| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,161,308 | 14,259,307 | -884,626 | 923,150 | 373 | 204,143,360 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,710,307 | 7,710,307 | -6,722,260 | 470,045 |
| 1.0 | 6,548,999 | 6,548,999 | 5,837,634 | 453,104 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -57,851 | -177,029 | 1,164 | 933,980 | 0.46 | 0.080 | 21,665 |
| CN | 162 | -1,899,470 | -3,422,555 | -1,858,845 | 6,472,101 | 1.57 | 0.084 | 476,628 |
| HK | 20 | 350,554 | -257,029 | 301,203 | 896,110 | 1.13 | 0.129 | 108,908 |
| ID | 1 | -13,320 | 0 | 472 | 13,320 | -0.04 | 0.054 | 718 |
| IN | 7 | 607,990 | 0 | 106,734 | 682,148 | 0.19 | 0.143 | 116,710 |
| JP | 122 | 712,225 | -869,047 | 571,114 | 3,843,420 | 0.56 | 0.068 | 87,336 |
| NZ | 1 | -17,682 | -17,682 | 668 | 17,682 | -0.04 | 0.143 | 2,532 |
| SG | 7 | 124,582 | 0 | 32,139 | 178,064 | 0.24 | 0.066 | 7,510 |
| TH | 15 | -902,878 | -587,977 | -7,883 | 1,157,023 | 0.10 | 0.117 | 92,936 |
| TW | 6 | -65,459 | -48,395 | -31,391 | 65,459 | 0.43 | 0.155 | 8,207 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 17 | -495,915 | -177,029 | -64,401 | 495,915 | 0.30 | -0.080 | 12,771 |
| 1.0 | 15 | 438,065 | 0 | 65,565 | 438,065 | 0.64 | -0.054 | 8,894 | |
| CN | -1.0 | 59 | -4,185,785 | -3,422,555 | -5,652,784 | 4,185,785 | 1.49 | -0.031 | 257,316 |
| 1.0 | 103 | 2,286,316 | 0 | 3,793,938 | 2,286,316 | 1.62 | 0.064 | 219,312 | |
| HK | -1.0 | 5 | -272,778 | -257,029 | -181,666 | 272,778 | 1.54 | 0.031 | -6,783 |
| 1.0 | 15 | 623,332 | 0 | 482,869 | 623,332 | 0.99 | 0.139 | 115,691 | |
| ID | -1.0 | 1 | -13,320 | 0 | 472 | 13,320 | -0.04 | -0.054 | 718 |
| IN | -1.0 | 1 | -37,079 | 0 | -5,829 | 37,079 | 0.16 | 0.024 | -876 |
| 1.0 | 6 | 645,069 | 0 | 112,564 | 645,069 | 0.19 | 0.163 | 117,585 | |
| JP | -1.0 | 57 | -1,565,598 | -869,047 | -759,750 | 1,565,598 | 0.50 | -0.067 | 98,924 |
| 1.0 | 65 | 2,277,822 | 0 | 1,330,864 | 2,277,822 | 0.62 | -0.036 | -11,588 | |
| NZ | -1.0 | 1 | -17,682 | -17,682 | 668 | 17,682 | -0.04 | -0.143 | 2,532 |
| SG | -1.0 | 1 | -26,741 | 0 | -2,306 | 26,741 | 0.09 | 0.063 | -1,673 |
| 1.0 | 6 | 151,323 | 0 | 34,445 | 151,323 | 0.26 | 0.024 | 9,183 | |
| TH | -1.0 | 11 | -1,029,950 | -587,977 | -25,272 | 1,029,950 | 0.09 | -0.132 | 98,908 |
| 1.0 | 4 | 127,072 | 0 | 17,389 | 127,072 | 0.12 | -0.062 | -5,972 | |
| TW | -1.0 | 6 | -65,459 | -48,395 | -31,391 | 65,459 | 0.43 | -0.149 | 8,207 |