| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,995,406 | 14,849,650 | -2,849,952 | 959,701 | 393 | 201,015,955 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,422,528 | 8,422,528 | -8,409,984 | 528,026 |
| 1.0 | 6,427,122 | 6,427,122 | 5,560,032 | 431,675 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -12,289 | 0 | -122,152 | 1,010,896 | 0.51 | -0.048 | -27,794 |
| CN | 209 | -1,417,285 | -3,226,907 | -2,123,937 | 7,725,121 | 1.33 | -0.023 | 835,485 |
| HK | 10 | -296,362 | -84,407 | -443,842 | 343,012 | 1.32 | 0.043 | -30,711 |
| IN | 3 | 62,157 | 0 | 37,510 | 62,157 | 0.41 | 0.108 | 7,521 |
| JP | 117 | -459,008 | -1,191,706 | -320,158 | 4,203,071 | 0.71 | -0.007 | 160,192 |
| NZ | 2 | -11,448 | -11,448 | 1,852 | 11,448 | -0.08 | -0.163 | 1,852 |
| PH | 1 | 139,913 | 0 | 38,634 | 139,913 | 0.28 | -0.153 | -21,384 |
| SG | 3 | 101,539 | 0 | 68,174 | 101,539 | 0.47 | -0.037 | -5,642 |
| TH | 8 | -68,707 | -594,326 | 63,533 | 1,119,945 | 0.37 | -0.099 | 43,434 |
| TW | 2 | -33,916 | 0 | -49,567 | 132,548 | 1.00 | -0.009 | -3,253 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 7 | -511,593 | 0 | -338,982 | 511,593 | 0.58 | -0.009 | 1,454 |
| 1.0 | 31 | 499,304 | 0 | 216,830 | 499,304 | 0.50 | -0.057 | -29,248 | |
| CN | -1.0 | 136 | -4,571,203 | -3,226,907 | -5,640,193 | 4,571,203 | 1.39 | -0.079 | 401,443 |
| 1.0 | 73 | 3,153,918 | 0 | 3,516,256 | 3,153,918 | 1.23 | 0.080 | 434,042 | |
| HK | -1.0 | 8 | -319,687 | -84,407 | -473,894 | 319,687 | 1.30 | 0.011 | -34,134 |
| 1.0 | 2 | 23,325 | 0 | 30,052 | 23,325 | 1.38 | 0.170 | 3,423 | |
| IN | 1.0 | 3 | 62,157 | 0 | 37,510 | 62,157 | 0.41 | 0.108 | 7,521 |
| JP | -1.0 | 57 | -2,331,039 | -1,191,706 | -1,747,101 | 2,331,039 | 0.71 | -0.028 | 78,677 |
| 1.0 | 60 | 1,872,031 | 0 | 1,426,943 | 1,872,031 | 0.70 | 0.012 | 81,515 | |
| NZ | -1.0 | 2 | -11,448 | -11,448 | 1,852 | 11,448 | -0.08 | -0.163 | 1,852 |
| PH | 1.0 | 1 | 139,913 | 0 | 38,634 | 139,913 | 0.28 | -0.153 | -21,384 |
| SG | 1.0 | 3 | 101,539 | 0 | 68,174 | 101,539 | 0.47 | -0.037 | -5,642 |
| TH | -1.0 | 4 | -594,326 | -594,326 | -118,438 | 594,326 | 0.47 | -0.149 | 80,212 |
| 1.0 | 4 | 525,619 | 0 | 181,972 | 525,619 | 0.27 | -0.050 | -36,779 | |
| TW | -1.0 | 1 | -83,232 | 0 | -93,228 | 83,232 | 1.12 | 0.018 | -1,479 |
| 1.0 | 1 | 49,316 | 0 | 43,661 | 49,316 | 0.89 | -0.036 | -1,774 |