| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -162,464 | 2,751,654 | -81,636 | 98,334 | 227 | 41,929,695 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,457,059 | 1,457,059 | -1,418,121 | 116,361 |
| 1.0000 | 1,294,595 | 1,294,595 | 1,336,484 | -18,027 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | -28,584 | -58,223 | -22,648 | 87,863 | 0.87 | 0.088 | 8,607 |
| CN | 58 | -161,491 | -557,932 | -198,462 | 1,649,627 | 1.27 | 0.109 | 27,957 |
| HK | 18 | 37,628 | -46,911 | 107,778 | 162,132 | 1.34 | 0.138 | 22,028 |
| ID | 3 | 3,827 | 0 | 1,067 | 3,827 | 0.33 | 0.132 | 535 |
| JP | 113 | -54,689 | -298,342 | -13,649 | 775,725 | 0.80 | 0.070 | 28,811 |
| NZ | 1 | -875 | -875 | -235 | 875 | 0.27 | 0.061 | 53 |
| SG | 3 | -4,452 | -5,788 | -3,139 | 7,125 | 0.78 | 0.108 | 272 |
| TH | 5 | -3,125 | 0 | 999 | 15,185 | 0.54 | 0.188 | -1,330 |
| TW | 4 | 49,297 | 0 | 46,652 | 49,297 | 0.96 | 0.189 | 11,401 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -58,223 | -58,223 | -33,807 | 58,223 | 0.90 | -0.095 | 7,149 |
| 1.0000 | 5 | 29,639 | 0 | 11,159 | 29,639 | 0.77 | -0.003 | 1,458 | |
| CN | -1.0000 | 32 | -905,559 | -557,932 | -995,131 | 905,559 | 1.31 | -0.097 | 96,574 |
| 1.0000 | 26 | 744,068 | 0 | 796,669 | 744,068 | 1.23 | -0.018 | -68,617 | |
| HK | -1.0000 | 8 | -62,252 | -46,911 | -62,574 | 62,252 | 1.10 | 0.002 | 1,023 |
| 1.0000 | 10 | 99,880 | 0 | 170,351 | 99,880 | 1.53 | 0.172 | 21,005 | |
| ID | 1.0000 | 3 | 3,827 | 0 | 1,067 | 3,827 | 0.33 | 0.132 | 535 |
| JP | -1.0000 | 63 | -415,207 | -298,342 | -320,935 | 415,207 | 0.81 | -0.042 | 13,442 |
| 1.0000 | 50 | 360,518 | 0 | 307,286 | 360,518 | 0.79 | 0.043 | 15,369 | |
| NZ | -1.0000 | 1 | -875 | -875 | -235 | 875 | 0.27 | -0.061 | 53 |
| SG | -1.0000 | 2 | -5,788 | -5,788 | -4,100 | 5,788 | 0.81 | -0.073 | 512 |
| 1.0000 | 1 | 1,336 | 0 | 961 | 1,336 | 0.72 | -0.179 | -240 | |
| TH | -1.0000 | 2 | -9,155 | 0 | -1,339 | 9,155 | 0.21 | 0.233 | -2,392 |
| 1.0000 | 3 | 6,030 | 0 | 2,338 | 6,030 | 0.76 | 0.158 | 1,062 | |
| TW | 1.0000 | 4 | 49,297 | 0 | 46,652 | 49,297 | 0.96 | 0.189 | 11,401 |