| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 20,671 | 2,010,890 | 178,550 | -2,372 | 196 | 42,165,859 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -995,110 | 995,110 | -1,172,015 | 58,655 |
| 1.0000 | 1,015,781 | 1,015,781 | 1,350,565 | -61,027 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 20,055 | -2,592 | 16,733 | 53,518 | 0.80 | 0.070 | -2,106 |
| CN | 66 | 29,545 | -481,394 | 118,681 | 1,251,050 | 1.31 | 0.108 | -25,957 |
| HK | 20 | 33,885 | -24,950 | 59,435 | 176,161 | 1.36 | 0.154 | 7,495 |
| ID | 8 | -18,696 | 0 | -5,721 | 18,696 | 0.36 | 0.074 | -1,523 |
| JP | 71 | -10,286 | -133,363 | 20,429 | 471,219 | 0.80 | 0.075 | 18,629 |
| MY | 1 | -698 | 0 | -425 | 698 | 0.61 | 0.027 | 19 |
| NZ | 1 | -443 | -443 | -168 | 443 | 0.38 | 0.169 | 75 |
| SG | 3 | 2,756 | -452 | 2,083 | 3,659 | 0.61 | 0.067 | 124 |
| TW | 3 | -35,446 | -9,730 | -32,497 | 35,446 | 0.73 | 0.058 | 872 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 6 | -16,732 | -2,592 | -15,500 | 16,732 | 0.87 | -0.078 | 120 |
| 1.0000 | 17 | 36,786 | 0 | 32,234 | 36,786 | 0.78 | -0.047 | -2,226 | |
| CN | -1.0000 | 38 | -610,753 | -481,394 | -839,458 | 610,753 | 1.28 | -0.038 | 59,427 |
| 1.0000 | 28 | 640,297 | 0 | 958,139 | 640,297 | 1.35 | -0.040 | -85,384 | |
| HK | -1.0000 | 10 | -71,138 | -24,950 | -93,086 | 71,138 | 1.33 | 0.096 | -8,502 |
| 1.0000 | 10 | 105,023 | 0 | 152,521 | 105,023 | 1.39 | 0.110 | 15,998 | |
| ID | -1.0000 | 8 | -18,696 | 0 | -5,721 | 18,696 | 0.36 | 0.074 | -1,523 |
| JP | -1.0000 | 39 | -240,753 | -133,363 | -184,879 | 240,753 | 0.80 | -0.022 | 8,088 |
| 1.0000 | 32 | 230,467 | 0 | 205,309 | 230,467 | 0.80 | 0.056 | 10,541 | |
| MY | -1.0000 | 1 | -698 | 0 | -425 | 698 | 0.61 | -0.027 | 19 |
| NZ | -1.0000 | 1 | -443 | -443 | -168 | 443 | 0.38 | -0.169 | 75 |
| SG | -1.0000 | 1 | -452 | -452 | -279 | 452 | 0.62 | -0.177 | 80 |
| 1.0000 | 2 | 3,208 | 0 | 2,363 | 3,208 | 0.61 | 0.012 | 45 | |
| TW | -1.0000 | 3 | -35,446 | -9,730 | -32,497 | 35,446 | 0.73 | -0.005 | 872 |