| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -19,021 | 2,214,516 | 24,841 | 71,747 | 207 | 42,072,294 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,116,768 | 1,116,768 | -1,206,354 | 47,493 |
| 1.0000 | 1,097,748 | 1,097,748 | 1,231,195 | 24,254 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -4,050 | -25,436 | -9,067 | 67,125 | 0.81 | 0.091 | 4,366 |
| CN | 62 | -37,875 | -445,284 | 1,571 | 1,221,339 | 1.22 | 0.107 | 35,040 |
| HK | 9 | 21,042 | -4,549 | 21,291 | 56,543 | 0.90 | 0.108 | 3,285 |
| JP | 98 | 101,512 | -131,754 | 127,798 | 769,859 | 0.73 | 0.080 | 26,337 |
| MY | 1 | -26,137 | 0 | -15,926 | 26,137 | 0.61 | 0.102 | 2,672 |
| TH | 2 | -5,250 | 0 | -1,574 | 5,250 | 0.33 | 0.242 | -1,364 |
| TW | 4 | -68,263 | -15,375 | -99,252 | 68,263 | 1.03 | 0.094 | 1,410 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -35,588 | -25,436 | -30,096 | 35,588 | 0.93 | -0.126 | 3,371 |
| 1.0000 | 18 | 31,538 | 0 | 21,030 | 31,538 | 0.73 | 0.017 | 995 | |
| CN | -1.0000 | 35 | -629,607 | -445,284 | -826,491 | 629,607 | 1.22 | -0.051 | 49,807 |
| 1.0000 | 27 | 591,732 | 0 | 828,062 | 591,732 | 1.22 | -0.032 | -14,767 | |
| HK | -1.0000 | 5 | -17,750 | -4,549 | -20,806 | 17,750 | 0.82 | 0.051 | -1,389 |
| 1.0000 | 4 | 38,792 | 0 | 42,097 | 38,792 | 1.01 | 0.098 | 4,673 | |
| JP | -1.0000 | 38 | -334,174 | -131,754 | -212,208 | 334,174 | 0.65 | -0.002 | -7,015 |
| 1.0000 | 60 | 435,686 | 0 | 340,006 | 435,686 | 0.78 | 0.069 | 33,353 | |
| MY | -1.0000 | 1 | -26,137 | 0 | -15,926 | 26,137 | 0.61 | -0.102 | 2,672 |
| TH | -1.0000 | 2 | -5,250 | 0 | -1,574 | 5,250 | 0.33 | 0.242 | -1,364 |
| TW | -1.0000 | 4 | -68,263 | -15,375 | -99,252 | 68,263 | 1.03 | -0.088 | 1,410 |