| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 263,164 | 4,947,041 | -55,916 | 33,332 | 317 | 42,045,212 | 0.118 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,341,938 | 2,341,938 | -2,554,073 | 117,350 |
| 1.0000 | 2,605,102 | 2,605,102 | 2,498,156 | -84,018 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | 213,230 | -76,409 | 55,506 | 519,624 | 0.68 | 0.071 | 21,347 |
| CN | 112 | 174,670 | -800,331 | 87,545 | 2,659,472 | 1.33 | 0.123 | -106,680 |
| HK | 25 | 190,625 | -21,872 | 124,221 | 310,437 | 1.39 | 0.175 | 36,829 |
| JP | 100 | 57,136 | -361,172 | -53,869 | 1,057,216 | 0.72 | 0.069 | 55,571 |
| NZ | 1 | -487 | -487 | -211 | 487 | 0.43 | 0.116 | 57 |
| SG | 4 | -33,677 | -33,677 | -11,654 | 33,677 | 0.65 | 0.060 | 1,791 |
| TH | 11 | 8,410 | -1,689 | 2,946 | 19,386 | 0.45 | 0.188 | 2,164 |
| TW | 20 | -346,741 | -215,235 | -260,402 | 346,741 | 0.78 | 0.052 | 22,254 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -153,197 | -76,409 | -146,186 | 153,197 | 0.78 | -0.002 | 7,748 |
| 1.0000 | 18 | 366,427 | 0 | 201,692 | 366,427 | 0.53 | 0.035 | 13,599 | |
| CN | -1.0000 | 60 | -1,242,401 | -800,331 | -1,643,971 | 1,242,401 | 1.39 | -0.081 | 87,602 |
| 1.0000 | 52 | 1,417,071 | 0 | 1,731,516 | 1,417,071 | 1.26 | -0.103 | -194,282 | |
| HK | -1.0000 | 11 | -59,906 | -21,872 | -101,630 | 59,906 | 1.71 | 0.021 | -4,806 |
| 1.0000 | 14 | 250,531 | 0 | 225,852 | 250,531 | 1.15 | 0.205 | 41,635 | |
| JP | -1.0000 | 56 | -500,040 | -361,172 | -386,806 | 500,040 | 0.77 | -0.005 | 3,560 |
| 1.0000 | 44 | 557,176 | 0 | 332,938 | 557,176 | 0.65 | 0.076 | 52,010 | |
| NZ | -1.0000 | 1 | -487 | -487 | -211 | 487 | 0.43 | -0.116 | 57 |
| SG | -1.0000 | 4 | -33,677 | -33,677 | -11,654 | 33,677 | 0.65 | 0.026 | 1,791 |
| TH | -1.0000 | 5 | -5,488 | -1,689 | -3,212 | 5,488 | 0.57 | 0.140 | -856 |
| 1.0000 | 6 | 13,898 | 0 | 6,158 | 13,898 | 0.35 | 0.229 | 3,020 | |
| TW | -1.0000 | 20 | -346,741 | -215,235 | -260,402 | 346,741 | 0.78 | -0.042 | 22,254 |