| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 497,818 | 10,007,282 | 702,843 | 368,020 | 324 | 200,616,288 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,754,732 | 4,754,732 | -2,970,183 | 209,803 |
| 1 | 5,252,550 | 5,252,550 | 3,673,026 | 158,217 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -7,368 | -225,088 | 177,686 | 1,038,119 | 0.44 | 0.088 | 26,413 |
| CN | 115 | 187,001 | -657,527 | 853,822 | 2,857,116 | 1.50 | 0.085 | 96,272 |
| HK | 20 | -41,320 | -70,164 | -91,004 | 645,856 | 1.11 | 0.135 | 32,535 |
| IN | 3 | 77,133 | 0 | 5,362 | 77,133 | 0.09 | 0.113 | 8,898 |
| JP | 138 | 184,860 | -1,780,918 | -245,404 | 4,919,744 | 0.56 | 0.070 | 193,784 |
| NZ | 1 | -6,208 | -6,208 | 234 | 6,208 | -0.04 | 0.139 | 860 |
| SG | 6 | 57,647 | 0 | 13,744 | 57,647 | 0.28 | 0.056 | 1,663 |
| TH | 8 | 58,083 | -131,931 | -5,297 | 393,450 | 0.14 | 0.099 | 5,437 |
| TW | 2 | -12,010 | -12,010 | -6,300 | 12,010 | 0.51 | 0.177 | 2,158 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -522,743 | -225,088 | -50,376 | 522,743 | 0.37 | -0.110 | 44,988 |
| 1 | 21 | 515,375 | 0 | 228,062 | 515,375 | 0.47 | -0.061 | -18,575 | |
| CN | -1 | 49 | -1,335,058 | -657,527 | -1,156,184 | 1,335,058 | 1.39 | -0.011 | -5,578 |
| 1 | 66 | 1,522,058 | 0 | 2,010,006 | 1,522,058 | 1.59 | 0.066 | 101,850 | |
| HK | -1 | 8 | -343,588 | -70,164 | -327,546 | 343,588 | 1.68 | 0.031 | -24,679 |
| 1 | 12 | 302,268 | 0 | 236,542 | 302,268 | 0.73 | 0.147 | 57,214 | |
| IN | 1 | 3 | 77,133 | 0 | 5,362 | 77,133 | 0.09 | 0.113 | 8,898 |
| JP | -1 | 95 | -2,367,442 | -1,780,918 | -1,409,924 | 2,367,442 | 0.60 | -0.068 | 175,620 |
| 1 | 43 | 2,552,302 | 0 | 1,164,520 | 2,552,302 | 0.47 | -0.008 | 18,164 | |
| NZ | -1 | 1 | -6,208 | -6,208 | 234 | 6,208 | -0.04 | -0.139 | 860 |
| SG | 1 | 6 | 57,647 | 0 | 13,744 | 57,647 | 0.28 | 0.021 | 1,663 |
| TH | -1 | 3 | -167,683 | -131,931 | -20,087 | 167,683 | 0.08 | -0.105 | 16,432 |
| 1 | 5 | 225,766 | 0 | 14,789 | 225,766 | 0.19 | -0.095 | -10,996 | |
| TW | -1 | 2 | -12,010 | -12,010 | -6,300 | 12,010 | 0.51 | -0.177 | 2,158 |