| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,533,841 | 11,393,516 | -3,591,244 | 924,088 | 403 | 200,556,177 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,963,678 | 6,963,678 | -7,239,374 | 629,357 |
| 1 | 4,429,837 | 4,429,837 | 3,648,129 | 294,731 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 12,875 | -144,611 | -46,304 | 722,712 | 0.51 | 0.065 | 13,934 |
| CN | 217 | -2,492,226 | -3,527,433 | -3,071,958 | 5,830,765 | 1.40 | 0.101 | 713,082 |
| HK | 9 | -202,334 | -118,394 | -345,368 | 210,605 | 1.63 | 0.121 | -3,015 |
| IN | 4 | 100,031 | 0 | 38,739 | 118,742 | 0.37 | 0.105 | 10,618 |
| JP | 119 | -387,534 | -1,375,947 | -337,525 | 3,815,381 | 0.71 | 0.059 | 164,589 |
| NZ | 2 | 14,753 | 0 | -985 | 14,753 | -0.08 | 0.159 | -2,361 |
| SG | 1 | 18,212 | 0 | 4,201 | 18,212 | 0.23 | 0.041 | 749 |
| TH | 14 | 385,350 | -129,981 | 159,272 | 645,313 | 0.33 | 0.088 | 25,459 |
| TW | 1 | 17,033 | 0 | 8,685 | 17,033 | 0.51 | 0.061 | 1,034 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -354,918 | -144,611 | -189,379 | 354,918 | 0.61 | -0.060 | 28,014 |
| 1 | 23 | 367,793 | 0 | 143,075 | 367,793 | 0.46 | -0.044 | -14,080 | |
| CN | -1 | 137 | -4,161,496 | -3,527,433 | -5,175,246 | 4,161,496 | 1.41 | -0.094 | 502,482 |
| 1 | 80 | 1,669,270 | 0 | 2,103,288 | 1,669,270 | 1.37 | 0.089 | 210,600 | |
| HK | -1 | 7 | -206,470 | -118,394 | -353,133 | 206,470 | 1.63 | -0.016 | -3,697 |
| 1 | 2 | 4,136 | 0 | 7,765 | 4,136 | 1.63 | 0.123 | 681 | |
| IN | -1 | 1 | -9,355 | 0 | -2,735 | 9,355 | 0.29 | 0.070 | -655 |
| 1 | 3 | 109,387 | 0 | 41,475 | 109,387 | 0.39 | 0.116 | 11,273 | |
| JP | -1 | 66 | -2,101,458 | -1,375,947 | -1,477,253 | 2,101,458 | 0.73 | -0.045 | 88,904 |
| 1 | 53 | 1,713,923 | 0 | 1,139,728 | 1,713,923 | 0.68 | 0.032 | 75,685 | |
| NZ | 1 | 2 | 14,753 | 0 | -985 | 14,753 | -0.08 | -0.159 | -2,361 |
| SG | 1 | 1 | 18,212 | 0 | 4,201 | 18,212 | 0.23 | 0.041 | 749 |
| TH | -1 | 8 | -129,981 | -129,981 | -41,628 | 129,981 | 0.36 | -0.124 | 14,309 |
| 1 | 6 | 515,331 | 0 | 200,899 | 515,331 | 0.29 | 0.009 | 11,150 | |
| TW | 1 | 1 | 17,033 | 0 | 8,685 | 17,033 | 0.51 | 0.061 | 1,034 |