| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,444,806 | 11,280,197 | -2,270,165 | 775,158 | 322 | 200,605,535 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,362,501 | 6,362,501 | -6,095,267 | 196,595 |
| 1 | 4,917,695 | 4,917,695 | 3,825,102 | 578,563 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -29,069 | -392,425 | 6,302 | 955,104 | 0.42 | 0.096 | 57,742 |
| CN | 140 | -1,125,766 | -1,871,001 | -1,531,336 | 4,258,065 | 1.51 | 0.085 | 315,286 |
| HK | 12 | 196,009 | -384,163 | -441,412 | 2,041,378 | 1.48 | 0.122 | 284,875 |
| ID | 1 | 383 | 0 | 23 | 383 | 0.06 | 0.077 | 29 |
| IN | 7 | -311,265 | 0 | -54,911 | 387,798 | 0.14 | 0.047 | -1,644 |
| JP | 109 | -428,969 | -1,129,142 | -302,373 | 3,114,535 | 0.55 | 0.074 | 82,257 |
| NZ | 1 | -941 | -941 | -9 | 941 | 0.01 | 0.130 | 122 |
| SG | 4 | 56,557 | -2,437 | 9,170 | 61,430 | 0.34 | 0.053 | -1,295 |
| TH | 9 | 110,123 | -89,196 | 20,430 | 288,516 | 0.22 | 0.109 | 20,337 |
| TW | 10 | 88,132 | -36,908 | 23,950 | 172,047 | 0.43 | 0.130 | 17,449 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -492,087 | -392,425 | -69,842 | 492,087 | 0.37 | -0.104 | 48,976 |
| 1 | 14 | 463,017 | 0 | 76,144 | 463,017 | 0.48 | -0.067 | 8,766 | |
| CN | -1 | 95 | -2,691,916 | -1,871,001 | -3,723,129 | 2,691,916 | 1.54 | -0.010 | 33,311 |
| 1 | 45 | 1,566,149 | 0 | 2,191,794 | 1,566,149 | 1.46 | 0.138 | 281,975 | |
| HK | -1 | 4 | -922,684 | -384,163 | -1,171,788 | 922,684 | 1.36 | 0.007 | 5,650 |
| 1 | 8 | 1,118,693 | 0 | 730,376 | 1,118,693 | 1.54 | 0.150 | 279,225 | |
| ID | 1 | 1 | 383 | 0 | 23 | 383 | 0.06 | 0.077 | 29 |
| IN | -1 | 3 | -349,532 | 0 | -61,270 | 349,532 | 0.16 | -0.007 | -3,813 |
| 1 | 4 | 38,267 | 0 | 6,359 | 38,267 | 0.13 | 0.065 | 2,168 | |
| JP | -1 | 61 | -1,771,752 | -1,129,142 | -1,034,077 | 1,771,752 | 0.56 | -0.066 | 91,369 |
| 1 | 48 | 1,342,783 | 0 | 731,703 | 1,342,783 | 0.54 | -0.034 | -9,112 | |
| NZ | -1 | 1 | -941 | -941 | -9 | 941 | 0.01 | -0.130 | 122 |
| SG | -1 | 1 | -2,437 | -2,437 | -1,681 | 2,437 | 0.69 | -0.117 | 285 |
| 1 | 3 | 58,994 | 0 | 10,852 | 58,994 | 0.23 | -0.017 | -1,581 | |
| TH | -1 | 6 | -89,196 | -89,196 | -15,870 | 89,196 | 0.23 | -0.139 | 14,542 |
| 1 | 3 | 199,319 | 0 | 36,300 | 199,319 | 0.20 | 0.032 | 5,795 | |
| TW | -1 | 8 | -41,957 | -36,908 | -17,601 | 41,957 | 0.45 | -0.146 | 6,153 |
| 1 | 2 | 130,090 | 0 | 41,552 | 130,090 | 0.36 | 0.068 | 11,296 |