| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,299,372 | 16,195,844 | -2,418,719 | 1,216,399 | 317 | 201,294,222 | 0.080 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,747,608 | 8,747,608 | -6,673,941 | 546,816 |
| 1.0 | 7,448,236 | 7,448,236 | 4,255,222 | 669,582 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 35,894 | -57,234 | -26,262 | 264,283 | 0.47 | 0.118 | 11,761 |
| CN | 111 | -1,876,211 | -2,612,719 | -1,920,744 | 4,033,600 | 1.59 | 0.087 | 356,155 |
| HK | 10 | -208,736 | -180,926 | -337,124 | 370,717 | 1.25 | 0.157 | 20,184 |
| ID | 3 | 121,611 | 0 | -31,295 | 206,899 | -0.03 | 0.113 | 18,276 |
| IN | 10 | 1,535,274 | 0 | 187,032 | 1,697,793 | 0.11 | 0.096 | 342,136 |
| JP | 142 | -653,463 | -2,093,333 | -200,977 | 9,303,334 | 0.59 | 0.065 | 437,518 |
| NZ | 1 | -669 | -669 | -6 | 669 | 0.01 | 0.117 | 78 |
| SG | 1 | -8,640 | -8,640 | -5,961 | 8,640 | 0.69 | 0.128 | 1,109 |
| TH | 9 | -236,981 | -90,968 | -77,205 | 302,459 | 0.30 | 0.104 | 28,908 |
| TW | 1 | -7,451 | 0 | -6,177 | 7,451 | 0.83 | 0.037 | 274 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 22 | -114,195 | -57,234 | -49,224 | 114,195 | 0.56 | -0.142 | 10,099 |
| 1.0 | 7 | 150,089 | 0 | 22,962 | 150,089 | 0.17 | -0.008 | 1,662 | |
| CN | -1.0 | 77 | -2,954,905 | -2,612,719 | -3,206,412 | 2,954,905 | 1.70 | -0.011 | 241,610 |
| 1.0 | 34 | 1,078,694 | 0 | 1,285,667 | 1,078,694 | 1.33 | 0.072 | 114,545 | |
| HK | -1.0 | 4 | -289,727 | -180,926 | -401,858 | 289,727 | 2.02 | 0.074 | 4,656 |
| 1.0 | 6 | 80,991 | 0 | 64,735 | 80,991 | 0.74 | 0.169 | 15,528 | |
| ID | -1.0 | 1 | -42,644 | 0 | -2,599 | 42,644 | 0.06 | 0.082 | -3,503 |
| 1.0 | 2 | 164,255 | 0 | -28,697 | 164,255 | -0.08 | 0.129 | 21,779 | |
| IN | -1.0 | 5 | -81,259 | 0 | -3,180 | 81,259 | 0.07 | -0.035 | 5,021 |
| 1.0 | 5 | 1,616,533 | 0 | 190,212 | 1,616,533 | 0.15 | 0.149 | 337,114 | |
| JP | -1.0 | 92 | -4,978,398 | -2,093,333 | -2,916,857 | 4,978,398 | 0.67 | -0.059 | 257,640 |
| 1.0 | 50 | 4,324,936 | 0 | 2,715,879 | 4,324,936 | 0.44 | -0.019 | 179,878 | |
| NZ | -1.0 | 1 | -669 | -669 | -6 | 669 | 0.01 | -0.117 | 78 |
| SG | -1.0 | 1 | -8,640 | -8,640 | -5,961 | 8,640 | 0.69 | -0.128 | 1,109 |
| TH | -1.0 | 6 | -269,720 | -90,968 | -81,668 | 269,720 | 0.34 | -0.134 | 29,833 |
| 1.0 | 3 | 32,739 | 0 | 4,463 | 32,739 | 0.23 | -0.034 | -925 | |
| TW | -1.0 | 1 | -7,451 | 0 | -6,177 | 7,451 | 0.83 | -0.037 | 274 |