 2 | 30,425 | 0 | 14,117 | 30,425 | 0.42 | 0.280 | 8,369 |
| NZ | 1 | -1,843 | -1,843 | -797 | 1,843 | 0.43 | 0.090 | 166 |
| SG | 1 | -122 | -122 | -109 | 122 | 0.89 | 0.112 | -14 |
| TH | 9 | -14,259 | 0 | -10,012 | 73,393 | 0.41 | 0.141 | -168 |
| TW | 5 | 21,653 | -277 | 25,551 | 33,782 | 1.06 | 0.082 | 2,139 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -70,375 | -26,040 | -52,528 | 70,375 | 0.66 | 0.024 | -1,370 |
| 1.0000 | 5 | 11,266 | 0 | 6,831 | 11,266 | 0.65 | 0.031 | 694 | |
| CN | -1.0000 | 80 | -1,391,916 | -1,338,895 | -1,597,921 | 1,391,916 | 1.34 | -0.113 | 204,900 |
| 1.0000 | 54 | 1,331,567 | 0 | 1,588,496 | 1,331,567 | 1.24 | -0.075 | -181,857 | |
| HK | -1.0000 | 6 | -56,480 | -1,822 | -75,378 | 56,480 | 1.54 | 0.087 | -7,591 |
| 1.0000 | 5 | 65,246 | 0 | 88,051 | 65,246 | 1.52 | 0.181 | 14,682 | |
| JP | -1.0000 | 51 | -276,490 | -199,053 | -167,507 | 276,490 | 0.64 | -0.004 | -655 |
| 1.0000 | 42 | 306,112 | 0 | 214,879 | 306,112 | 0.76 | 0.086 | 32,076 | |
| MY | 1.0000 | 2 | 30,425 | 0 | 14,117 | 30,425 | 0.42 | 0.280 | 8,369 |
| NZ | -1.0000 | 1 | -1,843 | -1,843 | -797 | 1,843 | 0.43 | -0.090 | 166 |
| SG | -1.0000 | 1 | -122 | -122 | -109 | 122 | 0.89 | 0.112 | -14 |
| TH | -1.0000 | 5 | -43,826 | 0 | -16,977 | 43,826 | 0.52 | 0.137 | -4,742 |
| 1.0000 | 4 | 29,567 | 0 | 6,966 | 29,567 | 0.27 | 0.147 | 4,574 | |
| TW | -1.0000 | 3 | -6,065 | -277 | -7,069 | 6,065 | 1.02 | 0.035 | -537 |
| 1.0000 | 2 | 27,717 | 0 | 32,620 | 27,717 | 1.13 | 0.097 | 2,676 |