| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 79,420 | 2,630,017 | -48,770 | 93,914 | 230 | 41,936,805 | 0.063 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,275,298 | 1,275,298 | -1,242,119 | 79,915 |
| 1.0000 | 1,354,719 | 1,354,719 | 1,193,349 | 13,999 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -33,185 | -62,144 | -14,037 | 102,924 | 0.72 | 0.072 | 10,045 |
| CN | 64 | 32,057 | -484,770 | -120,308 | 1,675,582 | 1.24 | 0.104 | 38,905 |
| HK | 16 | 9,460 | -47,178 | 62,614 | 178,148 | 1.04 | 0.100 | 12,958 |
| ID | 3 | 6,386 | 0 | 1,723 | 6,386 | 0.37 | 0.165 | 922 |
| JP | 113 | 76,730 | -209,873 | 29,689 | 654,015 | 0.75 | 0.067 | 31,739 |
| MY | 1 | -6,305 | 0 | -3,681 | 6,305 | 0.58 | 0.145 | -915 |
| NZ | 1 | -188 | -188 | -50 | 188 | 0.27 | 0.065 | 12 |
| SG | 2 | -4,663 | -4,663 | -4,086 | 4,663 | 0.81 | 0.082 | 314 |
| TH | 3 | -872 | 0 | -634 | 1,807 | 0.24 | 0.200 | -67 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -68,054 | -62,144 | -30,678 | 68,054 | 0.76 | -0.072 | 8,490 |
| 1.0000 | 9 | 34,869 | 0 | 16,642 | 34,869 | 0.64 | -0.003 | 1,556 | |
| CN | -1.0000 | 35 | -821,762 | -484,770 | -903,730 | 821,762 | 1.11 | -0.062 | 68,075 |
| 1.0000 | 29 | 853,819 | 0 | 783,421 | 853,819 | 1.40 | -0.036 | -29,171 | |
| HK | -1.0000 | 12 | -84,344 | -47,178 | -74,284 | 84,344 | 0.91 | 0.007 | -4,971 |
| 1.0000 | 4 | 93,804 | 0 | 136,898 | 93,804 | 1.44 | 0.175 | 17,929 | |
| ID | 1.0000 | 3 | 6,386 | 0 | 1,723 | 6,386 | 0.37 | 0.165 | 922 |
| JP | -1.0000 | 59 | -288,643 | -209,873 | -224,947 | 288,643 | 0.79 | -0.039 | 9,113 |
| 1.0000 | 54 | 365,373 | 0 | 254,636 | 365,373 | 0.71 | 0.040 | 22,626 | |
| MY | -1.0000 | 1 | -6,305 | 0 | -3,681 | 6,305 | 0.58 | 0.145 | -915 |
| NZ | -1.0000 | 1 | -188 | -188 | -50 | 188 | 0.27 | -0.065 | 12 |
| SG | -1.0000 | 2 | -4,663 | -4,663 | -4,086 | 4,663 | 0.81 | -0.082 | 314 |
| TH | -1.0000 | 2 | -1,339 | 0 | -662 | 1,339 | 0.32 | 0.153 | -204 |
| 1.0000 | 1 | 468 | 0 | 28 | 468 | 0.06 | 0.293 | 137 |