| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -656,299 | 13,541,180 | -512,987 | 845,945 | 400 | 200,873,310 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,098,740 | 7,098,740 | -6,455,681 | 279,839 |
| 1.0 | 6,442,440 | 6,442,440 | 5,942,694 | 566,106 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -141,302 | -166,188 | -399,547 | 1,606,626 | 0.46 | 0.062 | 40,586 |
| CN | 192 | -468,006 | -2,149,646 | -79,751 | 6,437,692 | 1.40 | 0.091 | 626,159 |
| HK | 16 | -14,112 | -142,702 | 22,900 | 425,585 | 1.21 | 0.143 | 29,275 |
| IN | 2 | 62,069 | 0 | 30,319 | 62,069 | 0.43 | 0.122 | 7,496 |
| JP | 135 | -119,240 | -1,464,228 | -108,201 | 4,682,509 | 0.72 | 0.055 | 126,717 |
| NZ | 2 | -12,148 | -12,148 | 1,553 | 12,148 | -0.08 | 0.156 | 1,873 |
| SG | 5 | 67,316 | 0 | 16,658 | 67,316 | 0.29 | 0.023 | 2,797 |
| TH | 11 | -30,877 | -139,056 | 3,082 | 247,236 | 0.37 | 0.088 | 11,042 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 32 | -873,964 | -166,188 | -374,870 | 873,964 | 0.43 | -0.046 | 19,823 |
| 1.0 | 5 | 732,662 | 0 | -24,676 | 732,662 | 0.69 | -0.045 | 20,763 | |
| CN | -1.0 | 108 | -3,452,849 | -2,149,646 | -4,016,608 | 3,452,849 | 1.33 | -0.063 | 177,363 |
| 1.0 | 84 | 2,984,843 | 0 | 3,936,857 | 2,984,843 | 1.49 | 0.065 | 448,795 | |
| HK | -1.0 | 7 | -219,848 | -142,702 | -224,009 | 219,848 | 1.10 | -0.018 | -6,838 |
| 1.0 | 9 | 205,737 | 0 | 246,909 | 205,737 | 1.30 | 0.167 | 36,113 | |
| IN | 1.0 | 2 | 62,069 | 0 | 30,319 | 62,069 | 0.43 | 0.122 | 7,496 |
| JP | -1.0 | 53 | -2,400,874 | -1,464,228 | -1,810,339 | 2,400,874 | 0.71 | -0.031 | 75,157 |
| 1.0 | 82 | 2,281,634 | 0 | 1,702,138 | 2,281,634 | 0.73 | 0.011 | 51,560 | |
| NZ | -1.0 | 2 | -12,148 | -12,148 | 1,553 | 12,148 | -0.08 | -0.156 | 1,873 |
| SG | 1.0 | 5 | 67,316 | 0 | 16,658 | 67,316 | 0.29 | 0.015 | 2,797 |
| TH | -1.0 | 5 | -139,056 | -139,056 | -31,408 | 139,056 | 0.43 | -0.124 | 12,460 |
| 1.0 | 6 | 108,179 | 0 | 34,490 | 108,179 | 0.32 | -0.010 | -1,418 |