| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,158,846 | 12,983,371 | -3,866,892 | 955,088 | 415 | 200,696,215 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,571,108 | 7,571,108 | -8,769,532 | 568,586 |
| 1.0 | 5,412,263 | 5,412,263 | 4,902,639 | 386,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -6,629 | -74,835 | 3,988 | 437,866 | 0.45 | 0.093 | 5,971 |
| CN | 196 | -2,112,950 | -3,662,113 | -3,642,564 | 6,912,326 | 1.56 | 0.097 | 600,149 |
| HK | 15 | 31,777 | -87,452 | 148,280 | 270,558 | 1.35 | 0.142 | 35,288 |
| IN | 10 | 64,636 | 0 | -10,090 | 250,985 | 0.20 | 0.055 | 10,284 |
| JP | 134 | 234,503 | -1,530,719 | -171,099 | 4,437,261 | 0.55 | 0.075 | 251,458 |
| MY | 1 | -591 | 0 | -307 | 591 | 0.52 | 0.039 | 23 |
| NZ | 2 | 5,815 | 0 | -64 | 5,815 | -0.06 | 0.119 | -649 |
| TH | 12 | 76,691 | -69,590 | 19,897 | 215,871 | 0.17 | 0.102 | 3,104 |
| TW | 19 | -452,098 | -187,679 | -214,931 | 452,098 | 0.46 | 0.118 | 49,460 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -222,247 | -74,835 | -46,440 | 222,247 | 0.40 | -0.096 | 12,510 |
| 1.0 | 6 | 215,619 | 0 | 50,427 | 215,619 | 0.62 | -0.064 | -6,539 | |
| CN | -1.0 | 115 | -4,512,638 | -3,662,113 | -7,144,642 | 4,512,638 | 1.61 | -0.044 | 301,378 |
| 1.0 | 81 | 2,399,688 | 0 | 3,502,078 | 2,399,688 | 1.48 | 0.118 | 298,771 | |
| HK | -1.0 | 9 | -119,390 | -87,452 | -147,073 | 119,390 | 1.21 | -0.072 | 8,282 |
| 1.0 | 6 | 151,167 | 0 | 295,353 | 151,167 | 1.56 | 0.138 | 27,006 | |
| IN | -1.0 | 3 | -93,175 | 0 | -30,365 | 93,175 | 0.37 | 0.015 | -1,019 |
| 1.0 | 7 | 157,811 | 0 | 20,275 | 157,811 | 0.13 | 0.073 | 11,303 | |
| JP | -1.0 | 75 | -2,101,379 | -1,530,719 | -1,181,202 | 2,101,379 | 0.58 | -0.077 | 186,387 |
| 1.0 | 59 | 2,335,882 | 0 | 1,010,103 | 2,335,882 | 0.52 | -0.007 | 65,071 | |
| MY | -1.0 | 1 | -591 | 0 | -307 | 591 | 0.52 | -0.039 | 23 |
| NZ | 1.0 | 2 | 5,815 | 0 | -64 | 5,815 | -0.06 | -0.119 | -649 |
| TH | -1.0 | 5 | -69,590 | -69,590 | -4,571 | 69,590 | 0.13 | -0.159 | 11,566 |
| 1.0 | 7 | 146,281 | 0 | 24,468 | 146,281 | 0.20 | -0.060 | -8,462 | |
| TW | -1.0 | 19 | -452,098 | -187,679 | -214,931 | 452,098 | 0.46 | -0.118 | 49,460 |