| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,429,435 | 8,722,389 | -4,730,116 | 584,882 | 346 | 200,831,884 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,575,912 | 5,575,912 | -7,048,963 | 303,144 |
| 1.0 | 3,146,477 | 3,146,477 | 2,318,847 | 281,738 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -11,495 | -36,528 | 14,638 | 671,804 | 0.32 | 0.090 | -4,265 |
| CN | 183 | -2,058,968 | -2,876,077 | -4,641,119 | 5,217,918 | 1.56 | 0.089 | 532,100 |
| HK | 16 | -105,349 | -97,640 | 9,353 | 255,364 | 1.50 | 0.153 | 17,279 |
| IN | 6 | -76,531 | 0 | -19,509 | 139,082 | 0.22 | 0.045 | 876 |
| JP | 98 | -55,012 | -769,629 | -67,368 | 2,200,030 | 0.52 | 0.074 | 16,771 |
| MY | 2 | -26,220 | 0 | -3,170 | 26,220 | 0.18 | 0.054 | 1,189 |
| NZ | 1 | 6,238 | 0 | 57 | 6,238 | 0.01 | 0.094 | -585 |
| SG | 1 | 868 | 0 | 157 | 868 | 0.18 | 0.034 | 30 |
| TH | 9 | -23,829 | -74,778 | 2,581 | 125,728 | 0.25 | 0.100 | 7,778 |
| TW | 4 | -79,137 | -79,137 | -25,736 | 79,137 | 0.41 | 0.161 | 13,710 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 12 | -341,650 | -36,528 | -28,202 | 341,650 | 0.29 | -0.092 | 14,172 |
| 1.0 | 14 | 330,155 | 0 | 42,840 | 330,155 | 0.34 | -0.080 | -18,437 | |
| CN | -1.0 | 126 | -3,638,443 | -2,876,077 | -6,221,061 | 3,638,443 | 1.63 | -0.032 | 200,862 |
| 1.0 | 57 | 1,579,475 | 0 | 1,579,942 | 1,579,475 | 1.41 | 0.113 | 331,238 | |
| HK | -1.0 | 6 | -180,357 | -97,640 | -137,240 | 180,357 | 0.74 | -0.077 | 4,225 |
| 1.0 | 10 | 75,007 | 0 | 146,592 | 75,007 | 1.97 | 0.187 | 13,054 | |
| IN | -1.0 | 3 | -107,807 | 0 | -24,247 | 107,807 | 0.29 | 0.028 | -1,088 |
| 1.0 | 3 | 31,275 | 0 | 4,738 | 31,275 | 0.14 | 0.062 | 1,965 | |
| JP | -1.0 | 51 | -1,127,521 | -769,629 | -601,387 | 1,127,521 | 0.50 | -0.068 | 59,187 |
| 1.0 | 47 | 1,072,509 | 0 | 534,020 | 1,072,509 | 0.54 | -0.041 | -42,416 | |
| MY | -1.0 | 2 | -26,220 | 0 | -3,170 | 26,220 | 0.18 | -0.054 | 1,189 |
| NZ | 1.0 | 1 | 6,238 | 0 | 57 | 6,238 | 0.01 | -0.094 | -585 |
| SG | 1.0 | 1 | 868 | 0 | 157 | 868 | 0.18 | 0.034 | 30 |
| TH | -1.0 | 5 | -74,778 | -74,778 | -7,920 | 74,778 | 0.22 | -0.142 | 10,888 |
| 1.0 | 4 | 50,950 | 0 | 10,500 | 50,950 | 0.28 | -0.043 | -3,110 | |
| TW | -1.0 | 4 | -79,137 | -79,137 | -25,736 | 79,137 | 0.41 | -0.161 | 13,710 |