| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -232,952 | 15,749,197 | -1,952,477 | 847,100 | 359 | 200,511,801 | 0.079 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,991,074 | 7,991,074 | -7,352,380 | 457,998 |
| 1 | 7,758,122 | 7,758,122 | 5,399,903 | 389,102 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | -12,333 | -435,539 | -98,683 | 1,276,703 | 0.47 | 0.112 | 61,684 |
| CN | 142 | -570,585 | -2,258,385 | -805,535 | 4,989,816 | 1.51 | 0.089 | 318,392 |
| HK | 26 | -307,146 | -314,150 | -720,936 | 881,994 | 1.58 | 0.083 | 24,837 |
| ID | 3 | -142,881 | 0 | 7,222 | 142,881 | -0.14 | 0.090 | 10,394 |
| IN | 6 | 243,243 | 0 | -12,228 | 739,219 | 0.10 | 0.105 | 66,752 |
| JP | 125 | 512,387 | -2,033,182 | -302,540 | 7,285,203 | 0.60 | 0.062 | 317,279 |
| NZ | 1 | -27,739 | -27,739 | 1,048 | 27,739 | -0.04 | 0.108 | 2,996 |
| SG | 6 | 229,969 | 0 | 36,159 | 229,969 | 0.20 | 0.047 | 11,776 |
| TW | 8 | -157,869 | -159,245 | -56,984 | 175,674 | 0.61 | 0.155 | 32,991 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -644,518 | -435,539 | -213,013 | 644,518 | 0.52 | -0.125 | 65,562 |
| 1 | 12 | 632,185 | 0 | 114,330 | 632,185 | 0.35 | -0.070 | -3,879 | |
| CN | -1 | 89 | -2,780,200 | -2,258,385 | -3,932,679 | 2,780,200 | 1.59 | -0.053 | 104,750 |
| 1 | 53 | 2,209,616 | 0 | 3,127,144 | 2,209,616 | 1.38 | 0.107 | 213,642 | |
| HK | -1 | 16 | -594,570 | -314,150 | -880,453 | 594,570 | 2.03 | 0.027 | -5,033 |
| 1 | 10 | 287,424 | 0 | 159,518 | 287,424 | 0.85 | 0.073 | 29,870 | |
| ID | -1 | 3 | -142,881 | 0 | 7,222 | 142,881 | -0.14 | -0.090 | 10,394 |
| IN | -1 | 4 | -247,988 | 0 | -40,403 | 247,988 | 0.17 | 0.083 | -25,855 |
| 1 | 2 | 491,231 | 0 | 28,174 | 491,231 | -0.04 | 0.149 | 92,608 | |
| JP | -1 | 67 | -3,386,408 | -2,033,182 | -2,231,125 | 3,386,408 | 0.69 | -0.063 | 272,270 |
| 1 | 58 | 3,898,795 | 0 | 1,928,585 | 3,898,795 | 0.51 | -0.008 | 45,009 | |
| NZ | -1 | 1 | -27,739 | -27,739 | 1,048 | 27,739 | -0.04 | -0.108 | 2,996 |
| SG | 1 | 6 | 229,969 | 0 | 36,159 | 229,969 | 0.20 | 0.019 | 11,776 |
| TW | -1 | 7 | -166,771 | -159,245 | -62,977 | 166,771 | 0.60 | -0.175 | 32,915 |
| 1 | 1 | 8,902 | 0 | 5,993 | 8,902 | 0.67 | 0.009 | 76 |