| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -119,000 | 3,957,804 | -618,628 | 96,825 | 300 | 42,170,096 | 0.094 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,038,402 | 2,038,402 | -2,700,989 | 133,702 |
| 1.0000 | 1,919,402 | 1,919,402 | 2,082,361 | -36,876 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -6,145 | -32,231 | -5,368 | 173,575 | 0.62 | 0.067 | -604 |
| CN | 95 | 57,867 | -835,184 | -299,113 | 2,442,887 | 1.38 | 0.137 | 67,300 |
| HK | 27 | -116,819 | -33,416 | -180,522 | 244,862 | 1.41 | 0.150 | 5,345 |
| JP | 117 | -125,192 | -92,874 | -134,118 | 914,058 | 0.77 | 0.064 | 16 |
| MY | 4 | 47,303 | 0 | 13,738 | 47,647 | 0.45 | 0.261 | 13,511 |
| NZ | 2 | 2,957 | -4,358 | -1,493 | 11,673 | 0.24 | 0.104 | -90 |
| PH | 1 | 1,635 | 0 | 1,020 | 1,635 | 0.62 | 0.298 | 487 |
| SG | 2 | -5,339 | -5,339 | -4,100 | 5,339 | 0.82 | 0.074 | -305 |
| TH | 11 | 22,784 | 0 | -7,466 | 92,667 | 0.50 | 0.187 | 7,591 |
| TW | 5 | 1,947 | -10,757 | -1,206 | 23,461 | 0.73 | 0.183 | 3,575 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -89,860 | -32,231 | -45,935 | 89,860 | 0.53 | -0.019 | -2,025 |
| 1.0000 | 16 | 83,715 | 0 | 40,567 | 83,715 | 0.72 | 0.020 | 1,421 | |
| CN | -1.0000 | 49 | -1,192,510 | -835,184 | -1,898,630 | 1,192,510 | 1.43 | -0.102 | 162,043 |
| 1.0000 | 46 | 1,250,377 | 0 | 1,599,516 | 1,250,377 | 1.32 | -0.057 | -94,743 | |
| HK | -1.0000 | 21 | -180,841 | -33,416 | -258,966 | 180,841 | 1.40 | 0.046 | -11,245 |
| 1.0000 | 6 | 64,022 | 0 | 78,444 | 64,022 | 1.45 | 0.096 | 16,590 | |
| JP | -1.0000 | 61 | -519,625 | -92,874 | -456,659 | 519,625 | 0.78 | 0.024 | -13,776 |
| 1.0000 | 56 | 394,433 | 0 | 322,540 | 394,433 | 0.77 | 0.026 | 13,792 | |
| MY | -1.0000 | 1 | -172 | 0 | -82 | 172 | 0.48 | 0.283 | -49 |
| 1.0000 | 3 | 47,475 | 0 | 13,820 | 47,475 | 0.43 | 0.254 | 13,560 | |
| NZ | -1.0000 | 1 | -4,358 | -4,358 | -1,885 | 4,358 | 0.43 | -0.123 | 534 |
| 1.0000 | 1 | 7,315 | 0 | 393 | 7,315 | 0.05 | -0.085 | -625 | |
| PH | 1.0000 | 1 | 1,635 | 0 | 1,020 | 1,635 | 0.62 | 0.298 | 487 |
| SG | -1.0000 | 2 | -5,339 | -5,339 | -4,100 | 5,339 | 0.82 | 0.074 | -305 |
| TH | -1.0000 | 5 | -34,941 | 0 | -26,480 | 34,941 | 0.80 | 0.166 | -2,981 |
| 1.0000 | 6 | 57,726 | 0 | 19,014 | 57,726 | 0.26 | 0.205 | 10,572 | |
| TW | -1.0000 | 3 | -10,757 | -10,757 | -8,253 | 10,757 | 0.76 | -0.149 | 1,506 |
| 1.0000 | 2 | 12,704 | 0 | 7,047 | 12,704 | 0.68 | 0.232 | 2,069 |