| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -78,004 | 15,363,643 | -952,328 | 1,027,922 | 352 | 200,526,121 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,720,823 | 7,720,823 | -5,540,662 | 578,406 |
| 1 | 7,642,819 | 7,642,819 | 4,588,334 | 449,517 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -142,951 | -568,942 | 20,225 | 1,224,909 | 0.36 | 0.097 | 56,110 |
| CN | 138 | -31,539 | -1,262,055 | -734,553 | 3,929,124 | 1.49 | 0.097 | 297,662 |
| HK | 14 | 114,729 | -8,844 | 34,497 | 1,232,307 | 1.02 | 0.179 | 143,518 |
| IN | 4 | 705,654 | 0 | 124,629 | 781,916 | 0.15 | 0.141 | 146,833 |
| JP | 145 | -667,573 | -2,550,869 | -365,163 | 7,258,579 | 0.53 | 0.066 | 373,122 |
| NZ | 1 | -39,586 | -39,586 | 1,495 | 39,586 | -0.04 | 0.130 | 5,146 |
| SG | 8 | 160,910 | 0 | 33,104 | 160,910 | 0.22 | 0.044 | 4,875 |
| TH | 10 | -173,068 | -416,402 | -67,326 | 731,732 | 0.10 | 0.127 | 1,094 |
| TW | 1 | -4,580 | 0 | 764 | 4,580 | -0.17 | 0.096 | -438 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -683,930 | -568,942 | -119,918 | 683,930 | 0.31 | -0.114 | 70,787 |
| 1 | 10 | 540,979 | 0 | 140,143 | 540,979 | 0.47 | -0.011 | -14,677 | |
| CN | -1 | 74 | -1,980,331 | -1,262,055 | -2,790,863 | 1,980,331 | 1.37 | -0.024 | 146,585 |
| 1 | 64 | 1,948,793 | 0 | 2,056,309 | 1,948,793 | 1.63 | 0.101 | 151,076 | |
| HK | -1 | 4 | -558,789 | -8,844 | -378,439 | 558,789 | 1.12 | 0.038 | -19,789 |
| 1 | 10 | 673,518 | 0 | 412,936 | 673,518 | 0.99 | 0.188 | 163,307 | |
| IN | -1 | 1 | -38,131 | 0 | -2,520 | 38,131 | 0.07 | 0.033 | -1,261 |
| 1 | 3 | 743,785 | 0 | 127,149 | 743,785 | 0.17 | 0.177 | 148,094 | |
| JP | -1 | 88 | -3,963,076 | -2,550,869 | -2,197,676 | 3,963,076 | 0.52 | -0.073 | 321,565 |
| 1 | 57 | 3,295,503 | 0 | 1,832,513 | 3,295,503 | 0.53 | -0.002 | 51,557 | |
| NZ | -1 | 1 | -39,586 | -39,586 | 1,495 | 39,586 | -0.04 | -0.130 | 5,146 |
| SG | 1 | 8 | 160,910 | 0 | 33,104 | 160,910 | 0.22 | 0.012 | 4,875 |
| TH | -1 | 9 | -452,400 | -416,402 | -53,505 | 452,400 | 0.11 | -0.115 | 55,810 |
| 1 | 1 | 279,332 | 0 | -13,821 | 279,332 | -0.05 | -0.196 | -54,716 | |
| TW | -1 | 1 | -4,580 | 0 | 764 | 4,580 | -0.17 | 0.096 | -438 |