| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 37,749 | 4,263,500 | 373,087 | 176,104 | 321 | 41,961,469 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,112,876 | 2,112,876 | -1,647,049 | 203,791 |
| 1.0000 | 2,150,625 | 2,150,625 | 2,020,136 | -27,687 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -75,326 | -190,140 | -64,526 | 353,807 | 0.70 | 0.079 | 20,039 |
| CN | 79 | -514,922 | -972,047 | 121,920 | 1,582,599 | 1.17 | 0.154 | 86,130 |
| HK | 21 | 161,091 | -19,971 | 232,275 | 276,689 | 0.80 | 0.106 | -26,015 |
| JP | 165 | 301,186 | -403,513 | 366 | 1,824,941 | 0.75 | 0.074 | 80,601 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.063 | -3 |
| SG | 9 | 169,132 | 0 | 91,941 | 169,132 | 0.64 | 0.058 | 12,511 |
| TH | 10 | -3,368 | 0 | -8,882 | 56,288 | 0.37 | 0.169 | 2,841 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 23 | -214,566 | -190,140 | -116,928 | 214,566 | 0.73 | -0.081 | 21,084 |
| 1.0000 | 13 | 139,241 | 0 | 52,402 | 139,241 | 0.66 | -0.013 | -1,045 | |
| CN | -1.0000 | 42 | -1,048,760 | -972,047 | -738,653 | 1,048,760 | 0.88 | -0.125 | 164,571 |
| 1.0000 | 37 | 533,838 | 0 | 860,573 | 533,838 | 1.50 | -0.139 | -78,441 | |
| HK | -1.0000 | 7 | -57,799 | -19,971 | -28,626 | 57,799 | 0.66 | -0.042 | -2,052 |
| 1.0000 | 14 | 218,890 | 0 | 260,901 | 218,890 | 0.87 | -0.012 | -23,963 | |
| JP | -1.0000 | 64 | -761,877 | -403,513 | -751,185 | 761,877 | 0.89 | -0.010 | 24,183 |
| 1.0000 | 101 | 1,063,064 | 0 | 751,551 | 1,063,064 | 0.67 | 0.055 | 56,418 | |
| MY | -1.0000 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.063 | -3 |
| SG | 1.0000 | 9 | 169,132 | 0 | 91,941 | 169,132 | 0.64 | 0.058 | 12,511 |
| TH | -1.0000 | 7 | -29,828 | 0 | -11,650 | 29,828 | 0.43 | 0.140 | -3,992 |
| 1.0000 | 3 | 26,460 | 0 | 2,768 | 26,460 | 0.22 | 0.237 | 6,833 |