| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -832,226 | 11,146,940 | -1,620,026 | 493,904 | 340 | 201,029,748 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,989,583 | 5,989,583 | -5,557,096 | 214,232 |
| 1.0 | 5,157,357 | 5,157,357 | 3,937,070 | 279,672 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -43,235 | -357,532 | 291 | 775,170 | 0.41 | 0.116 | 17,416 |
| CN | 139 | -471,259 | -1,431,249 | -1,295,629 | 3,987,637 | 1.59 | 0.085 | 220,823 |
| HK | 17 | 330,255 | -57,831 | 248,162 | 523,728 | 1.52 | 0.098 | 64,392 |
| ID | 2 | -23,910 | 0 | 1,718 | 23,910 | -0.19 | 0.114 | 3,139 |
| IN | 6 | -642,984 | 0 | -90,651 | 905,727 | 0.07 | 0.083 | -23,726 |
| JP | 117 | 216,245 | -1,410,110 | -392,299 | 4,615,301 | 0.62 | 0.064 | 174,596 |
| NZ | 1 | -14,662 | -14,662 | 554 | 14,662 | -0.04 | 0.110 | 1,614 |
| PH | 1 | 265 | 0 | 74 | 265 | 0.28 | 0.224 | 59 |
| SG | 3 | 24,154 | -14,421 | -5,909 | 52,995 | 0.31 | 0.083 | 4,260 |
| TH | 10 | -86,710 | -74,718 | -32,679 | 107,078 | 0.31 | 0.096 | 12,029 |
| TW | 5 | -120,384 | -77,305 | -53,658 | 140,466 | 0.67 | 0.122 | 19,301 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 29 | -409,203 | -357,532 | -125,614 | 409,203 | 0.42 | -0.122 | 48,720 |
| 1.0 | 10 | 365,967 | 0 | 125,905 | 365,967 | 0.38 | -0.077 | -31,304 | |
| CN | -1.0 | 92 | -2,229,448 | -1,431,249 | -3,600,104 | 2,229,448 | 1.68 | 0.010 | 23,002 |
| 1.0 | 47 | 1,758,189 | 0 | 2,304,475 | 1,758,189 | 1.42 | 0.035 | 197,821 | |
| HK | -1.0 | 8 | -96,736 | -57,831 | -175,271 | 96,736 | 2.27 | 0.025 | -1,845 |
| 1.0 | 9 | 426,992 | 0 | 423,433 | 426,992 | 0.85 | 0.110 | 66,237 | |
| ID | -1.0 | 2 | -23,910 | 0 | 1,718 | 23,910 | -0.19 | -0.114 | 3,139 |
| IN | -1.0 | 4 | -774,356 | 0 | -99,587 | 774,356 | 0.07 | 0.062 | -44,374 |
| 1.0 | 2 | 131,372 | 0 | 8,936 | 131,372 | 0.08 | 0.126 | 20,647 | |
| JP | -1.0 | 50 | -2,199,528 | -1,410,110 | -1,449,914 | 2,199,528 | 0.73 | -0.069 | 149,826 |
| 1.0 | 67 | 2,415,773 | 0 | 1,057,616 | 2,415,773 | 0.53 | -0.016 | 24,770 | |
| NZ | -1.0 | 1 | -14,662 | -14,662 | 554 | 14,662 | -0.04 | -0.110 | 1,614 |
| PH | 1.0 | 1 | 265 | 0 | 74 | 265 | 0.28 | 0.224 | 59 |
| SG | -1.0 | 1 | -14,421 | -14,421 | -10,333 | 14,421 | 0.72 | -0.135 | 1,946 |
| 1.0 | 2 | 38,574 | 0 | 4,425 | 38,574 | 0.11 | 0.057 | 2,315 | |
| TH | -1.0 | 8 | -96,894 | -74,718 | -35,948 | 96,894 | 0.34 | -0.100 | 12,436 |
| 1.0 | 2 | 10,184 | 0 | 3,269 | 10,184 | 0.19 | -0.058 | -407 | |
| TW | -1.0 | 3 | -130,425 | -77,305 | -62,595 | 130,425 | 0.48 | -0.152 | 19,769 |
| 1.0 | 2 | 10,041 | 0 | 8,938 | 10,041 | 0.96 | -0.065 | -467 |