| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -123,327 | 1,890,909 | -288,921 | 110,833 | 240 | 41,684,471 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,007,118 | 1,007,118 | -1,352,340 | 138,278 |
| 1.0000 | 883,791 | 883,791 | 1,063,419 | -27,444 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -3,263 | -30,566 | 5,310 | 57,870 | 0.78 | 0.100 | 2,110 |
| CN | 58 | -140,814 | -455,526 | -212,851 | 863,403 | 1.61 | 0.209 | 45,814 |
| HK | 16 | -117,436 | -55,171 | -127,525 | 126,629 | 1.02 | 0.110 | 5,396 |
| JP | 100 | 2,170 | -133,538 | -150,289 | 553,635 | 0.69 | 0.080 | 4,446 |
| KR | 25 | 1,405 | -60,222 | 2,695 | 127,212 | 1.49 | 0.209 | 24,508 |
| MY | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.006 | -0 |
| NZ | 1 | -3,626 | -3,626 | -900 | 3,626 | 0.25 | 0.060 | 216 |
| SG | 1 | 3,868 | 0 | 3,957 | 3,868 | 1.02 | 0.050 | -195 |
| TH | 4 | -10,105 | 0 | -4,104 | 10,105 | 0.30 | 0.123 | -1,134 |
| TW | 9 | 144,518 | 0 | 194,795 | 144,518 | 1.29 | 0.218 | 29,672 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -30,566 | -30,566 | -9,199 | 30,566 | 0.96 | -0.131 | 3,758 |
| 1.0000 | 14 | 27,304 | 0 | 14,509 | 27,304 | 0.63 | -0.031 | -1,648 | |
| CN | -1.0000 | 34 | -502,109 | -455,526 | -823,127 | 502,109 | 1.65 | -0.221 | 112,356 |
| 1.0000 | 24 | 361,294 | 0 | 610,276 | 361,294 | 1.56 | -0.161 | -66,542 | |
| HK | -1.0000 | 14 | -122,032 | -55,171 | -130,676 | 122,032 | 1.07 | -0.010 | 5,749 |
| 1.0000 | 2 | 4,596 | 0 | 3,151 | 4,596 | 0.65 | -0.098 | -353 | |
| JP | -1.0000 | 45 | -275,732 | -133,538 | -274,808 | 275,732 | 1.01 | -0.033 | 8,495 |
| 1.0000 | 55 | 277,902 | 0 | 124,519 | 277,902 | 0.43 | -0.016 | -4,049 | |
| KR | -1.0000 | 14 | -62,903 | -60,222 | -109,518 | 62,903 | 1.54 | -0.117 | 8,839 |
| 1.0000 | 11 | 64,308 | 0 | 112,213 | 64,308 | 1.43 | 0.259 | 15,669 | |
| MY | -1.0000 | 1 | -45 | 0 | -8 | 45 | 0.18 | 0.006 | -0 |
| NZ | -1.0000 | 1 | -3,626 | -3,626 | -900 | 3,626 | 0.25 | -0.060 | 216 |
| SG | 1.0000 | 1 | 3,868 | 0 | 3,957 | 3,868 | 1.02 | -0.050 | -195 |
| TH | -1.0000 | 4 | -10,105 | 0 | -4,104 | 10,105 | 0.30 | 0.123 | -1,134 |
| TW | 1.0000 | 9 | 144,518 | 0 | 194,795 | 144,518 | 1.29 | 0.218 | 29,672 |