| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,747,725 | 17,207,959 | -5,411,822 | 932,623 | 376 | 202,253,457 | 0.085 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,477,842 | 10,477,842 | -10,817,143 | 465,322 |
| 1.0 | 6,730,117 | 6,730,117 | 5,405,320 | 467,300 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 28,295 | -462,286 | -37,464 | 1,448,468 | 0.42 | 0.115 | 120,254 |
| CN | 170 | -3,325,135 | -4,478,972 | -4,730,081 | 6,779,940 | 1.49 | 0.093 | 318,513 |
| HK | 29 | 218,567 | -154,386 | -968,337 | 2,148,920 | 1.69 | 0.101 | 144,343 |
| ID | 6 | -581,587 | 0 | 89,166 | 581,587 | 0.01 | 0.043 | 26,401 |
| IN | 1 | -7,076 | 0 | -729 | 7,076 | 0.10 | 0.009 | -67 |
| JP | 119 | -354,836 | -1,905,974 | 78,693 | 5,705,934 | 0.54 | 0.067 | 317,385 |
| MY | 2 | -68,367 | 0 | -3,787 | 68,367 | 0.26 | 0.046 | 2,789 |
| NZ | 1 | -62,627 | -62,627 | 2,365 | 62,627 | -0.04 | 0.130 | 8,125 |
| SG | 7 | 263,325 | 0 | 57,019 | 263,325 | 0.23 | 0.058 | 13,498 |
| TW | 4 | 141,716 | 0 | 101,333 | 141,716 | 0.80 | 0.122 | -18,618 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 24 | -710,087 | -462,286 | -139,624 | 710,087 | 0.35 | -0.129 | 90,287 |
| 1.0 | 13 | 738,381 | 0 | 102,160 | 738,381 | 0.54 | -0.071 | 29,967 | |
| CN | -1.0 | 92 | -5,052,537 | -4,478,972 | -7,200,106 | 5,052,537 | 1.51 | -0.029 | 189,747 |
| 1.0 | 78 | 1,727,402 | 0 | 2,470,025 | 1,727,402 | 1.46 | 0.104 | 128,765 | |
| HK | -1.0 | 18 | -965,177 | -154,386 | -2,041,083 | 965,177 | 2.13 | 0.059 | -91,479 |
| 1.0 | 11 | 1,183,744 | 0 | 1,072,746 | 1,183,744 | 0.96 | 0.095 | 235,823 | |
| ID | -1.0 | 6 | -581,587 | 0 | 89,166 | 581,587 | 0.01 | -0.043 | 26,401 |
| IN | -1.0 | 1 | -7,076 | 0 | -729 | 7,076 | 0.10 | 0.009 | -67 |
| JP | -1.0 | 67 | -3,030,385 | -1,905,974 | -1,523,345 | 3,030,385 | 0.54 | -0.064 | 239,519 |
| 1.0 | 52 | 2,675,549 | 0 | 1,602,038 | 2,675,549 | 0.55 | 0.000 | 77,866 | |
| MY | -1.0 | 2 | -68,367 | 0 | -3,787 | 68,367 | 0.26 | -0.046 | 2,789 |
| NZ | -1.0 | 1 | -62,627 | -62,627 | 2,365 | 62,627 | -0.04 | -0.130 | 8,125 |
| SG | 1.0 | 7 | 263,325 | 0 | 57,019 | 263,325 | 0.23 | 0.018 | 13,498 |
| TW | 1.0 | 4 | 141,716 | 0 | 101,333 | 141,716 | 0.80 | -0.050 | -18,618 |