| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,164,317 | 12,989,881 | -3,873,252 | 955,423 | 416 | 200,702,783 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,577,099 | 7,577,099 | -8,776,478 | 568,845 |
| 1.0 | 5,412,782 | 5,412,782 | 4,903,226 | 386,578 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -6,608 | -74,844 | 3,991 | 437,846 | 0.45 | 0.093 | 5,971 |
| CN | 197 | -2,118,476 | -3,668,124 | -3,648,932 | 6,918,823 | 1.56 | 0.097 | 600,483 |
| HK | 15 | 31,777 | -87,452 | 148,280 | 270,558 | 1.35 | 0.142 | 35,288 |
| IN | 10 | 64,670 | 0 | -10,086 | 251,019 | 0.20 | 0.055 | 10,286 |
| 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 | -222,227 | -74,844 | -46,436 | 222,227 | 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 | 116 | -4,518,649 | -3,668,124 | -7,151,592 | 4,518,649 | 1.61 | -0.044 | 301,637 |
| 1.0 | 81 | 2,400,174 | 0 | 3,502,661 | 2,400,174 | 1.48 | 0.118 | 298,845 | |
| 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 | 157,844 | 0 | 20,279 | 157,844 | 0.13 | 0.073 | 11,305 | |
| 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 |