| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -567,328 | 12,290,514 | -2,471,597 | 691,108 | 339 | 201,217,613 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,428,921 | 6,428,921 | -5,911,485 | 438,607 |
| 1.0 | 5,861,593 | 5,861,593 | 3,439,887 | 252,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -58,932 | -202,888 | 190,082 | 1,297,661 | 0.43 | 0.075 | 16,947 |
| CN | 122 | -1,303,487 | -1,976,869 | -2,592,109 | 3,386,929 | 1.55 | 0.094 | 317,465 |
| HK | 17 | 321,280 | -113,507 | 382,563 | 561,207 | 1.40 | 0.097 | 97,606 |
| IN | 3 | 300,077 | 0 | 56,078 | 355,985 | 0.13 | 0.074 | 51,073 |
| JP | 142 | -643,180 | -1,985,536 | -464,528 | 5,211,841 | 0.54 | 0.069 | 277,616 |
| MY | 1 | -12,999 | 0 | -6,396 | 12,999 | 0.49 | 0.066 | 859 |
| NZ | 1 | 3,136 | 0 | -118 | 3,136 | -0.04 | 0.119 | -372 |
| SG | 2 | -9,752 | -10,826 | -7,429 | 11,900 | 0.51 | 0.111 | 1,175 |
| TH | 16 | 764,291 | -306,163 | -81,651 | 1,376,617 | 0.16 | 0.121 | -76,268 |
| TW | 4 | 72,238 | 0 | 51,912 | 72,238 | 0.67 | 0.095 | 5,006 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 13 | -678,296 | -202,888 | -38,138 | 678,296 | 0.31 | -0.100 | 40,571 |
| 1.0 | 18 | 619,365 | 0 | 228,220 | 619,365 | 0.51 | -0.029 | -23,624 | |
| CN | -1.0 | 88 | -2,345,208 | -1,976,869 | -4,092,247 | 2,345,208 | 1.58 | -0.029 | 150,528 |
| 1.0 | 34 | 1,041,721 | 0 | 1,500,138 | 1,041,721 | 1.45 | 0.110 | 166,937 | |
| HK | -1.0 | 11 | -119,963 | -113,507 | -192,329 | 119,963 | 1.56 | 0.012 | -1,289 |
| 1.0 | 6 | 441,243 | 0 | 574,893 | 441,243 | 1.12 | 0.203 | 98,895 | |
| IN | -1.0 | 2 | -27,954 | 0 | -2,062 | 27,954 | 0.10 | 0.033 | -391 |
| 1.0 | 1 | 328,031 | 0 | 58,139 | 328,031 | 0.18 | 0.157 | 51,464 | |
| JP | -1.0 | 91 | -2,927,511 | -1,985,536 | -1,523,005 | 2,927,511 | 0.54 | -0.074 | 204,766 |
| 1.0 | 51 | 2,284,330 | 0 | 1,058,476 | 2,284,330 | 0.55 | 0.003 | 72,850 | |
| MY | -1.0 | 1 | -12,999 | 0 | -6,396 | 12,999 | 0.49 | -0.066 | 859 |
| NZ | 1.0 | 1 | 3,136 | 0 | -118 | 3,136 | -0.04 | -0.119 | -372 |
| SG | -1.0 | 1 | -10,826 | -10,826 | -7,757 | 10,826 | 0.72 | -0.119 | 1,286 |
| 1.0 | 1 | 1,074 | 0 | 328 | 1,074 | 0.31 | -0.103 | -111 | |
| TH | -1.0 | 13 | -306,163 | -306,163 | -49,550 | 306,163 | 0.19 | -0.126 | 42,277 |
| 1.0 | 3 | 1,070,454 | 0 | -32,101 | 1,070,454 | 0.04 | -0.060 | -118,545 | |
| TW | 1.0 | 4 | 72,238 | 0 | 51,912 | 72,238 | 0.67 | 0.053 | 5,006 |