| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 8,694 | 6,990,684 | -152,575 | 348,201 | 361 | 42,113,436 | 0.166 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,490,995 | 3,490,995 | -4,010,057 | 277,967 |
| 1.0000 | 3,499,689 | 3,499,689 | 3,857,482 | 70,233 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 16,995 | -62,845 | -19,922 | 174,842 | 0.60 | 0.061 | 11,845 |
| CN | 141 | -41,570 | -1,572,023 | 194,756 | 4,553,883 | 1.33 | 0.124 | 182,775 |
| HK | 29 | -27,759 | -114,188 | -58,936 | 515,889 | 1.57 | 0.177 | 61,874 |
| JP | 122 | 69,607 | -225,105 | -101,486 | 1,216,142 | 0.78 | 0.083 | 48,388 |
| MY | 4 | 87,272 | 0 | 35,212 | 87,272 | 0.45 | 0.263 | 23,974 |
| NZ | 2 | 3,073 | -952 | -196 | 4,977 | 0.24 | 0.101 | -250 |
| PH | 1 | 11,562 | 0 | 7,213 | 11,562 | 0.62 | 0.310 | 3,581 |
| SG | 1 | -4,974 | -4,974 | -3,303 | 4,974 | 0.66 | 0.032 | -162 |
| TH | 15 | 33,917 | -15,330 | -30,884 | 226,744 | 0.49 | 0.164 | 12,093 |
| TW | 13 | -139,430 | -17,229 | -175,030 | 194,400 | 1.04 | 0.107 | 4,080 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -78,923 | -62,845 | -58,092 | 78,923 | 0.69 | -0.036 | 4,615 |
| 1.0000 | 13 | 95,919 | 0 | 38,171 | 95,919 | 0.47 | 0.056 | 7,231 | |
| CN | -1.0000 | 69 | -2,297,726 | -1,572,023 | -2,740,749 | 2,297,726 | 1.30 | -0.099 | 298,760 |
| 1.0000 | 72 | 2,256,156 | 0 | 2,935,505 | 2,256,156 | 1.36 | -0.045 | -115,985 | |
| HK | -1.0000 | 17 | -271,824 | -114,188 | -410,259 | 271,824 | 1.70 | 0.035 | 1,616 |
| 1.0000 | 12 | 244,065 | 0 | 351,323 | 244,065 | 1.38 | 0.198 | 60,259 | |
| JP | -1.0000 | 59 | -573,267 | -225,105 | -527,429 | 573,267 | 0.83 | 0.030 | -12,649 |
| 1.0000 | 63 | 642,874 | 0 | 425,943 | 642,874 | 0.72 | 0.071 | 61,037 | |
| MY | 1.0000 | 4 | 87,272 | 0 | 35,212 | 87,272 | 0.45 | 0.263 | 23,974 |
| NZ | -1.0000 | 1 | -952 | -952 | -412 | 952 | 0.43 | -0.113 | 108 |
| 1.0000 | 1 | 4,025 | 0 | 216 | 4,025 | 0.05 | -0.089 | -357 | |
| PH | 1.0000 | 1 | 11,562 | 0 | 7,213 | 11,562 | 0.62 | 0.310 | 3,581 |
| SG | -1.0000 | 1 | -4,974 | -4,974 | -3,303 | 4,974 | 0.66 | 0.032 | -162 |
| TH | -1.0000 | 8 | -96,413 | -15,330 | -72,473 | 96,413 | 0.66 | 0.158 | -10,476 |
| 1.0000 | 7 | 130,330 | 0 | 41,589 | 130,330 | 0.30 | 0.170 | 22,570 | |
| TW | -1.0000 | 11 | -166,915 | -17,229 | -197,340 | 166,915 | 1.10 | -0.010 | -3,844 |
| 1.0000 | 2 | 27,485 | 0 | 22,310 | 27,485 | 0.68 | 0.210 | 7,925 |