| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,512,471 | 16,840,759 | -3,804,340 | 1,052,752 | 422 | 201,869,610 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,176,615 | 9,176,615 | -9,874,132 | 403,771 |
| 1.0 | 7,664,144 | 7,664,144 | 6,069,793 | 648,982 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 13,658 | -328,250 | -83,784 | 1,242,535 | 0.41 | 0.092 | 77,649 |
| CN | 188 | -1,736,769 | -3,674,107 | -3,565,310 | 6,505,014 | 1.63 | 0.079 | 559,850 |
| HK | 18 | 319,182 | -24,862 | 586,958 | 948,471 | 1.47 | 0.120 | 88,690 |
| IN | 8 | 419,662 | 0 | 84,533 | 704,845 | 0.20 | 0.114 | 98,456 |
| JP | 145 | -1,106,305 | -1,858,631 | -1,045,945 | 5,924,586 | 0.56 | 0.074 | 155,673 |
| NZ | 1 | 51,672 | 0 | -1,951 | 51,672 | -0.04 | 0.156 | -8,056 |
| SG | 9 | 320,991 | 0 | 103,139 | 855,190 | 0.21 | 0.053 | 10,171 |
| TH | 13 | -133,598 | -156,042 | -17,005 | 266,420 | 0.15 | 0.114 | 15,802 |
| TW | 4 | 339,036 | -1,495 | 135,026 | 342,026 | 0.20 | 0.134 | 54,516 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 18 | -614,438 | -328,250 | -163,912 | 614,438 | 0.31 | -0.102 | 46,706 |
| 1.0 | 18 | 628,096 | 0 | 80,128 | 628,096 | 0.50 | -0.043 | 30,943 | |
| CN | -1.0 | 142 | -4,120,892 | -3,674,107 | -6,874,946 | 4,120,892 | 1.70 | -0.024 | 195,063 |
| 1.0 | 46 | 2,384,123 | 0 | 3,309,636 | 2,384,123 | 1.45 | 0.096 | 364,787 | |
| HK | -1.0 | 8 | -314,645 | -24,862 | -441,367 | 314,645 | 1.87 | 0.108 | -57,657 |
| 1.0 | 10 | 633,827 | 0 | 1,028,324 | 633,827 | 1.15 | 0.118 | 146,347 | |
| IN | -1.0 | 2 | -142,592 | 0 | -19,008 | 142,592 | 0.11 | 0.012 | -937 |
| 1.0 | 6 | 562,254 | 0 | 103,541 | 562,254 | 0.22 | 0.148 | 99,393 | |
| JP | -1.0 | 77 | -3,515,445 | -1,858,631 | -2,321,310 | 3,515,445 | 0.61 | -0.068 | 214,782 |
| 1.0 | 68 | 2,409,140 | 0 | 1,275,366 | 2,409,140 | 0.49 | -0.050 | -59,109 | |
| NZ | 1.0 | 1 | 51,672 | 0 | -1,951 | 51,672 | -0.04 | -0.156 | -8,056 |
| SG | -1.0 | 1 | -267,099 | 0 | -23,036 | 267,099 | 0.09 | 0.051 | -13,577 |
| 1.0 | 8 | 588,091 | 0 | 126,175 | 588,091 | 0.23 | 0.020 | 23,748 | |
| TH | -1.0 | 11 | -200,009 | -156,042 | -29,726 | 200,009 | 0.14 | -0.102 | 19,128 |
| 1.0 | 2 | 66,411 | 0 | 12,720 | 66,411 | 0.22 | -0.081 | -3,326 | |
| TW | -1.0 | 1 | -1,495 | -1,495 | -828 | 1,495 | 0.55 | -0.176 | 263 |
| 1.0 | 3 | 340,531 | 0 | 135,854 | 340,531 | 0.08 | 0.120 | 54,254 |