| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,345,536 | 21,385,193 | -4,237,913 | 2,003,575 | 397 | 204,218,872 | 0.105 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,865,364 | 11,865,364 | -14,525,081 | 686,381 |
| 1 | 9,519,829 | 9,519,829 | 10,287,168 | 1,317,194 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -7,844 | -347,989 | -241,097 | 1,575,928 | 0.45 | 0.082 | 54,882 |
| CN | 284 | -824,729 | -5,541,458 | -486,012 | 14,555,720 | 1.55 | 0.101 | 1,524,410 |
| HK | 20 | -1,878,688 | -542,189 | -3,184,038 | 2,182,386 | 1.72 | 0.100 | -63,848 |
| IN | 7 | 1,362,871 | 0 | 150,708 | 1,406,353 | 0.17 | 0.132 | 269,320 |
| MY | 3 | -52,830 | 0 | -6,271 | 52,830 | 0.14 | 0.035 | 2,586 |
| NZ | 1 | 3,003 | 0 | 27 | 3,003 | 0.01 | 0.083 | -250 |
| SG | 3 | 121,421 | 0 | 27,297 | 121,421 | 0.28 | 0.034 | 3,926 |
| TH | 13 | -18,185 | -175,740 | -37,684 | 333,296 | 0.20 | 0.122 | 18,607 |
| TW | 27 | -1,050,556 | -910,456 | -460,843 | 1,154,257 | 0.46 | 0.162 | 193,941 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -791,886 | -347,989 | -372,745 | 791,886 | 0.51 | -0.084 | 49,723 |
| 1 | 9 | 784,042 | 0 | 131,648 | 784,042 | 0.27 | -0.034 | 5,159 | |
| CN | -1 | 126 | -7,690,224 | -5,541,458 | -10,256,823 | 7,690,224 | 1.50 | -0.035 | 506,920 |
| 1 | 158 | 6,865,496 | 0 | 9,770,810 | 6,865,496 | 1.58 | 0.115 | 1,017,490 | |
| HK | -1 | 17 | -2,030,537 | -542,189 | -3,377,119 | 2,030,537 | 1.85 | 0.024 | -86,506 |
| 1 | 3 | 151,849 | 0 | 193,081 | 151,849 | 0.99 | 0.164 | 22,658 | |
| IN | -1 | 2 | -21,741 | 0 | -3,249 | 21,741 | 0.14 | 0.074 | -1,713 |
| 1 | 5 | 1,384,612 | 0 | 153,957 | 1,384,612 | 0.19 | 0.156 | 271,033 | |
| MY | -1 | 3 | -52,830 | 0 | -6,271 | 52,830 | 0.14 | -0.035 | 2,586 |
| NZ | 1 | 1 | 3,003 | 0 | 27 | 3,003 | 0.01 | -0.083 | -250 |
| SG | 1 | 3 | 121,421 | 0 | 27,297 | 121,421 | 0.28 | -0.003 | 3,926 |
| TH | -1 | 9 | -175,740 | -175,740 | -48,257 | 175,740 | 0.25 | -0.156 | 27,706 |
| 1 | 4 | 157,555 | 0 | 10,573 | 157,555 | 0.08 | -0.019 | -9,099 | |
| TW | -1 | 26 | -1,102,406 | -910,456 | -460,617 | 1,102,406 | 0.48 | -0.164 | 187,663 |
| 1 | 1 | 51,850 | 0 | -227 | 51,850 | -0.00 | 0.121 | 6,278 |